BIMSX vs. BCOSX

In the year-to-date period, BIMSX achieves a 2.35% return, which is significantly higher than BCOSX's 1.94% return. Over the past 10 years, BIMSX has underperformed BCOSX with an annualized return of 1.62%, while BCOSX has yielded a comparatively higher 1.87% annualized return.

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Both BIMSX and BCOSX have an expense ratio of 0.55%.

This table presents a comparison of risk-adjusted performance metrics for Baird Intermediate Bond Fund (BIMSX) and Baird Core Plus Bond Fund (BCOSX). 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 BIMSX Sharpe Ratio is 1.82, which is higher than the BCOSX Sharpe Ratio of 1.09. The chart below compares the historical Sharpe Ratios of BIMSX and BCOSX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

BIMSX's dividend yield for the trailing twelve months is around 3.52%, less than BCOSX's 3.72% yield.

The maximum BIMSX drawdown since its inception was -14.54%, smaller than the maximum BCOSX drawdown of -19.23%. Use the drawdown chart below to compare losses from any high point for BIMSX and BCOSX. For additional features, visit the drawdowns tool.

The current volatility for Baird Intermediate Bond Fund (BIMSX) is 1.09%, while Baird Core Plus Bond Fund (BCOSX) has a volatility of 1.56%. This indicates that BIMSX experiences smaller price fluctuations and is considered to be less risky than BCOSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.