BIMIX vs. IGIB
Compare and contrast key facts about Baird Intermediate Bond Fund Class Institutional (BIMIX) and iShares Intermediate-Term Corporate Bond ETF (IGIB).
BIMIX is managed by Baird. It was launched on Sep 29, 2000. IGIB is a passively managed fund by iShares that tracks the performance of the Bloomberg Barclays U.S. Intermediate Credit Index. It was launched on Jan 11, 2007.
Performance
BIMIX vs. IGIB - Performance Comparison
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BIMIX vs. IGIB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
IGIB iShares Intermediate-Term Corporate Bond ETF | -0.38% | 9.58% | 3.49% | 9.22% | -14.00% | -1.66% | 9.64% | 14.60% | -0.71% | 3.50% |
Returns By Period
In the year-to-date period, BIMIX achieves a -0.34% return, which is significantly higher than IGIB's -0.38% return. Over the past 10 years, BIMIX has underperformed IGIB with an annualized return of 2.23%, while IGIB has yielded a comparatively higher 3.08% 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%
IGIB
- 1D
- 0.07%
- 1M
- -1.57%
- YTD
- -0.38%
- 6M
- 0.43%
- 1Y
- 6.04%
- 3Y*
- 5.80%
- 5Y*
- 1.58%
- 10Y*
- 3.08%
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BIMIX vs. IGIB - Expense Ratio Comparison
BIMIX has a 0.30% expense ratio, which is higher than IGIB's 0.06% expense ratio.
Return for Risk
BIMIX vs. IGIB — Risk / Return Rank
BIMIX
IGIB
BIMIX vs. IGIB - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Baird Intermediate Bond Fund Class Institutional (BIMIX) and iShares Intermediate-Term Corporate Bond ETF (IGIB). 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.
| BIMIX | IGIB | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.48 | 1.26 | +0.23 |
Sortino ratioReturn per unit of downside risk | 2.18 | 1.75 | +0.43 |
Omega ratioGain probability vs. loss probability | 1.28 | 1.23 | +0.05 |
Calmar ratioReturn relative to maximum drawdown | 2.04 | 2.08 | -0.04 |
Martin ratioReturn relative to average drawdown | 8.17 | 7.37 | +0.80 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| BIMIX | IGIB | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.48 | 1.26 | +0.23 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.34 | 0.24 | +0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.69 | 0.51 | +0.18 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.17 | 0.69 | +0.48 |
Correlation
The correlation between BIMIX and IGIB is 0.76, 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. IGIB - Dividend Comparison
BIMIX's dividend yield for the trailing twelve months is around 3.67%, less than IGIB's 4.75% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
IGIB iShares Intermediate-Term Corporate Bond ETF | 4.75% | 4.59% | 4.41% | 3.78% | 3.04% | 2.52% | 2.74% | 3.44% | 3.41% | 2.51% | 2.45% | 2.51% |
Drawdowns
BIMIX vs. IGIB - Drawdown Comparison
The maximum BIMIX drawdown since its inception was -12.76%, smaller than the maximum IGIB drawdown of -20.62%. Use the drawdown chart below to compare losses from any high point for BIMIX and IGIB.
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Drawdown Indicators
| BIMIX | IGIB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -12.76% | -20.62% | +7.86% |
Max Drawdown (1Y)Largest decline over 1 year | -2.07% | -3.01% | +0.94% |
Max Drawdown (5Y)Largest decline over 5 years | -12.76% | -20.62% | +7.86% |
Max Drawdown (10Y)Largest decline over 10 years | -12.76% | -20.62% | +7.86% |
Current DrawdownCurrent decline from peak | -1.60% | -1.91% | +0.31% |
Average DrawdownAverage peak-to-trough decline | -1.49% | -2.59% | +1.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.52% | 0.85% | -0.33% |
Volatility
BIMIX vs. IGIB - Volatility Comparison
The current volatility for Baird Intermediate Bond Fund Class Institutional (BIMIX) is 1.05%, while iShares Intermediate-Term Corporate Bond ETF (IGIB) has a volatility of 2.12%. This indicates that BIMIX experiences smaller price fluctuations and is considered to be less risky than IGIB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BIMIX | IGIB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.05% | 2.12% | -1.07% |
Volatility (6M)Calculated over the trailing 6-month period | 1.65% | 2.91% | -1.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.79% | 4.83% | -2.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.87% | 6.55% | -2.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.25% | 6.04% | -2.79% |