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BIMSX vs. USD=X
Performance
Return for Risk
Drawdowns
Volatility

Performance

BIMSX vs. USD=X - Performance Comparison

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

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Returns By Period


BIMSX

1D
0.36%
1M
0.68%
YTD
0.27%
6M
0.71%
1Y
4.00%
3Y*
4.59%
5Y*
1.03%
10Y*
1.95%

USD=X

1D
0.00%
1M
0.00%
YTD
0.00%
6M
0.00%
1Y
0.00%
3Y*
0.00%
5Y*
0.00%
10Y*
0.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BIMSX vs. USD=X - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BIMSX
Baird Intermediate Bond Fund
0.27%6.76%3.21%5.53%-8.88%-1.68%7.16%6.83%0.30%2.53%
USD=X
USD Cash
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

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Return for Risk

BIMSX vs. USD=X — Risk / Return Rank

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

BIMSX
BIMSX Risk / Return Rank: 4747
Overall Rank
BIMSX Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
BIMSX Sortino Ratio Rank: 5656
Sortino Ratio Rank
BIMSX Omega Ratio Rank: 4949
Omega Ratio Rank
BIMSX Calmar Ratio Rank: 4646
Calmar Ratio Rank
BIMSX Martin Ratio Rank: 3434
Martin Ratio Rank

USD=X

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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. USD=X - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Baird Intermediate Bond Fund (BIMSX) and USD Cash (USD=X). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


BIMSXUSD=XDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.30

Calmar ratioReturn relative to maximum drawdown

2.15

Martin ratioReturn relative to average drawdown

6.36

BIMSX vs. USD=X - Sharpe Ratio Comparison


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Drawdowns

BIMSX vs. USD=X - Drawdown Comparison

The maximum BIMSX drawdown since its inception was -13.07%, which is greater than USD=X's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for BIMSX and USD=X.


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Drawdown Indicators


BIMSXUSD=XDifference

Max Drawdown

Largest peak-to-trough decline

-13.07%

0.00%

-13.07%

Max Drawdown (1Y)

Largest decline over 1 year

-1.87%

0.00%

-1.87%

Max Drawdown (3Y)

Largest decline over 3 years

-2.57%

0.00%

-2.57%

Max Drawdown (5Y)

Largest decline over 5 years

-13.00%

0.00%

-13.00%

Max Drawdown (10Y)

Largest decline over 10 years

-13.07%

0.00%

-13.07%

Current Drawdown

Current decline from peak

-0.89%

0.00%

-0.89%

Average Drawdown

Average peak-to-trough decline

-1.59%

0.00%

-1.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.63%

0.00%

+0.63%

Volatility

BIMSX vs. USD=X - Volatility Comparison

Baird Intermediate Bond Fund (BIMSX) has a higher volatility of 0.88% compared to USD Cash (USD=X) at 0.00%. This indicates that BIMSX's price experiences larger fluctuations and is considered to be riskier than USD=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BIMSXUSD=XDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.88%

0.00%

+0.88%

Volatility (6M)

Calculated over the trailing 6-month period

1.84%

0.00%

+1.84%

Volatility (1Y)

Calculated over the trailing 1-year period

2.50%

0.00%

+2.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.88%

0.00%

+3.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.25%

0.00%

+3.25%

Frequently Asked Questions


BIMSX has higher volatility (0.88%) compared to USD=X (0.00%). In terms of maximum drawdown, BIMSX dropped -13.07% vs USD=X's 0.00%.

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