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BIMSX vs. BMDSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BIMSX vs. BMDSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Baird Intermediate Bond Fund (BIMSX) and Baird Mid Cap Growth Fund (BMDSX). The values are adjusted to include any dividend payments, if applicable.

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BIMSX vs. BMDSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BIMSX
Baird Intermediate Bond Fund
-0.14%6.76%3.21%5.53%-8.88%-1.68%7.16%6.83%0.30%2.53%
BMDSX
Baird Mid Cap Growth Fund
-2.25%4.88%-1.16%19.91%-27.86%21.81%34.56%35.94%-1.52%26.61%

Returns By Period

In the year-to-date period, BIMSX achieves a -0.14% return, which is significantly higher than BMDSX's -2.25% return. Over the past 10 years, BIMSX has underperformed BMDSX with an annualized return of 2.04%, while BMDSX has yielded a comparatively higher 9.74% annualized return.


BIMSX

1D
0.18%
1M
-0.95%
YTD
-0.14%
6M
0.79%
1Y
4.07%
3Y*
4.31%
5Y*
1.16%
10Y*
2.04%

BMDSX

1D
3.12%
1M
-7.09%
YTD
-2.25%
6M
8.66%
1Y
13.06%
3Y*
2.98%
5Y*
0.71%
10Y*
9.74%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BIMSX vs. BMDSX - Expense Ratio Comparison

BIMSX has a 0.55% expense ratio, which is lower than BMDSX's 1.05% expense ratio.


Return for Risk

BIMSX vs. BMDSX — Risk / Return Rank

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

BIMSX
BIMSX Risk / Return Rank: 8181
Overall Rank
BIMSX Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
BIMSX Sortino Ratio Rank: 8383
Sortino Ratio Rank
BIMSX Omega Ratio Rank: 7373
Omega Ratio Rank
BIMSX Calmar Ratio Rank: 8686
Calmar Ratio Rank
BIMSX Martin Ratio Rank: 8282
Martin Ratio Rank

BMDSX
BMDSX Risk / Return Rank: 2626
Overall Rank
BMDSX Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
BMDSX Sortino Ratio Rank: 3030
Sortino Ratio Rank
BMDSX Omega Ratio Rank: 2424
Omega Ratio Rank
BMDSX Calmar Ratio Rank: 3434
Calmar Ratio Rank
BMDSX Martin Ratio Rank: 2323
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.

BIMSX vs. BMDSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Baird Intermediate Bond Fund (BIMSX) and Baird Mid Cap Growth Fund (BMDSX). 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.


BIMSXBMDSXDifference

Sharpe ratio

Return per unit of total volatility

1.50

0.54

+0.96

Sortino ratio

Return per unit of downside risk

2.23

1.16

+1.07

Omega ratio

Gain probability vs. loss probability

1.29

1.15

+0.14

Calmar ratio

Return relative to maximum drawdown

2.33

1.05

+1.28

Martin ratio

Return relative to average drawdown

8.69

2.82

+5.88

BIMSX vs. BMDSX - Sharpe Ratio Comparison

The current BIMSX Sharpe Ratio is 1.50, which is higher than the BMDSX Sharpe Ratio of 0.54. The chart below compares the historical Sharpe Ratios of BIMSX and BMDSX, 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


BIMSXBMDSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.50

0.54

+0.96

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.30

0.03

+0.27

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.63

0.46

+0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

1.09

0.35

+0.75

Correlation

The correlation between BIMSX and BMDSX is -0.18. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

BIMSX vs. BMDSX - Dividend Comparison

BIMSX's dividend yield for the trailing twelve months is around 3.56%, less than BMDSX's 28.40% yield.


TTM20252024202320222021202020192018201720162015
BIMSX
Baird Intermediate Bond Fund
3.56%3.50%3.44%2.81%1.81%1.90%3.08%2.16%2.14%1.98%1.89%2.21%
BMDSX
Baird Mid Cap Growth Fund
28.40%27.76%4.57%2.44%1.79%17.82%10.09%5.77%6.62%4.87%0.00%0.15%

Drawdowns

BIMSX vs. BMDSX - Drawdown Comparison

The maximum BIMSX drawdown since its inception was -13.07%, smaller than the maximum BMDSX drawdown of -53.96%. Use the drawdown chart below to compare losses from any high point for BIMSX and BMDSX.


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Drawdown Indicators


BIMSXBMDSXDifference

Max Drawdown

Largest peak-to-trough decline

-13.07%

-53.96%

+40.89%

Max Drawdown (1Y)

Largest decline over 1 year

-1.87%

-12.95%

+11.08%

Max Drawdown (5Y)

Largest decline over 5 years

-13.00%

-36.24%

+23.24%

Max Drawdown (10Y)

Largest decline over 10 years

-13.07%

-36.24%

+23.17%

Current Drawdown

Current decline from peak

-1.30%

-15.67%

+14.37%

Average Drawdown

Average peak-to-trough decline

-1.59%

-10.72%

+9.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.50%

4.82%

-4.32%

Volatility

BIMSX vs. BMDSX - Volatility Comparison

The current volatility for Baird Intermediate Bond Fund (BIMSX) is 1.03%, while Baird Mid Cap Growth Fund (BMDSX) has a volatility of 6.21%. This indicates that BIMSX experiences smaller price fluctuations and is considered to be less risky than BMDSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BIMSXBMDSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.03%

6.21%

-5.18%

Volatility (6M)

Calculated over the trailing 6-month period

1.67%

18.65%

-16.98%

Volatility (1Y)

Calculated over the trailing 1-year period

2.80%

25.35%

-22.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.86%

22.18%

-18.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.24%

21.34%

-18.10%