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BKAG vs. BAGSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BKAG vs. BAGSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BNY Mellon Core Bond ETF (BKAG) and Baird Aggregate Bond Fund (BAGSX). The values are adjusted to include any dividend payments, if applicable.

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BKAG vs. BAGSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
BKAG
BNY Mellon Core Bond ETF
0.22%7.23%1.17%5.67%-13.29%-1.46%2.15%
BAGSX
Baird Aggregate Bond Fund
-0.31%7.11%1.63%6.12%-13.52%-1.74%4.17%

Returns By Period

In the year-to-date period, BKAG achieves a 0.22% return, which is significantly higher than BAGSX's -0.31% return.


BKAG

1D
0.43%
1M
-1.66%
YTD
0.22%
6M
1.13%
1Y
4.43%
3Y*
3.61%
5Y*
0.22%
10Y*

BAGSX

1D
0.59%
1M
-2.07%
YTD
-0.31%
6M
0.69%
1Y
4.01%
3Y*
3.80%
5Y*
0.26%
10Y*
1.81%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BKAG vs. BAGSX - Expense Ratio Comparison

BKAG has a 0.00% expense ratio, which is lower than BAGSX's 0.55% expense ratio.


Return for Risk

BKAG vs. BAGSX — Risk / Return Rank

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

BKAG
BKAG Risk / Return Rank: 5959
Overall Rank
BKAG Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
BKAG Sortino Ratio Rank: 5757
Sortino Ratio Rank
BKAG Omega Ratio Rank: 4949
Omega Ratio Rank
BKAG Calmar Ratio Rank: 7474
Calmar Ratio Rank
BKAG Martin Ratio Rank: 5656
Martin Ratio Rank

BAGSX
BAGSX Risk / Return Rank: 5555
Overall Rank
BAGSX Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
BAGSX Sortino Ratio Rank: 5252
Sortino Ratio Rank
BAGSX Omega Ratio Rank: 4040
Omega Ratio Rank
BAGSX Calmar Ratio Rank: 7777
Calmar Ratio Rank
BAGSX Martin Ratio Rank: 5353
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.

BKAG vs. BAGSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for BNY Mellon Core Bond ETF (BKAG) and Baird Aggregate Bond Fund (BAGSX). 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.


BKAGBAGSXDifference

Sharpe ratio

Return per unit of total volatility

1.02

0.99

+0.03

Sortino ratio

Return per unit of downside risk

1.42

1.42

0.00

Omega ratio

Gain probability vs. loss probability

1.18

1.18

0.00

Calmar ratio

Return relative to maximum drawdown

1.87

1.79

+0.08

Martin ratio

Return relative to average drawdown

5.25

5.16

+0.10

BKAG vs. BAGSX - Sharpe Ratio Comparison

The current BKAG Sharpe Ratio is 1.02, which is comparable to the BAGSX Sharpe Ratio of 0.99. The chart below compares the historical Sharpe Ratios of BKAG and BAGSX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


BKAGBAGSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.02

0.99

+0.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.04

0.04

-0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.37

Sharpe Ratio (All Time)

Calculated using the full available price history

0.01

0.92

-0.91

Correlation

The correlation between BKAG and BAGSX is 0.95, 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

BKAG vs. BAGSX - Dividend Comparison

BKAG's dividend yield for the trailing twelve months is around 4.18%, more than BAGSX's 3.76% yield.


TTM20252024202320222021202020192018201720162015
BKAG
BNY Mellon Core Bond ETF
4.18%4.17%4.26%3.33%2.49%1.55%1.16%0.00%0.00%0.00%0.00%0.00%
BAGSX
Baird Aggregate Bond Fund
3.76%3.69%3.62%3.10%2.33%1.68%3.02%2.41%2.53%2.21%1.96%2.14%

Drawdowns

BKAG vs. BAGSX - Drawdown Comparison

The maximum BKAG drawdown since its inception was -18.53%, roughly equal to the maximum BAGSX drawdown of -18.97%. Use the drawdown chart below to compare losses from any high point for BKAG and BAGSX.


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Drawdown Indicators


BKAGBAGSXDifference

Max Drawdown

Largest peak-to-trough decline

-18.53%

-18.97%

+0.44%

Max Drawdown (1Y)

Largest decline over 1 year

-2.51%

-2.64%

+0.13%

Max Drawdown (5Y)

Largest decline over 5 years

-18.00%

-18.84%

+0.84%

Max Drawdown (10Y)

Largest decline over 10 years

-18.97%

Current Drawdown

Current decline from peak

-2.39%

-2.14%

-0.25%

Average Drawdown

Average peak-to-trough decline

-7.26%

-2.53%

-4.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.89%

0.92%

-0.03%

Volatility

BKAG vs. BAGSX - Volatility Comparison

BNY Mellon Core Bond ETF (BKAG) and Baird Aggregate Bond Fund (BAGSX) have volatilities of 1.72% and 1.64%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BKAGBAGSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.72%

1.64%

+0.08%

Volatility (6M)

Calculated over the trailing 6-month period

2.71%

2.56%

+0.15%

Volatility (1Y)

Calculated over the trailing 1-year period

4.37%

4.27%

+0.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.99%

5.91%

+0.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.59%

4.89%

+0.70%