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BAGSX vs. BSBSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BAGSX vs. BSBSX - 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 Investor Class (BSBSX). The values are adjusted to include any dividend payments, if applicable.

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BAGSX vs. BSBSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BAGSX
Baird Aggregate Bond Fund
-0.31%7.11%1.63%6.12%-13.52%-1.74%8.42%9.17%-0.55%3.90%
BSBSX
Baird Short-Term Bond Fund Investor Class
0.10%5.41%4.73%5.39%-3.88%-0.57%3.87%4.42%1.24%1.28%

Returns By Period

In the year-to-date period, BAGSX achieves a -0.31% return, which is significantly lower than BSBSX's 0.10% return. Over the past 10 years, BAGSX has underperformed BSBSX with an annualized return of 1.81%, while BSBSX has yielded a comparatively higher 2.25% annualized return.


BAGSX

1D
0.59%
1M
-2.07%
YTD
-0.31%
6M
0.69%
1Y
4.01%
3Y*
3.80%
5Y*
0.26%
10Y*
1.81%

BSBSX

1D
0.11%
1M
-0.61%
YTD
0.10%
6M
1.16%
1Y
3.89%
3Y*
4.71%
5Y*
2.18%
10Y*
2.25%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BAGSX vs. BSBSX - Expense Ratio Comparison

Both BAGSX and BSBSX have an expense ratio of 0.55%.


Return for Risk

BAGSX vs. BSBSX — Risk / Return Rank

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

BAGSX
BAGSX Risk / Return Rank: 5555
Overall Rank
BAGSX Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
BAGSX Sortino Ratio Rank: 5252
Sortino Ratio Rank
BAGSX Omega Ratio Rank: 4040
Omega Ratio Rank
BAGSX Calmar Ratio Rank: 7777
Calmar Ratio Rank
BAGSX Martin Ratio Rank: 5353
Martin Ratio Rank

BSBSX
BSBSX Risk / Return Rank: 9797
Overall Rank
BSBSX Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
BSBSX Sortino Ratio Rank: 9797
Sortino Ratio Rank
BSBSX Omega Ratio Rank: 9696
Omega Ratio Rank
BSBSX Calmar Ratio Rank: 9898
Calmar Ratio Rank
BSBSX 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. BSBSX - 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 Investor Class (BSBSX). 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.


BAGSXBSBSXDifference

Sharpe ratio

Return per unit of total volatility

0.99

2.47

-1.48

Sortino ratio

Return per unit of downside risk

1.42

3.88

-2.46

Omega ratio

Gain probability vs. loss probability

1.18

1.56

-0.38

Calmar ratio

Return relative to maximum drawdown

1.79

4.92

-3.13

Martin ratio

Return relative to average drawdown

5.16

20.41

-15.25

BAGSX vs. BSBSX - Sharpe Ratio Comparison

The current BAGSX Sharpe Ratio is 0.99, which is lower than the BSBSX Sharpe Ratio of 2.47. The chart below compares the historical Sharpe Ratios of BAGSX and BSBSX, 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


BAGSXBSBSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.99

2.47

-1.48

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.04

1.13

-1.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.37

1.35

-0.98

Sharpe Ratio (All Time)

Calculated using the full available price history

0.92

1.30

-0.37

Correlation

The correlation between BAGSX and BSBSX is 0.67, 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. BSBSX - Dividend Comparison

BAGSX's dividend yield for the trailing twelve months is around 3.76%, less than BSBSX's 4.05% yield.


TTM20252024202320222021202020192018201720162015
BAGSX
Baird Aggregate Bond Fund
3.76%3.69%3.62%3.10%2.33%1.68%3.02%2.41%2.53%2.21%1.96%2.14%
BSBSX
Baird Short-Term Bond Fund Investor Class
4.05%4.10%4.08%3.16%1.54%1.17%2.37%2.24%1.96%1.49%1.35%1.37%

Drawdowns

BAGSX vs. BSBSX - Drawdown Comparison

The maximum BAGSX drawdown since its inception was -18.97%, which is greater than BSBSX's maximum drawdown of -6.29%. Use the drawdown chart below to compare losses from any high point for BAGSX and BSBSX.


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Drawdown Indicators


BAGSXBSBSXDifference

Max Drawdown

Largest peak-to-trough decline

-18.97%

-6.29%

-12.68%

Max Drawdown (1Y)

Largest decline over 1 year

-2.64%

-0.84%

-1.80%

Max Drawdown (5Y)

Largest decline over 5 years

-18.84%

-6.29%

-12.55%

Max Drawdown (10Y)

Largest decline over 10 years

-18.97%

-6.29%

-12.68%

Current Drawdown

Current decline from peak

-2.14%

-0.61%

-1.53%

Average Drawdown

Average peak-to-trough decline

-2.53%

-0.68%

-1.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.92%

0.20%

+0.72%

Volatility

BAGSX vs. BSBSX - Volatility Comparison

Baird Aggregate Bond Fund (BAGSX) has a higher volatility of 1.64% compared to Baird Short-Term Bond Fund Investor Class (BSBSX) at 0.46%. This indicates that BAGSX's price experiences larger fluctuations and is considered to be riskier than BSBSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BAGSXBSBSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.64%

0.46%

+1.18%

Volatility (6M)

Calculated over the trailing 6-month period

2.56%

0.90%

+1.66%

Volatility (1Y)

Calculated over the trailing 1-year period

4.27%

1.58%

+2.69%

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%