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BAGSX vs. BSBIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BAGSX vs. BSBIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Baird Aggregate Bond Fund (BAGSX) and Baird Short-Term Bond Fund Institutional Class (BSBIX). The values are adjusted to include any dividend payments, if applicable.

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BAGSX vs. BSBIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BAGSX
Baird Aggregate Bond Fund
-0.11%7.11%1.63%6.12%-13.52%-1.74%8.42%9.17%-0.55%3.90%
BSBIX
Baird Short-Term Bond Fund Institutional Class
0.27%5.67%4.99%5.65%-3.64%-0.42%4.23%4.68%1.49%1.53%

Returns By Period

In the year-to-date period, BAGSX achieves a -0.11% return, which is significantly lower than BSBIX's 0.27% return. Over the past 10 years, BAGSX has underperformed BSBIX with an annualized return of 1.83%, while BSBIX has yielded a comparatively higher 2.51% annualized return.


BAGSX

1D
0.20%
1M
-1.41%
YTD
-0.11%
6M
0.70%
1Y
3.91%
3Y*
3.86%
5Y*
0.23%
10Y*
1.83%

BSBIX

1D
0.00%
1M
-0.39%
YTD
0.27%
6M
1.29%
1Y
4.15%
3Y*
5.01%
5Y*
2.46%
10Y*
2.51%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BAGSX vs. BSBIX - Expense Ratio Comparison

BAGSX has a 0.55% expense ratio, which is higher than BSBIX's 0.30% expense ratio.


Return for Risk

BAGSX vs. BSBIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BAGSX
BAGSX Risk / Return Rank: 4848
Overall Rank
BAGSX Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
BAGSX Sortino Ratio Rank: 4646
Sortino Ratio Rank
BAGSX Omega Ratio Rank: 3535
Omega Ratio Rank
BAGSX Calmar Ratio Rank: 6868
Calmar Ratio Rank
BAGSX Martin Ratio Rank: 4545
Martin Ratio Rank

BSBIX
BSBIX Risk / Return Rank: 9898
Overall Rank
BSBIX Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
BSBIX Sortino Ratio Rank: 9898
Sortino Ratio Rank
BSBIX Omega Ratio Rank: 9898
Omega Ratio Rank
BSBIX Calmar Ratio Rank: 9898
Calmar Ratio Rank
BSBIX Martin Ratio Rank: 9898
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BAGSX vs. BSBIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Baird Aggregate Bond Fund (BAGSX) and Baird Short-Term Bond Fund Institutional Class (BSBIX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


BAGSXBSBIXDifference

Sharpe ratio

Return per unit of total volatility

0.99

3.02

-2.03

Sortino ratio

Return per unit of downside risk

1.42

4.76

-3.35

Omega ratio

Gain probability vs. loss probability

1.18

1.81

-0.63

Calmar ratio

Return relative to maximum drawdown

1.67

4.54

-2.87

Martin ratio

Return relative to average drawdown

4.78

20.13

-15.35

BAGSX vs. BSBIX - Sharpe Ratio Comparison

The current BAGSX Sharpe Ratio is 0.99, which is lower than the BSBIX Sharpe Ratio of 3.02. The chart below compares the historical Sharpe Ratios of BAGSX and BSBIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


BAGSXBSBIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.99

3.02

-2.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.04

1.28

-1.24

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.38

1.51

-1.13

Sharpe Ratio (All Time)

Calculated using the full available price history

0.92

1.64

-0.72

Correlation

The correlation between BAGSX and BSBIX is 0.70, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

BAGSX vs. BSBIX - Dividend Comparison

BAGSX's dividend yield for the trailing twelve months is around 3.75%, less than BSBIX's 4.30% yield.


TTM20252024202320222021202020192018201720162015
BAGSX
Baird Aggregate Bond Fund
3.75%3.69%3.62%3.10%2.33%1.68%3.02%2.41%2.53%2.21%1.96%2.14%
BSBIX
Baird Short-Term Bond Fund Institutional Class
4.30%4.35%4.34%3.41%1.79%1.42%2.61%2.49%2.20%1.73%1.60%1.62%

Drawdowns

BAGSX vs. BSBIX - Drawdown Comparison

The maximum BAGSX drawdown since its inception was -18.97%, which is greater than BSBIX's maximum drawdown of -5.95%. Use the drawdown chart below to compare losses from any high point for BAGSX and BSBIX.


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Drawdown Indicators


BAGSXBSBIXDifference

Max Drawdown

Largest peak-to-trough decline

-18.97%

-5.95%

-13.02%

Max Drawdown (1Y)

Largest decline over 1 year

-2.64%

-0.94%

-1.70%

Max Drawdown (5Y)

Largest decline over 5 years

-18.84%

-5.95%

-12.89%

Max Drawdown (10Y)

Largest decline over 10 years

-18.97%

-5.95%

-13.02%

Current Drawdown

Current decline from peak

-1.95%

-0.59%

-1.36%

Average Drawdown

Average peak-to-trough decline

-2.53%

-0.55%

-1.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.92%

0.21%

+0.71%

Volatility

BAGSX vs. BSBIX - Volatility Comparison

Baird Aggregate Bond Fund (BAGSX) has a higher volatility of 1.61% compared to Baird Short-Term Bond Fund Institutional Class (BSBIX) at 0.53%. This indicates that BAGSX's price experiences larger fluctuations and is considered to be riskier than BSBIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BAGSXBSBIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.61%

0.53%

+1.08%

Volatility (6M)

Calculated over the trailing 6-month period

2.56%

0.86%

+1.70%

Volatility (1Y)

Calculated over the trailing 1-year period

4.26%

1.42%

+2.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.91%

1.93%

+3.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.89%

1.67%

+3.22%