BIMSX vs. WIBMX
BIMSX (Baird Intermediate Bond Fund) and WIBMX (Wilmington Broad Market Bond Fund) are both Intermediate Core Bond funds. Over the past 5 years, BIMSX returned 0.85%/yr vs -0.71%/yr for WIBMX. Their correlation of 0.90 means they have usually moved in the same direction. BIMSX charges 0.55%/yr vs 0.57%/yr for WIBMX.
Performance
BIMSX vs. WIBMX - Performance Comparison
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Returns By Period
In the year-to-date period, BIMSX achieves a -0.12% return, which is significantly higher than WIBMX's -1.20% return.
BIMSX
- 1D
- -0.18%
- 1M
- -0.41%
- 6M
- -0.11%
- YTD
- -0.12%
- 1Y
- 1.94%
- 3Y*
- 4.52%
- 5Y*
- 0.85%
- 10Y*
- 1.83%
- ALL TIME*
- 3.69%
WIBMX
- 1D
- -0.23%
- 1M
- -1.38%
- 6M
- -1.18%
- YTD
- -1.20%
- 1Y
- 1.30%
- 3Y*
- 3.28%
- 5Y*
- -0.71%
- 10Y*
- —
- ALL TIME*
- 1.65%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
BIMSX vs. WIBMX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
BIMSX Baird Intermediate Bond Fund | -0.12% | 6.76% | 3.21% | 5.53% | -8.88% | -1.68% | 7.16% | 6.83% | 1.44% |
WIBMX Wilmington Broad Market Bond Fund | -1.20% | 7.13% | 0.68% | 5.10% | -12.80% | -1.86% | 7.78% | 8.33% | 1.65% |
Correlation
The correlation between BIMSX and WIBMX is 0.90, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.90 |
Correlation (3Y) Balances recent behavior with more history. | 0.91 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.92 |
Correlation (All Time) Calculated using the full available price history since Sep 24, 2018 | 0.90 |
The correlation between BIMSX and WIBMX has been stable across timeframes, ranging from 0.90 to 0.92 - a consistent structural relationship.
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Return for Risk
BIMSX vs. WIBMX — Risk / Return Rank
BIMSX
WIBMX
BIMSX vs. WIBMX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Baird Intermediate Bond Fund (BIMSX) and Wilmington Broad Market Bond Fund (WIBMX). 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.
| BIMSX | WIBMX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.54 | ||
| Sortino ratioReturn per unit of downside risk | +0.82 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.09 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | 1.44 | 0.69 | +0.75 |
| Martin ratioReturn relative to average drawdown | 3.69 | 1.64 | +2.05 |
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Drawdowns
BIMSX vs. WIBMX - Drawdown Comparison
The maximum BIMSX drawdown since its inception was -13.07%, smaller than the maximum WIBMX drawdown of -18.13%. Use the drawdown chart below to compare losses from any high point for BIMSX and WIBMX.
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Drawdown Indicators
| BIMSX | WIBMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -13.07% | -18.13% | +5.06% |
Max Drawdown (1Y)Largest decline over 1 year | -1.87% | -3.07% | +1.20% |
Max Drawdown (3Y)Largest decline over 3 years | -2.37% | -5.10% | +2.73% |
Max Drawdown (5Y)Largest decline over 5 years | -12.79% | -17.48% | +4.69% |
Max Drawdown (10Y)Largest decline over 10 years | -13.07% | — | — |
Current DrawdownCurrent decline from peak | -1.28% | -4.24% | +2.96% |
Average DrawdownAverage peak-to-trough decline | -1.58% | -5.80% | +4.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.73% | 1.29% | -0.56% |
Volatility
BIMSX vs. WIBMX - Volatility Comparison
The current volatility for Baird Intermediate Bond Fund (BIMSX) is 0.68%, while Wilmington Broad Market Bond Fund (WIBMX) has a volatility of 1.04%. This indicates that BIMSX experiences smaller price fluctuations and is considered to be less risky than WIBMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BIMSX | WIBMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.68% | 1.04% | -0.36% |
Volatility (6M)Calculated over the trailing 6-month period | 1.96% | 3.14% | -1.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 2.49% | 3.94% | -1.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 3.88% | 5.69% | -1.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 3.25% | 5.09% | -1.84% |
BIMSX vs. WIBMX - Expense Ratio Comparison
BIMSX has a 0.55% expense ratio, which is lower than WIBMX's 0.57% expense ratio.
Dividends
BIMSX vs. WIBMX - Dividend Comparison
BIMSX's dividend yield for the trailing twelve months is around 3.62%, more than WIBMX's 3.57% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BIMSX Baird Intermediate Bond Fund | 3.62% | 3.50% | 3.44% | 2.81% | 1.81% | 1.90% | 3.08% | 2.16% | 2.14% | 1.98% | 1.89% | 2.21% |
WIBMX Wilmington Broad Market Bond Fund | 3.57% | 3.98% | 2.89% | 2.39% | 1.87% | 1.75% | 2.33% | 2.55% | 0.88% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
With a correlation of 0.90, BIMSX and WIBMX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
WIBMX has higher volatility (1.04%) compared to BIMSX (0.68%). In terms of maximum drawdown, BIMSX dropped -13.07% vs WIBMX's -18.13%.
BIMSX currently has the higher Sharpe Ratio (1.08 vs 0.54), 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.
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