BIMSX vs. DFUSX
Compare and contrast key facts about Baird Intermediate Bond Fund (BIMSX) and DFA U.S. Large Company Portfolio (DFUSX).
BIMSX is managed by Baird. It was launched on Sep 29, 2000. DFUSX is managed by Dimensional Fund Advisors LP. It was launched on Sep 23, 1999.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BIMSX or DFUSX.
Key characteristics
| BIMSX | DFUSX | |
|---|---|---|
| YTD Return | 3.29% | 27.05% |
| 1Y Return | 7.68% | 39.79% |
| 3Y Return (Ann) | -0.63% | 10.22% |
| 5Y Return (Ann) | 0.66% | 15.96% |
| 10Y Return (Ann) | 1.50% | 13.40% |
| Sharpe Ratio | 1.94 | 3.11 |
| Sortino Ratio | 2.92 | 4.14 |
| Omega Ratio | 1.37 | 1.58 |
| Calmar Ratio | 0.66 | 4.57 |
| Martin Ratio | 8.35 | 20.71 |
| Ulcer Index | 0.86% | 1.87% |
| Daily Std Dev | 3.70% | 12.42% |
| Max Drawdown | -14.54% | -54.96% |
| Current Drawdown | -4.01% | 0.00% |
Correlation
The correlation between BIMSX and DFUSX is -0.20. 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.
Performance
BIMSX vs. DFUSX - Performance Comparison
In the year-to-date period, BIMSX achieves a 3.29% return, which is significantly lower than DFUSX's 27.05% return. Over the past 10 years, BIMSX has underperformed DFUSX with an annualized return of 1.50%, while DFUSX has yielded a comparatively higher 13.40% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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BIMSX vs. DFUSX - Expense Ratio Comparison
BIMSX has a 0.55% expense ratio, which is higher than DFUSX's 0.08% expense ratio.
Risk-Adjusted Performance
BIMSX vs. DFUSX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Baird Intermediate Bond Fund (BIMSX) and DFA U.S. Large Company Portfolio (DFUSX). 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.
Dividends
BIMSX vs. DFUSX - Dividend Comparison
BIMSX's dividend yield for the trailing twelve months is around 3.35%, more than DFUSX's 1.09% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BIMSX Baird Intermediate Bond Fund | 3.35% | 2.80% | 1.83% | 1.24% | 1.83% | 2.17% | 2.13% | 1.95% | 1.90% | 1.93% | 2.06% | 2.16% |
DFUSX DFA U.S. Large Company Portfolio | 1.09% | 1.34% | 1.58% | 1.14% | 1.60% | 1.76% | 1.95% | 1.86% | 2.08% | 2.02% | 1.81% | 1.79% |
Drawdowns
BIMSX vs. DFUSX - Drawdown Comparison
The maximum BIMSX drawdown since its inception was -14.54%, smaller than the maximum DFUSX drawdown of -54.96%. Use the drawdown chart below to compare losses from any high point for BIMSX and DFUSX. For additional features, visit the drawdowns tool.
Volatility
BIMSX vs. DFUSX - Volatility Comparison
The current volatility for Baird Intermediate Bond Fund (BIMSX) is 0.94%, while DFA U.S. Large Company Portfolio (DFUSX) has a volatility of 3.93%. This indicates that BIMSX experiences smaller price fluctuations and is considered to be less risky than DFUSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.