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BCOIX vs. FTIHX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BCOIX and FTIHX is -0.01. 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

BCOIX vs. FTIHX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Baird Core Plus Bond Fund (BCOIX) and Fidelity Total International Index Fund (FTIHX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

BCOIX:

0.99

FTIHX:

0.67

Sortino Ratio

BCOIX:

1.56

FTIHX:

1.09

Omega Ratio

BCOIX:

1.18

FTIHX:

1.15

Calmar Ratio

BCOIX:

0.50

FTIHX:

0.86

Martin Ratio

BCOIX:

2.83

FTIHX:

2.61

Ulcer Index

BCOIX:

1.84%

FTIHX:

4.33%

Daily Std Dev

BCOIX:

4.98%

FTIHX:

15.80%

Max Drawdown

BCOIX:

-18.87%

FTIHX:

-35.75%

Current Drawdown

BCOIX:

-5.31%

FTIHX:

-0.20%

Returns By Period

In the year-to-date period, BCOIX achieves a 1.42% return, which is significantly lower than FTIHX's 12.06% return.


BCOIX

YTD

1.42%

1M

0.13%

6M

1.40%

1Y

4.90%

5Y*

-0.08%

10Y*

2.00%

FTIHX

YTD

12.06%

1M

8.59%

6M

10.82%

1Y

10.50%

5Y*

11.49%

10Y*

N/A

*Annualized

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BCOIX vs. FTIHX - Expense Ratio Comparison

BCOIX has a 0.30% expense ratio, which is higher than FTIHX's 0.06% expense ratio.


Risk-Adjusted Performance

BCOIX vs. FTIHX — Risk-Adjusted Performance Rank

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

BCOIX
The Risk-Adjusted Performance Rank of BCOIX is 7575
Overall Rank
The Sharpe Ratio Rank of BCOIX is 8080
Sharpe Ratio Rank
The Sortino Ratio Rank of BCOIX is 8383
Sortino Ratio Rank
The Omega Ratio Rank of BCOIX is 7878
Omega Ratio Rank
The Calmar Ratio Rank of BCOIX is 6161
Calmar Ratio Rank
The Martin Ratio Rank of BCOIX is 7171
Martin Ratio Rank

FTIHX
The Risk-Adjusted Performance Rank of FTIHX is 6868
Overall Rank
The Sharpe Ratio Rank of FTIHX is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of FTIHX is 6666
Sortino Ratio Rank
The Omega Ratio Rank of FTIHX is 6666
Omega Ratio Rank
The Calmar Ratio Rank of FTIHX is 8080
Calmar Ratio Rank
The Martin Ratio Rank of FTIHX is 6767
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

BCOIX vs. FTIHX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Baird Core Plus Bond Fund (BCOIX) and Fidelity Total International Index Fund (FTIHX). 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.


The current BCOIX Sharpe Ratio is 0.99, which is higher than the FTIHX Sharpe Ratio of 0.67. The chart below compares the historical Sharpe Ratios of BCOIX and FTIHX, 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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Dividends

BCOIX vs. FTIHX - Dividend Comparison

BCOIX's dividend yield for the trailing twelve months is around 4.22%, more than FTIHX's 2.57% yield.


TTM20242023202220212020201920182017201620152014
BCOIX
Baird Core Plus Bond Fund
4.22%4.12%3.58%3.10%2.96%3.51%2.96%3.13%2.83%3.01%2.84%2.98%
FTIHX
Fidelity Total International Index Fund
2.57%2.88%2.78%2.51%2.55%1.62%2.61%2.21%1.36%0.40%0.00%0.00%

Drawdowns

BCOIX vs. FTIHX - Drawdown Comparison

The maximum BCOIX drawdown since its inception was -18.87%, smaller than the maximum FTIHX drawdown of -35.75%. Use the drawdown chart below to compare losses from any high point for BCOIX and FTIHX. For additional features, visit the drawdowns tool.


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Volatility

BCOIX vs. FTIHX - Volatility Comparison

The current volatility for Baird Core Plus Bond Fund (BCOIX) is 1.37%, while Fidelity Total International Index Fund (FTIHX) has a volatility of 2.83%. This indicates that BCOIX experiences smaller price fluctuations and is considered to be less risky than FTIHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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