PortfoliosLab logoPortfoliosLab logo
BIMSX vs. VGSH
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BIMSX vs. VGSH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Baird Intermediate Bond Fund (BIMSX) and Vanguard Short-Term Treasury ETF (VGSH). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, BIMSX achieves a 0.27% return, which is significantly lower than VGSH's 0.57% return. Over the past 10 years, BIMSX has outperformed VGSH with an annualized return of 1.95%, while VGSH has yielded a comparatively lower 1.73% annualized return.


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%

VGSH

1D
-0.03%
1M
0.28%
YTD
0.57%
6M
0.83%
1Y
3.36%
3Y*
4.25%
5Y*
1.83%
10Y*
1.73%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BIMSX vs. VGSH - 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%
VGSH
Vanguard Short-Term Treasury ETF
0.57%5.07%4.00%4.31%-3.86%-0.60%3.04%3.52%1.55%0.04%

Correlation

The correlation between BIMSX and VGSH is 0.88, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.88

Correlation (3Y)
Calculated over the trailing 3-year period

0.86

Correlation (5Y)
Calculated over the trailing 5-year period

0.88

Correlation (10Y)
Calculated over the trailing 10-year period

0.81

Correlation (All Time)
Calculated using the full available price history since Nov 23, 2009

0.74

The correlation between BIMSX and VGSH shifts across timeframes, from 0.74 (all time) to 0.88 (1 year), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

BIMSX vs. VGSH — 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

VGSH
VGSH Risk / Return Rank: 8888
Overall Rank
VGSH Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
VGSH Sortino Ratio Rank: 9494
Sortino Ratio Rank
VGSH Omega Ratio Rank: 9292
Omega Ratio Rank
VGSH Calmar Ratio Rank: 8181
Calmar Ratio Rank
VGSH Martin Ratio Rank: 8484
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. VGSH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Baird Intermediate Bond Fund (BIMSX) and Vanguard Short-Term Treasury ETF (VGSH). 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.


BIMSXVGSHDifference
Sharpe ratioReturn per unit of total volatility

-1.00

Sortino ratioReturn per unit of downside risk

-1.83

Omega ratioGain probability vs. loss probability

1.30

1.55

-0.25

Calmar ratioReturn relative to maximum drawdown

2.15

3.76

-1.61

Martin ratioReturn relative to average drawdown

6.36

14.67

-8.31

BIMSX vs. VGSH - Sharpe Ratio Comparison

The current BIMSX Sharpe Ratio is 1.61, which is lower than the VGSH Sharpe Ratio of 2.61. The chart below compares the historical Sharpe Ratios of BIMSX and VGSH, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

BIMSX vs. VGSH - Drawdown Comparison

The maximum BIMSX drawdown since its inception was -13.07%, which is greater than VGSH's maximum drawdown of -5.70%. Use the drawdown chart below to compare losses from any high point for BIMSX and VGSH.


Loading charts...

Drawdown Indicators


BIMSXVGSHDifference

Max Drawdown

Largest peak-to-trough decline

-13.07%

-5.70%

-7.37%

Max Drawdown (1Y)

Largest decline over 1 year

-1.87%

-0.88%

-0.99%

Max Drawdown (3Y)

Largest decline over 3 years

-2.57%

-0.97%

-1.60%

Max Drawdown (5Y)

Largest decline over 5 years

-13.00%

-5.66%

-7.34%

Max Drawdown (10Y)

Largest decline over 10 years

-13.07%

-5.70%

-7.37%

Current Drawdown

Current decline from peak

-0.89%

-0.21%

-0.68%

Average Drawdown

Average peak-to-trough decline

-1.59%

-0.60%

-0.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.63%

0.23%

+0.40%

Volatility

BIMSX vs. VGSH - Volatility Comparison

Baird Intermediate Bond Fund (BIMSX) has a higher volatility of 0.88% compared to Vanguard Short-Term Treasury ETF (VGSH) at 0.37%. This indicates that BIMSX's price experiences larger fluctuations and is considered to be riskier than VGSH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


BIMSXVGSHDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.88%

0.37%

+0.51%

Volatility (6M)

Calculated over the trailing 6-month period

1.84%

0.90%

+0.94%

Volatility (1Y)

Calculated over the trailing 1-year period

2.50%

1.28%

+1.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.88%

1.97%

+1.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.25%

1.58%

+1.67%

BIMSX vs. VGSH - Expense Ratio Comparison

BIMSX has a 0.55% expense ratio, which is higher than VGSH's 0.03% expense ratio.


Dividends

BIMSX vs. VGSH - Dividend Comparison

BIMSX's dividend yield for the trailing twelve months is around 3.59%, less than VGSH's 3.87% yield.


PositionTTM20252024202320222021202020192018201720162015
BIMSX
Baird Intermediate Bond Fund
3.59%3.50%3.44%2.81%1.81%1.90%3.08%2.16%2.14%1.98%1.89%2.21%
VGSH
Vanguard Short-Term Treasury ETF
3.87%4.00%4.18%3.31%1.15%0.66%1.74%2.28%1.79%1.10%0.84%0.69%

Frequently Asked Questions


BIMSX and VGSH have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BIMSX has higher volatility (0.88%) compared to VGSH (0.37%). In terms of maximum drawdown, BIMSX dropped -13.07% vs VGSH's -5.70%.

VGSH currently has the higher Sharpe Ratio (2.61 vs 1.61), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for BIMSX and VGSH

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer