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BILDX vs. BCOIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BILDX vs. BCOIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DoubleLine Infrastructure Income Fund (BILDX) and Baird Core Plus Bond Fund (BCOIX). The values are adjusted to include any dividend payments, if applicable.

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BILDX vs. BCOIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BILDX
DoubleLine Infrastructure Income Fund
-0.28%7.59%4.41%8.89%-11.54%0.14%5.48%8.30%0.39%5.66%
BCOIX
Baird Core Plus Bond Fund
-0.36%7.47%2.54%6.89%-12.86%-1.02%8.80%10.11%-0.52%4.65%

Returns By Period

In the year-to-date period, BILDX achieves a -0.28% return, which is significantly higher than BCOIX's -0.36% return.


BILDX

1D
0.43%
1M
-1.80%
YTD
-0.28%
6M
0.54%
1Y
4.72%
3Y*
5.60%
5Y*
1.73%
10Y*

BCOIX

1D
0.49%
1M
-2.04%
YTD
-0.36%
6M
0.74%
1Y
4.37%
3Y*
4.44%
5Y*
0.88%
10Y*
2.52%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BILDX vs. BCOIX - Expense Ratio Comparison

BILDX has a 0.57% expense ratio, which is higher than BCOIX's 0.30% expense ratio.


Return for Risk

BILDX vs. BCOIX — Risk / Return Rank

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

BILDX
BILDX Risk / Return Rank: 7878
Overall Rank
BILDX Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
BILDX Sortino Ratio Rank: 8080
Sortino Ratio Rank
BILDX Omega Ratio Rank: 6969
Omega Ratio Rank
BILDX Calmar Ratio Rank: 8585
Calmar Ratio Rank
BILDX Martin Ratio Rank: 7676
Martin Ratio Rank

BCOIX
BCOIX Risk / Return Rank: 6565
Overall Rank
BCOIX Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
BCOIX Sortino Ratio Rank: 6565
Sortino Ratio Rank
BCOIX Omega Ratio Rank: 5050
Omega Ratio Rank
BCOIX Calmar Ratio Rank: 8383
Calmar Ratio Rank
BCOIX Martin Ratio Rank: 6565
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.

BILDX vs. BCOIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DoubleLine Infrastructure Income Fund (BILDX) and Baird Core Plus Bond Fund (BCOIX). 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.


BILDXBCOIXDifference

Sharpe ratio

Return per unit of total volatility

1.39

1.12

+0.27

Sortino ratio

Return per unit of downside risk

2.00

1.60

+0.40

Omega ratio

Gain probability vs. loss probability

1.26

1.20

+0.06

Calmar ratio

Return relative to maximum drawdown

2.15

2.01

+0.14

Martin ratio

Return relative to average drawdown

7.29

6.11

+1.17

BILDX vs. BCOIX - Sharpe Ratio Comparison

The current BILDX Sharpe Ratio is 1.39, which is comparable to the BCOIX Sharpe Ratio of 1.12. The chart below compares the historical Sharpe Ratios of BILDX and BCOIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


BILDXBCOIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.39

1.12

+0.27

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.40

0.16

+0.24

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

Sharpe Ratio (All Time)

Calculated using the full available price history

0.72

1.07

-0.35

Correlation

The correlation between BILDX and BCOIX is 0.91, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

BILDX vs. BCOIX - Dividend Comparison

BILDX's dividend yield for the trailing twelve months is around 4.44%, more than BCOIX's 4.31% yield.


TTM20252024202320222021202020192018201720162015
BILDX
DoubleLine Infrastructure Income Fund
4.44%4.64%4.11%3.42%3.31%3.45%2.89%3.40%3.18%3.22%0.00%0.00%
BCOIX
Baird Core Plus Bond Fund
4.31%4.21%4.13%3.58%3.10%2.96%3.51%2.96%3.13%2.83%3.01%2.84%

Drawdowns

BILDX vs. BCOIX - Drawdown Comparison

The maximum BILDX drawdown since its inception was -15.68%, smaller than the maximum BCOIX drawdown of -18.13%. Use the drawdown chart below to compare losses from any high point for BILDX and BCOIX.


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Drawdown Indicators


BILDXBCOIXDifference

Max Drawdown

Largest peak-to-trough decline

-15.68%

-18.13%

+2.45%

Max Drawdown (1Y)

Largest decline over 1 year

-2.43%

-2.54%

+0.11%

Max Drawdown (5Y)

Largest decline over 5 years

-15.68%

-18.13%

+2.45%

Max Drawdown (10Y)

Largest decline over 10 years

-18.13%

Current Drawdown

Current decline from peak

-1.80%

-2.04%

+0.24%

Average Drawdown

Average peak-to-trough decline

-3.03%

-2.19%

-0.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.72%

0.83%

-0.11%

Volatility

BILDX vs. BCOIX - Volatility Comparison

The current volatility for DoubleLine Infrastructure Income Fund (BILDX) is 1.35%, while Baird Core Plus Bond Fund (BCOIX) has a volatility of 1.63%. This indicates that BILDX experiences smaller price fluctuations and is considered to be less risky than BCOIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BILDXBCOIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.35%

1.63%

-0.28%

Volatility (6M)

Calculated over the trailing 6-month period

2.07%

2.53%

-0.46%

Volatility (1Y)

Calculated over the trailing 1-year period

3.46%

4.11%

-0.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.39%

5.62%

-1.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.11%

4.66%

-0.55%