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BCOSX vs. BND
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BCOSX and BND is 0.88, 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.


-0.50.00.51.00.9

Performance

BCOSX vs. BND - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Baird Core Plus Bond Fund (BCOSX) and Vanguard Total Bond Market ETF (BND). The values are adjusted to include any dividend payments, if applicable.

60.00%65.00%70.00%75.00%80.00%85.00%90.00%JulyAugustSeptemberOctoberNovemberDecember
81.49%
65.17%
BCOSX
BND

Key characteristics

Sharpe Ratio

BCOSX:

0.44

BND:

0.31

Sortino Ratio

BCOSX:

0.64

BND:

0.46

Omega Ratio

BCOSX:

1.08

BND:

1.05

Calmar Ratio

BCOSX:

0.19

BND:

0.12

Martin Ratio

BCOSX:

1.34

BND:

0.87

Ulcer Index

BCOSX:

1.68%

BND:

1.91%

Daily Std Dev

BCOSX:

5.14%

BND:

5.43%

Max Drawdown

BCOSX:

-19.23%

BND:

-18.84%

Current Drawdown

BCOSX:

-7.85%

BND:

-9.27%

Returns By Period

In the year-to-date period, BCOSX achieves a 1.95% return, which is significantly higher than BND's 1.48% return. Over the past 10 years, BCOSX has outperformed BND with an annualized return of 1.75%, while BND has yielded a comparatively lower 1.36% annualized return.


BCOSX

YTD

1.95%

1M

-0.56%

6M

1.28%

1Y

2.35%

5Y*

-0.01%

10Y*

1.75%

BND

YTD

1.48%

1M

-0.24%

6M

1.41%

1Y

1.67%

5Y*

-0.34%

10Y*

1.36%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


BCOSX vs. BND - Expense Ratio Comparison

BCOSX has a 0.55% expense ratio, which is higher than BND's 0.03% expense ratio.


BCOSX
Baird Core Plus Bond Fund
Expense ratio chart for BCOSX: current value at 0.55% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.55%
Expense ratio chart for BND: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

BCOSX vs. BND - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Baird Core Plus Bond Fund (BCOSX) and Vanguard Total Bond Market ETF (BND). 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.


Sharpe ratio
The chart of Sharpe ratio for BCOSX, currently valued at 0.44, compared to the broader market-1.000.001.002.003.004.000.440.31
The chart of Sortino ratio for BCOSX, currently valued at 0.64, compared to the broader market-2.000.002.004.006.008.0010.000.640.46
The chart of Omega ratio for BCOSX, currently valued at 1.08, compared to the broader market0.501.001.502.002.503.003.501.081.05
The chart of Calmar ratio for BCOSX, currently valued at 0.19, compared to the broader market0.002.004.006.008.0010.0012.0014.000.190.12
The chart of Martin ratio for BCOSX, currently valued at 1.34, compared to the broader market0.0020.0040.0060.001.340.87
BCOSX
BND

The current BCOSX Sharpe Ratio is 0.44, which is higher than the BND Sharpe Ratio of 0.31. The chart below compares the historical Sharpe Ratios of BCOSX and BND, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.44
0.31
BCOSX
BND

Dividends

BCOSX vs. BND - Dividend Comparison

BCOSX's dividend yield for the trailing twelve months is around 3.26%, less than BND's 3.62% yield.


TTM20232022202120202019201820172016201520142013
BCOSX
Baird Core Plus Bond Fund
3.26%3.16%2.68%2.01%2.22%2.61%2.74%2.48%2.47%2.50%2.63%2.83%
BND
Vanguard Total Bond Market ETF
3.33%3.09%2.60%1.97%2.22%2.72%2.81%2.54%2.51%2.57%2.79%2.78%

Drawdowns

BCOSX vs. BND - Drawdown Comparison

The maximum BCOSX drawdown since its inception was -19.23%, roughly equal to the maximum BND drawdown of -18.84%. Use the drawdown chart below to compare losses from any high point for BCOSX and BND. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%JulyAugustSeptemberOctoberNovemberDecember
-7.85%
-9.27%
BCOSX
BND

Volatility

BCOSX vs. BND - Volatility Comparison

The current volatility for Baird Core Plus Bond Fund (BCOSX) is 1.43%, while Vanguard Total Bond Market ETF (BND) has a volatility of 1.65%. This indicates that BCOSX experiences smaller price fluctuations and is considered to be less risky than BND based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%1.20%1.40%1.60%1.80%JulyAugustSeptemberOctoberNovemberDecember
1.43%
1.65%
BCOSX
BND
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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