BIMSX vs. MXBIX
Compare and contrast key facts about Baird Intermediate Bond Fund (BIMSX) and Great-West Bond Index Fund (MXBIX).
BIMSX is managed by Baird. It was launched on Sep 29, 2000. MXBIX is managed by Great-West. It was launched on Dec 1, 1992.
Performance
BIMSX vs. MXBIX - Performance Comparison
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BIMSX vs. MXBIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
MXBIX Great-West Bond Index Fund | -0.08% | 6.62% | 0.82% | 5.02% | -13.69% | -2.33% | 7.10% | 8.09% | -0.26% | 2.56% |
Returns By Period
In the year-to-date period, BIMSX achieves a -0.14% return, which is significantly lower than MXBIX's -0.08% return. Over the past 10 years, BIMSX has outperformed MXBIX with an annualized return of 2.04%, while MXBIX has yielded a comparatively lower 1.02% 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%
MXBIX
- 1D
- 0.15%
- 1M
- -1.44%
- YTD
- -0.08%
- 6M
- 0.53%
- 1Y
- 3.49%
- 3Y*
- 3.11%
- 5Y*
- -0.30%
- 10Y*
- 1.02%
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BIMSX vs. MXBIX - Expense Ratio Comparison
BIMSX has a 0.55% expense ratio, which is higher than MXBIX's 0.50% expense ratio.
Return for Risk
BIMSX vs. MXBIX — Risk / Return Rank
BIMSX
MXBIX
BIMSX vs. MXBIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Baird Intermediate Bond Fund (BIMSX) and Great-West Bond Index Fund (MXBIX). 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.
| BIMSX | MXBIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.50 | 0.93 | +0.57 |
Sortino ratioReturn per unit of downside risk | 2.23 | 1.34 | +0.89 |
Omega ratioGain probability vs. loss probability | 1.29 | 1.17 | +0.12 |
Calmar ratioReturn relative to maximum drawdown | 2.33 | 1.55 | +0.78 |
Martin ratioReturn relative to average drawdown | 8.69 | 4.48 | +4.21 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| BIMSX | MXBIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.50 | 0.93 | +0.57 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.30 | -0.05 | +0.35 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.63 | 0.21 | +0.42 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.09 | 0.09 | +1.00 |
Correlation
The correlation between BIMSX and MXBIX is 0.84, 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
BIMSX vs. MXBIX - Dividend Comparison
BIMSX's dividend yield for the trailing twelve months is around 3.56%, more than MXBIX's 2.78% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
MXBIX Great-West Bond Index Fund | 2.78% | 2.78% | 2.42% | 1.98% | 1.32% | 1.51% | 2.83% | 1.06% | 1.33% | 0.70% | 0.00% | 0.00% |
Drawdowns
BIMSX vs. MXBIX - Drawdown Comparison
The maximum BIMSX drawdown since its inception was -13.07%, smaller than the maximum MXBIX drawdown of -19.74%. Use the drawdown chart below to compare losses from any high point for BIMSX and MXBIX.
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Drawdown Indicators
| BIMSX | MXBIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -13.07% | -19.74% | +6.67% |
Max Drawdown (1Y)Largest decline over 1 year | -1.87% | -2.77% | +0.90% |
Max Drawdown (5Y)Largest decline over 5 years | -13.00% | -18.70% | +5.70% |
Max Drawdown (10Y)Largest decline over 10 years | -13.07% | -19.74% | +6.67% |
Current DrawdownCurrent decline from peak | -1.30% | -5.63% | +4.33% |
Average DrawdownAverage peak-to-trough decline | -1.59% | -5.88% | +4.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.50% | 0.96% | -0.46% |
Volatility
BIMSX vs. MXBIX - Volatility Comparison
The current volatility for Baird Intermediate Bond Fund (BIMSX) is 1.03%, while Great-West Bond Index Fund (MXBIX) has a volatility of 1.54%. This indicates that BIMSX experiences smaller price fluctuations and is considered to be less risky than MXBIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BIMSX | MXBIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.03% | 1.54% | -0.51% |
Volatility (6M)Calculated over the trailing 6-month period | 1.67% | 2.50% | -0.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.80% | 4.43% | -1.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.86% | 6.02% | -2.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.24% | 4.92% | -1.68% |