BAGSX vs. FNDF
Compare and contrast key facts about Baird Aggregate Bond Fund (BAGSX) and Schwab Fundamental International Large Company Index ETF (FNDF).
BAGSX is managed by Baird. It was launched on Sep 29, 2000. FNDF is a passively managed fund by Charles Schwab that tracks the performance of the Russell Fundamental Developed ex-U.S. Large Company Index. It was launched on Aug 15, 2013.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BAGSX or FNDF.
Key characteristics
| BAGSX | FNDF | |
|---|---|---|
| YTD Return | 1.84% | 3.96% |
| 1Y Return | 8.60% | 13.41% |
| 3Y Return (Ann) | -2.23% | 4.44% |
| 5Y Return (Ann) | -0.26% | 7.16% |
| 10Y Return (Ann) | 1.47% | 5.54% |
| Sharpe Ratio | 1.47 | 1.08 |
| Sortino Ratio | 2.17 | 1.51 |
| Omega Ratio | 1.26 | 1.19 |
| Calmar Ratio | 0.53 | 1.77 |
| Martin Ratio | 5.48 | 5.80 |
| Ulcer Index | 1.59% | 2.39% |
| Daily Std Dev | 5.92% | 12.90% |
| Max Drawdown | -19.80% | -40.14% |
| Current Drawdown | -9.10% | -7.85% |
Correlation
The correlation between BAGSX and FNDF is -0.09. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Performance
BAGSX vs. FNDF - Performance Comparison
In the year-to-date period, BAGSX achieves a 1.84% return, which is significantly lower than FNDF's 3.96% return. Over the past 10 years, BAGSX has underperformed FNDF with an annualized return of 1.47%, while FNDF has yielded a comparatively higher 5.54% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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BAGSX vs. FNDF - Expense Ratio Comparison
BAGSX has a 0.55% expense ratio, which is higher than FNDF's 0.25% expense ratio.
Risk-Adjusted Performance
BAGSX vs. FNDF - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Baird Aggregate Bond Fund (BAGSX) and Schwab Fundamental International Large Company Index ETF (FNDF). 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.
Dividends
BAGSX vs. FNDF - Dividend Comparison
BAGSX's dividend yield for the trailing twelve months is around 3.51%, more than FNDF's 3.13% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BAGSX Baird Aggregate Bond Fund | 3.51% | 3.10% | 2.33% | 1.58% | 1.94% | 2.41% | 2.53% | 2.21% | 2.14% | 2.17% | 2.53% | 2.99% |
FNDF Schwab Fundamental International Large Company Index ETF | 3.13% | 3.41% | 3.10% | 3.54% | 2.17% | 3.20% | 3.47% | 2.32% | 2.42% | 2.08% | 1.83% | 0.48% |
Drawdowns
BAGSX vs. FNDF - Drawdown Comparison
The maximum BAGSX drawdown since its inception was -19.80%, smaller than the maximum FNDF drawdown of -40.14%. Use the drawdown chart below to compare losses from any high point for BAGSX and FNDF. For additional features, visit the drawdowns tool.
Volatility
BAGSX vs. FNDF - Volatility Comparison
The current volatility for Baird Aggregate Bond Fund (BAGSX) is 1.72%, while Schwab Fundamental International Large Company Index ETF (FNDF) has a volatility of 4.23%. This indicates that BAGSX experiences smaller price fluctuations and is considered to be less risky than FNDF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.