BCOSX vs. PRRIX
BCOSX (Baird Core Plus Bond Fund) and PRRIX (PIMCO Real Return Fund) are both mutual funds - BCOSX is a Intermediate Core-Plus Bond fund managed by Baird, while PRRIX is a Inflation-Protected Bonds fund managed by PIMCO. Over the past 10 years, BCOSX returned 1.88%/yr vs 2.52%/yr for PRRIX. Their 0.73 correlation means they have sometimes moved together and sometimes differently. BCOSX charges 0.55%/yr vs 0.45%/yr for PRRIX.
Performance
BCOSX vs. PRRIX - Performance Comparison
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Returns By Period
In the year-to-date period, BCOSX achieves a -0.34% return, which is significantly lower than PRRIX's -0.21% return. Over the past 10 years, BCOSX has underperformed PRRIX with an annualized return of 1.88%, while PRRIX has yielded a comparatively higher 2.52% annualized return.
BCOSX
- 1D
- 0.00%
- 1M
- -0.87%
- 6M
- -0.53%
- YTD
- -0.34%
- 1Y
- 2.19%
- 3Y*
- 4.31%
- 5Y*
- 0.01%
- 10Y*
- 1.88%
- ALL TIME*
- 4.34%
PRRIX
- 1D
- 0.00%
- 1M
- -1.18%
- 6M
- -0.57%
- YTD
- -0.21%
- 1Y
- 1.72%
- 3Y*
- 3.95%
- 5Y*
- 0.09%
- 10Y*
- 2.52%
- ALL TIME*
- 4.95%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
BCOSX vs. PRRIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BCOSX Baird Core Plus Bond Fund | -0.34% | 7.22% | 2.26% | 6.60% | -13.09% | -1.23% | 8.59% | 9.69% | -0.74% | 4.47% |
PRRIX PIMCO Real Return Fund | -0.21% | 8.19% | 2.60% | 3.29% | -13.27% | 5.70% | 12.11% | 8.53% | -1.96% | 4.22% |
Correlation
The correlation between BCOSX and PRRIX is 0.80, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.80 |
Correlation (3Y) Balances recent behavior with more history. | 0.87 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.79 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.75 |
Correlation (All Time) Calculated using the full available price history since Sep 29, 2000 | 0.73 |
The correlation between BCOSX and PRRIX shifts across timeframes, from 0.73 (all time) to 0.87 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
BCOSX vs. PRRIX — Risk / Return Rank
BCOSX
PRRIX
BCOSX vs. PRRIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Baird Core Plus Bond Fund (BCOSX) and PIMCO Real Return Fund (PRRIX). 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 | PRRIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.22 | ||
| Sortino ratioReturn per unit of downside risk | +0.30 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 1.11 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 1.15 | 0.91 | +0.23 |
| Martin ratioReturn relative to average drawdown | 2.85 | 2.72 | +0.13 |
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Drawdowns
BCOSX vs. PRRIX - Drawdown Comparison
The maximum BCOSX drawdown since its inception was -18.39%, roughly equal to the maximum PRRIX drawdown of -19.25%. Use the drawdown chart below to compare losses from any high point for BCOSX and PRRIX.
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Drawdown Indicators
| BCOSX | PRRIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.39% | -19.25% | +0.86% |
Max Drawdown (1Y)Largest decline over 1 year | -2.58% | -2.66% | +0.08% |
Max Drawdown (3Y)Largest decline over 3 years | -4.78% | -4.07% | -0.71% |
Max Drawdown (5Y)Largest decline over 5 years | -18.39% | -15.76% | -2.63% |
Max Drawdown (10Y)Largest decline over 10 years | -18.39% | -15.76% | -2.63% |
Current DrawdownCurrent decline from peak | -1.99% | -1.85% | -0.14% |
Average DrawdownAverage peak-to-trough decline | -2.30% | -3.16% | +0.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.04% | 0.89% | +0.15% |
Volatility
BCOSX vs. PRRIX - Volatility Comparison
Baird Core Plus Bond Fund (BCOSX) and PIMCO Real Return Fund (PRRIX) have volatilities of 0.88% and 0.84%, 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 | PRRIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.88% | 0.84% | +0.04% |
Volatility (6M)Calculated over the trailing 6-month period | 2.72% | 3.14% | -0.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.54% | 3.94% | -0.40% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.63% | 6.26% | -0.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.66% | 5.64% | -0.98% |
BCOSX vs. PRRIX - Expense Ratio Comparison
BCOSX has a 0.55% expense ratio, which is higher than PRRIX's 0.45% expense ratio.
Dividends
BCOSX vs. PRRIX - Dividend Comparison
BCOSX's dividend yield for the trailing twelve months is around 3.93%, less than PRRIX's 4.47% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BCOSX Baird Core Plus Bond Fund | 3.93% | 3.75% | 3.68% | 3.17% | 2.69% | 2.57% | 3.11% | 2.60% | 2.75% | 2.47% | 2.27% | 2.49% |
PRRIX PIMCO Real Return Fund | 4.47% | 3.92% | 3.17% | 2.83% | 7.38% | 5.12% | 2.62% | 1.91% | 2.70% | 2.57% | 1.10% | 0.99% |
Frequently Asked Questions
BCOSX and PRRIX have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BCOSX has higher volatility (0.88%) compared to PRRIX (0.84%). In terms of maximum drawdown, BCOSX dropped -18.39% vs PRRIX's -19.25%.
BCOSX currently has the higher Sharpe Ratio (0.84 vs 0.62), 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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