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BIMIX vs. TFIAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BIMIX vs. TFIAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Baird Intermediate Bond Fund Class Institutional (BIMIX) and Timothy Plan Fixed Income Fund (TFIAX). The values are adjusted to include any dividend payments, if applicable.

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BIMIX vs. TFIAX - 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%
TFIAX
Timothy Plan Fixed Income Fund
-0.03%6.41%0.12%4.85%-12.11%-2.45%5.24%6.14%-0.67%1.72%

Returns By Period

In the year-to-date period, BIMIX achieves a -0.34% return, which is significantly lower than TFIAX's -0.03% return. Over the past 10 years, BIMIX has outperformed TFIAX with an annualized return of 2.23%, while TFIAX has yielded a comparatively lower 0.72% 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%

TFIAX

1D
0.33%
1M
-1.31%
YTD
-0.03%
6M
0.85%
1Y
3.43%
3Y*
2.98%
5Y*
-0.42%
10Y*
0.72%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BIMIX vs. TFIAX - Expense Ratio Comparison

BIMIX has a 0.30% expense ratio, which is lower than TFIAX's 1.34% expense ratio.


Return for Risk

BIMIX vs. TFIAX — 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

TFIAX
TFIAX Risk / Return Rank: 3333
Overall Rank
TFIAX Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
TFIAX Sortino Ratio Rank: 3232
Sortino Ratio Rank
TFIAX Omega Ratio Rank: 2525
Omega Ratio Rank
TFIAX Calmar Ratio Rank: 4343
Calmar Ratio Rank
TFIAX Martin Ratio Rank: 2727
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. TFIAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Baird Intermediate Bond Fund Class Institutional (BIMIX) and Timothy Plan Fixed Income Fund (TFIAX). 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.


BIMIXTFIAXDifference

Sharpe ratio

Return per unit of total volatility

1.48

0.89

+0.59

Sortino ratio

Return per unit of downside risk

2.18

1.28

+0.90

Omega ratio

Gain probability vs. loss probability

1.28

1.16

+0.12

Calmar ratio

Return relative to maximum drawdown

2.04

1.36

+0.68

Martin ratio

Return relative to average drawdown

8.17

3.72

+4.45

BIMIX vs. TFIAX - Sharpe Ratio Comparison

The current BIMIX Sharpe Ratio is 1.48, which is higher than the TFIAX Sharpe Ratio of 0.89. The chart below compares the historical Sharpe Ratios of BIMIX and TFIAX, 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


BIMIXTFIAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.48

0.89

+0.59

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.34

-0.08

+0.41

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.69

0.16

+0.52

Sharpe Ratio (All Time)

Calculated using the full available price history

1.17

0.51

+0.66

Correlation

The correlation between BIMIX and TFIAX is 0.88, 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. TFIAX - Dividend Comparison

BIMIX's dividend yield for the trailing twelve months is around 3.67%, more than TFIAX's 3.05% 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%
TFIAX
Timothy Plan Fixed Income Fund
3.05%3.00%3.04%2.48%1.28%0.84%1.21%1.60%1.92%1.62%1.75%2.03%

Drawdowns

BIMIX vs. TFIAX - Drawdown Comparison

The maximum BIMIX drawdown since its inception was -12.76%, smaller than the maximum TFIAX drawdown of -18.62%. Use the drawdown chart below to compare losses from any high point for BIMIX and TFIAX.


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Drawdown Indicators


BIMIXTFIAXDifference

Max Drawdown

Largest peak-to-trough decline

-12.76%

-18.62%

+5.86%

Max Drawdown (1Y)

Largest decline over 1 year

-2.07%

-2.94%

+0.87%

Max Drawdown (5Y)

Largest decline over 5 years

-12.76%

-17.30%

+4.54%

Max Drawdown (10Y)

Largest decline over 10 years

-12.76%

-18.62%

+5.86%

Current Drawdown

Current decline from peak

-1.60%

-5.07%

+3.47%

Average Drawdown

Average peak-to-trough decline

-1.49%

-2.90%

+1.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.52%

1.07%

-0.55%

Volatility

BIMIX vs. TFIAX - Volatility Comparison

The current volatility for Baird Intermediate Bond Fund Class Institutional (BIMIX) is 1.05%, while Timothy Plan Fixed Income Fund (TFIAX) has a volatility of 1.51%. This indicates that BIMIX experiences smaller price fluctuations and is considered to be less risky than TFIAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BIMIXTFIAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.05%

1.51%

-0.46%

Volatility (6M)

Calculated over the trailing 6-month period

1.65%

2.44%

-0.79%

Volatility (1Y)

Calculated over the trailing 1-year period

2.79%

4.39%

-1.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.87%

5.60%

-1.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.25%

4.43%

-1.18%