BAGSX vs. WFBIX
BAGSX (Baird Aggregate Bond Fund) and WFBIX (iShares U.S. Aggregate Bond Index Fund) are both Intermediate Core Bond funds. Over the past 10 years, BAGSX returned 1.74%/yr vs 1.96%/yr for WFBIX. Their correlation of 0.94 suggests significant overlap in exposure. BAGSX charges 0.55%/yr vs 0.05%/yr for WFBIX.
Performance
BAGSX vs. WFBIX - Performance Comparison
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Returns By Period
In the year-to-date period, BAGSX achieves a 0.30% return, which is significantly lower than WFBIX's 0.43% return. Over the past 10 years, BAGSX has underperformed WFBIX with an annualized return of 1.74%, while WFBIX has yielded a comparatively higher 1.96% annualized return.
BAGSX
- 1D
- 0.10%
- 1M
- 0.52%
- YTD
- 0.30%
- 6M
- 0.33%
- 1Y
- 5.28%
- 3Y*
- 4.25%
- 5Y*
- 0.19%
- 10Y*
- 1.74%
WFBIX
- 1D
- 0.00%
- 1M
- 0.45%
- YTD
- 0.43%
- 6M
- 0.32%
- 1Y
- 5.35%
- 3Y*
- 5.33%
- 5Y*
- 0.99%
- 10Y*
- 1.96%
BAGSX vs. WFBIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BAGSX Baird Aggregate Bond Fund | 0.30% | 7.11% | 1.63% | 6.12% | -13.52% | -1.74% | 8.42% | 9.17% | -0.55% | 3.90% |
WFBIX iShares U.S. Aggregate Bond Index Fund | 0.43% | 7.16% | 1.43% | 9.65% | -13.03% | -1.79% | 7.40% | 8.72% | -0.08% | 3.39% |
Correlation
The correlation between BAGSX and WFBIX is 0.93, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.93 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.95 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.96 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.95 |
Correlation (All Time) Calculated using the full available price history since Oct 2, 2000 | 0.94 |
The correlation between BAGSX and WFBIX has been stable across timeframes, ranging from 0.93 to 0.96 - a consistent structural relationship.
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Return for Risk
BAGSX vs. WFBIX — Risk / Return Rank
BAGSX
WFBIX
BAGSX vs. WFBIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Baird Aggregate Bond Fund (BAGSX) and iShares U.S. Aggregate Bond Index Fund (WFBIX). 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.
| BAGSX | WFBIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.05 | ||
| Sortino ratioReturn per unit of downside risk | +0.05 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.25 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 1.87 | 1.78 | +0.09 |
| Martin ratioReturn relative to average drawdown | 5.53 | 5.34 | +0.20 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| BAGSX | WFBIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.41 | 1.36 | +0.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.03 | 0.16 | -0.12 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.36 | 0.38 | -0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.92 | 0.94 | -0.02 |
Drawdowns
BAGSX vs. WFBIX - Drawdown Comparison
The maximum BAGSX drawdown since its inception was -18.97%, roughly equal to the maximum WFBIX drawdown of -18.68%. Use the drawdown chart below to compare losses from any high point for BAGSX and WFBIX.
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Drawdown Indicators
| BAGSX | WFBIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.97% | -18.68% | -0.29% |
Max Drawdown (1Y)Largest decline over 1 year | -2.84% | -3.02% | +0.18% |
Max Drawdown (3Y)Largest decline over 3 years | -6.17% | -6.09% | -0.08% |
Max Drawdown (5Y)Largest decline over 5 years | -18.84% | -17.84% | -1.00% |
Max Drawdown (10Y)Largest decline over 10 years | -18.97% | -18.68% | -0.29% |
Current DrawdownCurrent decline from peak | -1.54% | -1.50% | -0.04% |
Average DrawdownAverage peak-to-trough decline | -2.52% | -2.26% | -0.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.96% | 1.00% | -0.04% |
Volatility
BAGSX vs. WFBIX - Volatility Comparison
Baird Aggregate Bond Fund (BAGSX) and iShares U.S. Aggregate Bond Index Fund (WFBIX) have volatilities of 1.29% and 1.34%, 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.
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Volatility by Period
| BAGSX | WFBIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.29% | 1.34% | -0.05% |
Volatility (6M)Calculated over the trailing 6-month period | 2.68% | 2.83% | -0.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.78% | 3.97% | -0.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.93% | 6.40% | -0.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.89% | 5.17% | -0.28% |
BAGSX vs. WFBIX - Expense Ratio Comparison
BAGSX has a 0.55% expense ratio, which is higher than WFBIX's 0.05% expense ratio.
Dividends
BAGSX vs. WFBIX - Dividend Comparison
BAGSX's dividend yield for the trailing twelve months is around 3.80%, less than WFBIX's 3.91% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BAGSX Baird Aggregate Bond Fund | 3.80% | 3.69% | 3.62% | 3.10% | 2.33% | 1.68% | 3.02% | 2.41% | 2.53% | 2.21% | 1.96% | 2.14% |
WFBIX iShares U.S. Aggregate Bond Index Fund | 3.91% | 3.78% | 3.68% | 6.82% | 2.60% | 2.04% | 2.43% | 2.88% | 2.71% | 2.24% | 2.25% | 2.20% |
Frequently Asked Questions
With a correlation of 0.93, BAGSX and WFBIX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
WFBIX has higher volatility (1.34%) compared to BAGSX (1.29%). In terms of maximum drawdown, BAGSX dropped -18.97% vs WFBIX's -18.68%.
BAGSX currently has the higher Sharpe Ratio (1.41 vs 1.36), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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