BIMIX vs. NET

In the year-to-date period, BIMIX achieves a 3.18% return, which is significantly lower than NET's 7.82% return.

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This table presents a comparison of risk-adjusted performance metrics for Baird Intermediate Bond Fund Class Institutional (BIMIX) and Cloudflare, Inc. (NET). 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.

The current BIMIX Sharpe Ratio is 1.91, which is higher than the NET Sharpe Ratio of 0.57. The chart below compares the historical Sharpe Ratios of BIMIX and NET, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

BIMIX's dividend yield for the trailing twelve months is around 3.80%, while NET has not paid dividends to shareholders.

The maximum BIMIX drawdown since its inception was -14.15%, smaller than the maximum NET drawdown of -82.58%. Use the drawdown chart below to compare losses from any high point for BIMIX and NET. For additional features, visit the drawdowns tool.

The current volatility for Baird Intermediate Bond Fund Class Institutional (BIMIX) is 0.88%, while Cloudflare, Inc. (NET) has a volatility of 11.37%. This indicates that BIMIX experiences smaller price fluctuations and is considered to be less risky than NET based on this measure. The chart below showcases a comparison of their rolling one-month volatility.