PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
BCOSX vs. DFIEX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BCOSX and DFIEX is -0.10. 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.


-0.50.00.51.0-0.1

Performance

BCOSX vs. DFIEX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Baird Core Plus Bond Fund (BCOSX) and DFA International Core Equity Portfolio I (DFIEX). The values are adjusted to include any dividend payments, if applicable.

100.00%120.00%140.00%160.00%180.00%200.00%JulyAugustSeptemberOctoberNovemberDecember
97.11%
176.78%
BCOSX
DFIEX

Key characteristics

Sharpe Ratio

BCOSX:

0.44

DFIEX:

0.39

Sortino Ratio

BCOSX:

0.64

DFIEX:

0.61

Omega Ratio

BCOSX:

1.08

DFIEX:

1.07

Calmar Ratio

BCOSX:

0.19

DFIEX:

0.49

Martin Ratio

BCOSX:

1.34

DFIEX:

1.52

Ulcer Index

BCOSX:

1.68%

DFIEX:

3.24%

Daily Std Dev

BCOSX:

5.14%

DFIEX:

12.56%

Max Drawdown

BCOSX:

-19.23%

DFIEX:

-62.26%

Current Drawdown

BCOSX:

-7.85%

DFIEX:

-9.79%

Returns By Period

In the year-to-date period, BCOSX achieves a 1.95% return, which is significantly lower than DFIEX's 2.17% return. Over the past 10 years, BCOSX has underperformed DFIEX with an annualized return of 1.75%, while DFIEX has yielded a comparatively higher 5.66% annualized return.


BCOSX

YTD

1.95%

1M

-0.56%

6M

1.28%

1Y

2.35%

5Y*

-0.01%

10Y*

1.75%

DFIEX

YTD

2.17%

1M

-2.49%

6M

-1.53%

1Y

3.32%

5Y*

5.11%

10Y*

5.66%

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. DFIEX - Expense Ratio Comparison

BCOSX has a 0.55% expense ratio, which is higher than DFIEX's 0.24% 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 DFIEX: current value at 0.24% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.24%

Risk-Adjusted Performance

BCOSX vs. DFIEX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Baird Core Plus Bond Fund (BCOSX) and DFA International Core Equity Portfolio I (DFIEX). 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-1.000.001.002.003.004.000.440.39
The chart of Sortino ratio for BCOSX, currently valued at 0.64, compared to the broader market-2.000.002.004.006.008.0010.000.640.61
The chart of Omega ratio for BCOSX, currently valued at 1.08, compared to the broader market0.501.001.502.002.503.003.501.081.07
The chart of Calmar ratio for BCOSX, currently valued at 0.19, compared to the broader market0.002.004.006.008.0010.0012.0014.000.190.49
The chart of Martin ratio for BCOSX, currently valued at 1.34, compared to the broader market0.0020.0040.0060.001.341.52
BCOSX
DFIEX

The current BCOSX Sharpe Ratio is 0.44, which is comparable to the DFIEX Sharpe Ratio of 0.39. The chart below compares the historical Sharpe Ratios of BCOSX and DFIEX, 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
0.39
BCOSX
DFIEX

Dividends

BCOSX vs. DFIEX - Dividend Comparison

BCOSX's dividend yield for the trailing twelve months is around 3.26%, more than DFIEX's 2.41% 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%
DFIEX
DFA International Core Equity Portfolio I
2.41%3.36%2.89%2.98%1.77%2.90%2.95%2.50%2.77%2.62%3.16%2.43%

Drawdowns

BCOSX vs. DFIEX - Drawdown Comparison

The maximum BCOSX drawdown since its inception was -19.23%, smaller than the maximum DFIEX drawdown of -62.26%. Use the drawdown chart below to compare losses from any high point for BCOSX and DFIEX. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-7.85%
-9.79%
BCOSX
DFIEX

Volatility

BCOSX vs. DFIEX - Volatility Comparison

The current volatility for Baird Core Plus Bond Fund (BCOSX) is 1.43%, while DFA International Core Equity Portfolio I (DFIEX) has a volatility of 3.67%. This indicates that BCOSX experiences smaller price fluctuations and is considered to be less risky than DFIEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
1.43%
3.67%
BCOSX
DFIEX
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2024 PortfoliosLab