PortfoliosLab logoPortfoliosLab logo
BCOSX vs. DODIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BCOSX vs. DODIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Baird Core Plus Bond Fund (BCOSX) and Dodge & Cox Income Fund (DODIX). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BCOSX vs. DODIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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.

Compare stocks, funds, or ETFs

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


Return for Risk

BCOSX vs. DODIX — Risk / Return Rank

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

BCOSX
BCOSX Risk / Return Rank: 2323
Overall Rank
BCOSX Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
BCOSX Sortino Ratio Rank: 2424
Sortino Ratio Rank
BCOSX Omega Ratio Rank: 2222
Omega Ratio Rank
BCOSX Calmar Ratio Rank: 2626
Calmar Ratio Rank
BCOSX Martin Ratio Rank: 2121
Martin Ratio Rank

DODIX
DODIX Risk / Return Rank: 2525
Overall Rank
DODIX Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
DODIX Sortino Ratio Rank: 2727
Sortino Ratio Rank
DODIX Omega Ratio Rank: 2525
Omega Ratio Rank
DODIX Calmar Ratio Rank: 2525
Calmar Ratio Rank
DODIX Martin Ratio Rank: 2222
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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.


BCOSXDODIXDifference
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

BCOSX vs. DODIX - Sharpe Ratio Comparison

The current BCOSX Sharpe Ratio is 1.27, which is comparable to the DODIX Sharpe Ratio of 1.36. The chart below compares the historical Sharpe Ratios of BCOSX and DODIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

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.


Loading charts...

Drawdown Indicators


BCOSXDODIXDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-1.33%

-1.71%

+0.38%

Average Drawdown

Average peak-to-trough decline

-2.30%

-1.50%

-0.80%

Ulcer Index

Depth 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.


Loading charts...

Volatility by Period


BCOSXDODIXDifference

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.


PositionTTM20252024202320222021202020192018201720162015
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.

Portfolio Optimizer

Find the right allocation for BCOSX and DODIX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer