SCHZ vs. BAGSX
Compare and contrast key facts about Schwab U.S. Aggregate Bond ETF (SCHZ) and Baird Aggregate Bond Fund (BAGSX).
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. BAGSX is managed by Baird. It was launched on Sep 29, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SCHZ or BAGSX.
Key characteristics
| SCHZ | BAGSX | |
|---|---|---|
| YTD Return | 4.11% | 2.45% |
| 1Y Return | 10.88% | 9.36% |
| 3Y Return (Ann) | -0.43% | -2.04% |
| 5Y Return (Ann) | 1.65% | -0.09% |
| 10Y Return (Ann) | 2.92% | 1.53% |
| Sharpe Ratio | 1.82 | 1.61 |
| Sortino Ratio | 2.74 | 2.37 |
| Omega Ratio | 1.33 | 1.29 |
| Calmar Ratio | 0.90 | 0.58 |
| Martin Ratio | 7.61 | 6.02 |
| Ulcer Index | 1.46% | 1.57% |
| Daily Std Dev | 6.11% | 5.90% |
| Max Drawdown | -16.93% | -19.80% |
| Current Drawdown | -2.83% | -8.56% |
Correlation
The correlation between SCHZ and BAGSX 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
SCHZ vs. BAGSX - Performance Comparison
In the year-to-date period, SCHZ achieves a 4.11% return, which is significantly higher than BAGSX's 2.45% return. Over the past 10 years, SCHZ has outperformed BAGSX with an annualized return of 2.92%, while BAGSX has yielded a comparatively lower 1.53% 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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SCHZ vs. BAGSX - Expense Ratio Comparison
SCHZ has a 0.04% expense ratio, which is lower than BAGSX's 0.55% expense ratio.
Risk-Adjusted Performance
SCHZ vs. BAGSX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Schwab U.S. Aggregate Bond ETF (SCHZ) and Baird Aggregate Bond Fund (BAGSX). 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
SCHZ vs. BAGSX - Dividend Comparison
SCHZ's dividend yield for the trailing twelve months is around 4.80%, more than BAGSX's 3.49% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
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% |
Drawdowns
SCHZ vs. BAGSX - Drawdown Comparison
The maximum SCHZ drawdown since its inception was -16.93%, smaller than the maximum BAGSX drawdown of -19.80%. Use the drawdown chart below to compare losses from any high point for SCHZ and BAGSX. For additional features, visit the drawdowns tool.
Volatility
SCHZ vs. BAGSX - Volatility Comparison
Schwab U.S. Aggregate Bond ETF (SCHZ) and Baird Aggregate Bond Fund (BAGSX) have volatilities of 1.62% and 1.63%, 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.