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BCOSX vs. FTBFX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BCOSX vs. FTBFX - Performance Comparison

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

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Returns By Period

The year-to-date returns for both stocks are quite close, with BCOSX having a 0.60% return and FTBFX slightly lower at 0.57%. Over the past 10 years, BCOSX has underperformed FTBFX with an annualized return of 2.13%, while FTBFX has yielded a comparatively higher 2.46% annualized return.


BCOSX

1D
0.28%
1M
0.99%
YTD
0.60%
6M
0.88%
1Y
4.79%
3Y*
4.69%
5Y*
0.43%
10Y*
2.13%

FTBFX

1D
0.21%
1M
0.89%
YTD
0.57%
6M
0.92%
1Y
5.08%
3Y*
4.76%
5Y*
0.58%
10Y*
2.46%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BCOSX vs. FTBFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BCOSX
Baird Core Plus Bond Fund
0.60%7.22%2.26%6.60%-13.09%-1.23%8.59%9.69%-0.74%4.47%
FTBFX
Fidelity Total Bond Fund
0.57%7.50%2.13%7.25%-13.58%-0.44%9.34%9.89%-0.66%4.19%

Correlation

The correlation between BCOSX and FTBFX is 0.92, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.92

Correlation (3Y)
Calculated over the trailing 3-year period

0.95

Correlation (5Y)
Calculated over the trailing 5-year period

0.96

Correlation (10Y)
Calculated over the trailing 10-year period

0.92

Correlation (All Time)
Calculated using the full available price history since Oct 16, 2002

0.89

The correlation between BCOSX and FTBFX has been stable across timeframes, ranging from 0.89 to 0.96 - a consistent structural relationship.

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Return for Risk

BCOSX vs. FTBFX — Risk / Return Rank

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

BCOSX
BCOSX Risk / Return Rank: 2727
Overall Rank
BCOSX Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
BCOSX Sortino Ratio Rank: 2929
Sortino Ratio Rank
BCOSX Omega Ratio Rank: 2626
Omega Ratio Rank
BCOSX Calmar Ratio Rank: 2929
Calmar Ratio Rank
BCOSX Martin Ratio Rank: 2323
Martin Ratio Rank

FTBFX
FTBFX Risk / Return Rank: 2525
Overall Rank
FTBFX Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
FTBFX Sortino Ratio Rank: 2727
Sortino Ratio Rank
FTBFX Omega Ratio Rank: 2424
Omega Ratio Rank
FTBFX Calmar Ratio Rank: 2626
Calmar Ratio Rank
FTBFX 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. FTBFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Baird Core Plus Bond Fund (BCOSX) and Fidelity Total Bond Fund (FTBFX). 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.


BCOSXFTBFXDifference
Sharpe ratioReturn per unit of total volatility

+0.04

Sortino ratioReturn per unit of downside risk

+0.07

Omega ratioGain probability vs. loss probability

1.25

1.24

+0.01

Calmar ratioReturn relative to maximum drawdown

1.90

1.76

+0.14

Martin ratioReturn relative to average drawdown

5.32

5.10

+0.21

BCOSX vs. FTBFX - Sharpe Ratio Comparison

The current BCOSX Sharpe Ratio is 1.38, which is comparable to the FTBFX Sharpe Ratio of 1.34. The chart below compares the historical Sharpe Ratios of BCOSX and FTBFX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

BCOSX vs. FTBFX - Drawdown Comparison

The maximum BCOSX drawdown since its inception was -18.39%, roughly equal to the maximum FTBFX drawdown of -18.25%. Use the drawdown chart below to compare losses from any high point for BCOSX and FTBFX.


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Drawdown Indicators


BCOSXFTBFXDifference

Max Drawdown

Largest peak-to-trough decline

-18.39%

-18.25%

-0.14%

Max Drawdown (1Y)

Largest decline over 1 year

-2.58%

-2.89%

+0.31%

Max Drawdown (3Y)

Largest decline over 3 years

-5.80%

-5.82%

+0.02%

Max Drawdown (5Y)

Largest decline over 5 years

-18.39%

-18.25%

-0.14%

Max Drawdown (10Y)

Largest decline over 10 years

-18.39%

-18.25%

-0.14%

Current Drawdown

Current decline from peak

-1.06%

-1.31%

+0.25%

Average Drawdown

Average peak-to-trough decline

-2.30%

-2.32%

+0.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.92%

1.00%

-0.08%

Volatility

BCOSX vs. FTBFX - Volatility Comparison

The current volatility for Baird Core Plus Bond Fund (BCOSX) is 1.13%, while Fidelity Total Bond Fund (FTBFX) has a volatility of 1.21%. This indicates that BCOSX experiences smaller price fluctuations and is considered to be less risky than FTBFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BCOSXFTBFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.13%

1.21%

-0.08%

Volatility (6M)

Calculated over the trailing 6-month period

2.60%

2.88%

-0.28%

Volatility (1Y)

Calculated over the trailing 1-year period

3.55%

3.80%

-0.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.63%

5.67%

-0.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.66%

4.73%

-0.07%

BCOSX vs. FTBFX - Expense Ratio Comparison

BCOSX has a 0.55% expense ratio, which is higher than FTBFX's 0.45% expense ratio.


Dividends

BCOSX vs. FTBFX - Dividend Comparison

BCOSX's dividend yield for the trailing twelve months is around 3.86%, less than FTBFX's 4.36% yield.


PositionTTM20252024202320222021202020192018201720162015
BCOSX
Baird Core Plus Bond Fund
3.86%3.75%3.68%3.17%2.69%2.57%3.11%2.60%2.75%2.47%2.27%2.49%
FTBFX
Fidelity Total Bond Fund
4.36%4.36%4.15%4.15%2.54%1.89%5.22%3.03%3.19%2.97%3.61%3.30%

Frequently Asked Questions


With a correlation of 0.92, BCOSX and FTBFX 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.

FTBFX has higher volatility (1.21%) compared to BCOSX (1.13%). In terms of maximum drawdown, BCOSX dropped -18.39% vs FTBFX's -18.25%.

BCOSX currently has the higher Sharpe Ratio (1.38 vs 1.34), 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 FTBFX

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

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