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BIMIX vs. IEI
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BIMIX vs. IEI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Baird Intermediate Bond Fund Class Institutional (BIMIX) and iShares 3-7 Year Treasury Bond ETF (IEI). The values are adjusted to include any dividend payments, if applicable.

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BIMIX vs. IEI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BIMIX
Baird Intermediate Bond Fund Class Institutional
-0.34%6.69%3.45%5.78%-8.64%-1.41%7.42%7.05%0.58%2.74%
IEI
iShares 3-7 Year Treasury Bond ETF
-0.13%6.96%1.81%4.42%-9.51%-2.54%6.95%5.71%1.36%1.22%

Returns By Period

In the year-to-date period, BIMIX achieves a -0.34% return, which is significantly lower than IEI's -0.13% return. Over the past 10 years, BIMIX has outperformed IEI with an annualized return of 2.23%, while IEI has yielded a comparatively lower 1.35% annualized return.


BIMIX

1D
0.19%
1M
-1.23%
YTD
-0.34%
6M
0.62%
1Y
4.02%
3Y*
4.36%
5Y*
1.30%
10Y*
2.23%

IEI

1D
-0.08%
1M
-1.15%
YTD
-0.13%
6M
0.68%
1Y
3.73%
3Y*
3.40%
5Y*
0.45%
10Y*
1.35%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BIMIX vs. IEI - Expense Ratio Comparison

BIMIX has a 0.30% expense ratio, which is higher than IEI's 0.15% expense ratio.


Return for Risk

BIMIX vs. IEI — Risk / Return Rank

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

BIMIX
BIMIX Risk / Return Rank: 7979
Overall Rank
BIMIX Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
BIMIX Sortino Ratio Rank: 8282
Sortino Ratio Rank
BIMIX Omega Ratio Rank: 7272
Omega Ratio Rank
BIMIX Calmar Ratio Rank: 8181
Calmar Ratio Rank
BIMIX Martin Ratio Rank: 8080
Martin Ratio Rank

IEI
IEI Risk / Return Rank: 5959
Overall Rank
IEI Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
IEI Sortino Ratio Rank: 6262
Sortino Ratio Rank
IEI Omega Ratio Rank: 4949
Omega Ratio Rank
IEI Calmar Ratio Rank: 6767
Calmar Ratio Rank
IEI Martin Ratio Rank: 5555
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.

BIMIX vs. IEI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Baird Intermediate Bond Fund Class Institutional (BIMIX) and iShares 3-7 Year Treasury Bond ETF (IEI). 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.


BIMIXIEIDifference

Sharpe ratio

Return per unit of total volatility

1.48

1.09

+0.39

Sortino ratio

Return per unit of downside risk

2.18

1.64

+0.55

Omega ratio

Gain probability vs. loss probability

1.28

1.20

+0.09

Calmar ratio

Return relative to maximum drawdown

2.04

1.78

+0.26

Martin ratio

Return relative to average drawdown

8.17

5.68

+2.50

BIMIX vs. IEI - Sharpe Ratio Comparison

The current BIMIX Sharpe Ratio is 1.48, which is higher than the IEI Sharpe Ratio of 1.09. The chart below compares the historical Sharpe Ratios of BIMIX and IEI, 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


BIMIXIEIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.48

1.09

+0.39

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.34

0.10

+0.24

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.69

0.34

+0.34

Sharpe Ratio (All Time)

Calculated using the full available price history

1.17

0.71

+0.47

Correlation

The correlation between BIMIX and IEI is 0.90, 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

BIMIX vs. IEI - Dividend Comparison

BIMIX's dividend yield for the trailing twelve months is around 3.67%, more than IEI's 3.58% yield.


TTM20252024202320222021202020192018201720162015
BIMIX
Baird Intermediate Bond Fund Class Institutional
3.67%3.67%3.89%3.21%2.17%2.27%3.49%2.52%2.50%2.35%2.21%2.57%
IEI
iShares 3-7 Year Treasury Bond ETF
3.58%3.48%3.18%2.36%1.37%0.73%1.12%2.01%1.95%1.51%1.33%1.39%

Drawdowns

BIMIX vs. IEI - Drawdown Comparison

The maximum BIMIX drawdown since its inception was -12.76%, smaller than the maximum IEI drawdown of -14.60%. Use the drawdown chart below to compare losses from any high point for BIMIX and IEI.


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Drawdown Indicators


BIMIXIEIDifference

Max Drawdown

Largest peak-to-trough decline

-12.76%

-14.60%

+1.84%

Max Drawdown (1Y)

Largest decline over 1 year

-2.07%

-2.20%

+0.13%

Max Drawdown (5Y)

Largest decline over 5 years

-12.76%

-13.88%

+1.12%

Max Drawdown (10Y)

Largest decline over 10 years

-12.76%

-14.60%

+1.84%

Current Drawdown

Current decline from peak

-1.60%

-1.57%

-0.03%

Average Drawdown

Average peak-to-trough decline

-1.49%

-2.68%

+1.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.52%

0.69%

-0.17%

Volatility

BIMIX vs. IEI - Volatility Comparison

The current volatility for Baird Intermediate Bond Fund Class Institutional (BIMIX) is 1.05%, while iShares 3-7 Year Treasury Bond ETF (IEI) has a volatility of 1.25%. This indicates that BIMIX experiences smaller price fluctuations and is considered to be less risky than IEI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BIMIXIEIDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.05%

1.25%

-0.20%

Volatility (6M)

Calculated over the trailing 6-month period

1.65%

2.06%

-0.41%

Volatility (1Y)

Calculated over the trailing 1-year period

2.79%

3.44%

-0.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.87%

4.75%

-0.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.25%

3.93%

-0.68%