BCOSX vs. DODIX
BCOSX (Baird Core Plus Bond Fund) and DODIX (Dodge & Cox Income Fund) are both Intermediate Core-Plus Bond funds. Over the past 10 years, BCOSX returned 2.07%/yr vs 2.88%/yr for DODIX. Their correlation of 0.89 suggests significant overlap in exposure. BCOSX charges 0.55%/yr vs 0.41%/yr for DODIX.
Performance
BCOSX vs. DODIX - Performance Comparison
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Returns By Period
In the year-to-date period, BCOSX achieves a 0.32% return, which is significantly lower than DODIX's 0.43% return. Over the past 10 years, BCOSX has underperformed DODIX with an annualized return of 2.07%, while DODIX has yielded a comparatively higher 2.88% annualized return.
BCOSX
- 1D
- -0.28%
- 1M
- 0.71%
- YTD
- 0.32%
- 6M
- 0.60%
- 1Y
- 4.31%
- 3Y*
- 4.52%
- 5Y*
- 0.42%
- 10Y*
- 2.07%
DODIX
- 1D
- -0.23%
- 1M
- 0.71%
- YTD
- 0.43%
- 6M
- 0.59%
- 1Y
- 5.17%
- 3Y*
- 5.09%
- 5Y*
- 1.18%
- 10Y*
- 2.88%
BCOSX vs. DODIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BCOSX Baird Core Plus Bond Fund | 0.32% | 7.22% | 2.26% | 6.60% | -13.09% | -1.23% | 8.59% | 9.69% | -0.74% | 4.47% |
DODIX Dodge & Cox Income Fund | 0.43% | 8.32% | 2.25% | 7.69% | -11.42% | -0.92% | 9.46% | 9.73% | -0.31% | 4.36% |
Correlation
The correlation between BCOSX and DODIX is 0.97 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.97 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.98 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.97 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.93 |
Correlation (All Time) Calculated using the full available price history since Sep 29, 2000 | 0.89 |
The correlation between BCOSX and DODIX has been stable across timeframes, ranging from 0.89 to 0.98 - a consistent structural relationship.
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Return for Risk
BCOSX vs. DODIX — Risk / Return Rank
BCOSX
DODIX
BCOSX vs. DODIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Baird Core Plus Bond Fund (BCOSX) and Dodge & Cox Income Fund (DODIX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| BCOSX | DODIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.10 | ||
| Sortino ratioReturn per unit of downside risk | -0.11 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.25 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 1.75 | 1.74 | +0.01 |
| Martin ratioReturn relative to average drawdown | 4.87 | 4.97 | -0.10 |
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Drawdowns
BCOSX vs. DODIX - Drawdown Comparison
The maximum BCOSX drawdown since its inception was -18.39%, which is greater than DODIX's maximum drawdown of -16.89%. Use the drawdown chart below to compare losses from any high point for BCOSX and DODIX.
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Drawdown Indicators
| BCOSX | DODIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.39% | -16.89% | -1.50% |
Max Drawdown (1Y)Largest decline over 1 year | -2.58% | -3.17% | +0.59% |
Max Drawdown (3Y)Largest decline over 3 years | -5.80% | -5.68% | -0.12% |
Max Drawdown (5Y)Largest decline over 5 years | -18.39% | -16.89% | -1.50% |
Max Drawdown (10Y)Largest decline over 10 years | -18.39% | -16.89% | -1.50% |
Current DrawdownCurrent decline from peak | -1.33% | -1.71% | +0.38% |
Average DrawdownAverage peak-to-trough decline | -2.30% | -1.50% | -0.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.93% | 1.11% | -0.18% |
Volatility
BCOSX vs. DODIX - Volatility Comparison
Baird Core Plus Bond Fund (BCOSX) and Dodge & Cox Income Fund (DODIX) have volatilities of 1.10% and 1.11%, 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
| BCOSX | DODIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.10% | 1.11% | -0.01% |
Volatility (6M)Calculated over the trailing 6-month period | 2.62% | 3.07% | -0.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.57% | 4.06% | -0.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.63% | 5.57% | +0.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.66% | 4.46% | +0.20% |
BCOSX vs. DODIX - Expense Ratio Comparison
BCOSX has a 0.55% expense ratio, which is higher than DODIX's 0.41% expense ratio.
Dividends
BCOSX vs. DODIX - Dividend Comparison
BCOSX's dividend yield for the trailing twelve months is around 3.87%, less than DODIX's 4.26% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BCOSX Baird Core Plus Bond Fund | 3.87% | 3.75% | 3.68% | 3.17% | 2.69% | 2.57% | 3.11% | 2.60% | 2.75% | 2.47% | 2.27% | 2.49% |
DODIX Dodge & Cox Income Fund | 4.26% | 4.23% | 4.24% | 3.86% | 2.19% | 3.23% | 4.66% | 3.63% | 3.43% | 3.03% | 3.25% | 3.09% |
Frequently Asked Questions
With a correlation of 0.97, BCOSX and DODIX 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.
DODIX has higher volatility (1.11%) compared to BCOSX (1.10%). In terms of maximum drawdown, BCOSX dropped -18.39% vs DODIX's -16.89%.
DODIX currently has the higher Sharpe Ratio (1.36 vs 1.27), 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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