BAGSX vs. SCHZ
Compare and contrast key facts about Baird Aggregate Bond Fund (BAGSX) and Schwab U.S. Aggregate Bond ETF (SCHZ).
BAGSX is managed by Baird. It was launched on Sep 29, 2000. SCHZ is a passively managed fund by Charles Schwab that tracks the performance of the Bloomberg US Aggregate. It was launched on Jul 14, 2011.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BAGSX or SCHZ.
Key characteristics
| BAGSX | SCHZ | |
|---|---|---|
| YTD Return | 2.45% | 4.11% |
| 1Y Return | 9.36% | 10.88% |
| 3Y Return (Ann) | -2.04% | -0.43% |
| 5Y Return (Ann) | -0.09% | 1.65% |
| 10Y Return (Ann) | 1.53% | 2.92% |
| Sharpe Ratio | 1.61 | 1.82 |
| Sortino Ratio | 2.37 | 2.74 |
| Omega Ratio | 1.29 | 1.33 |
| Calmar Ratio | 0.58 | 0.90 |
| Martin Ratio | 6.02 | 7.61 |
| Ulcer Index | 1.57% | 1.46% |
| Daily Std Dev | 5.90% | 6.11% |
| Max Drawdown | -19.80% | -16.93% |
| Current Drawdown | -8.56% | -2.83% |
Correlation
The correlation between BAGSX and SCHZ is 0.87, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
BAGSX vs. SCHZ - Performance Comparison
In the year-to-date period, BAGSX achieves a 2.45% return, which is significantly lower than SCHZ's 4.11% return. Over the past 10 years, BAGSX has underperformed SCHZ with an annualized return of 1.53%, while SCHZ has yielded a comparatively higher 2.92% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
BAGSX vs. SCHZ - Expense Ratio Comparison
BAGSX has a 0.55% expense ratio, which is higher than SCHZ's 0.04% expense ratio.
Risk-Adjusted Performance
BAGSX vs. SCHZ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Baird Aggregate Bond Fund (BAGSX) and Schwab U.S. Aggregate Bond ETF (SCHZ). 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. SCHZ - Dividend Comparison
BAGSX's dividend yield for the trailing twelve months is around 3.49%, less than SCHZ's 4.80% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BAGSX Baird Aggregate Bond Fund | 3.49% | 3.10% | 2.33% | 1.58% | 1.94% | 2.41% | 2.53% | 2.21% | 2.14% | 2.17% | 2.53% | 2.99% |
SCHZ Schwab U.S. Aggregate Bond ETF | 4.80% | 3.80% | 3.50% | 3.42% | 3.85% | 4.43% | 4.13% | 4.01% | 3.39% | 3.01% | 3.21% | 3.31% |
Drawdowns
BAGSX vs. SCHZ - Drawdown Comparison
The maximum BAGSX drawdown since its inception was -19.80%, which is greater than SCHZ's maximum drawdown of -16.93%. Use the drawdown chart below to compare losses from any high point for BAGSX and SCHZ. For additional features, visit the drawdowns tool.
Volatility
BAGSX vs. SCHZ - Volatility Comparison
Baird Aggregate Bond Fund (BAGSX) and Schwab U.S. Aggregate Bond ETF (SCHZ) have volatilities of 1.63% and 1.62%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.