BMDSX vs. MXMGX
BMDSX (Baird Mid Cap Growth Fund) and MXMGX (Great-West T. Rowe Price Mid Cap Growth Fund) are both Mid Cap Growth Equities funds. Over the past 10 years, BMDSX returned 8.82%/yr vs 8.76%/yr for MXMGX. Their correlation of 0.91 means they have usually moved in the same direction. BMDSX charges 1.05%/yr vs 1.02%/yr for MXMGX.
Performance
BMDSX vs. MXMGX - Performance Comparison
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Returns By Period
In the year-to-date period, BMDSX achieves a 7.69% return, which is significantly higher than MXMGX's 2.07% return. Both investments have delivered pretty close results over the past 10 years, with BMDSX having a 8.82% annualized return and MXMGX not far behind at 8.76%.
BMDSX
- 1D
- 0.55%
- 1M
- -1.14%
- 6M
- 4.48%
- YTD
- 7.69%
- 1Y
- -0.24%
- 3Y*
- -0.64%
- 5Y*
- -2.48%
- 10Y*
- 8.82%
- ALL TIME*
- 7.16%
MXMGX
- 1D
- -0.31%
- 1M
- -2.04%
- 6M
- 1.09%
- YTD
- 2.07%
- 1Y
- 3.63%
- 3Y*
- 5.59%
- 5Y*
- 1.67%
- 10Y*
- 8.76%
- ALL TIME*
- 5.88%
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 |
BMDSX vs. MXMGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BMDSX Baird Mid Cap Growth Fund | 7.69% | -9.55% | -1.16% | 19.91% | -27.86% | 21.81% | 34.56% | 35.94% | -1.52% | 26.61% |
MXMGX Great-West T. Rowe Price Mid Cap Growth Fund | 2.07% | 2.99% | 9.02% | 19.61% | -22.82% | 15.25% | 23.65% | 31.28% | -2.80% | 23.89% |
Correlation
The correlation between BMDSX and MXMGX is 0.89, 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. | 0.89 |
Correlation (3Y) Balances recent behavior with more history. | 0.84 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.88 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.90 |
Correlation (All Time) Calculated using the full available price history since Dec 29, 2000 | 0.91 |
The correlation between BMDSX and MXMGX has been stable across timeframes, ranging from 0.84 to 0.91 - a consistent structural relationship.
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Return for Risk
BMDSX vs. MXMGX — Risk / Return Rank
BMDSX
MXMGX
BMDSX vs. MXMGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Baird Mid Cap Growth Fund (BMDSX) and Great-West T. Rowe Price Mid Cap Growth Fund (MXMGX). 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.
| BMDSX | MXMGX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.37 | ||
| Sortino ratioReturn per unit of downside risk | -0.52 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 1.06 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | -0.11 | 0.36 | -0.47 |
| Martin ratioReturn relative to average drawdown | -0.26 | 1.19 | -1.45 |
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Drawdowns
BMDSX vs. MXMGX - Drawdown Comparison
The maximum BMDSX drawdown since its inception was -53.96%, smaller than the maximum MXMGX drawdown of -60.97%. Use the drawdown chart below to compare losses from any high point for BMDSX and MXMGX.
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Drawdown Indicators
| BMDSX | MXMGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.96% | -60.97% | +7.01% |
Max Drawdown (1Y)Largest decline over 1 year | -13.32% | -10.29% | -3.03% |
Max Drawdown (3Y)Largest decline over 3 years | -25.04% | -23.17% | -1.87% |
Max Drawdown (5Y)Largest decline over 5 years | -36.24% | -32.33% | -3.91% |
Max Drawdown (10Y)Largest decline over 10 years | -36.24% | -35.88% | -0.36% |
Current DrawdownCurrent decline from peak | -19.88% | -2.46% | -17.42% |
Average DrawdownAverage peak-to-trough decline | -11.00% | -11.74% | +0.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.71% | 3.09% | +2.62% |
Volatility
BMDSX vs. MXMGX - Volatility Comparison
Baird Mid Cap Growth Fund (BMDSX) has a higher volatility of 3.35% compared to Great-West T. Rowe Price Mid Cap Growth Fund (MXMGX) at 2.53%. This indicates that BMDSX's price experiences larger fluctuations and is considered to be riskier than MXMGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BMDSX | MXMGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.35% | 2.53% | +0.82% |
Volatility (6M)Calculated over the trailing 6-month period | 11.90% | 10.52% | +1.38% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.52% | 13.59% | +1.93% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.06% | 19.04% | +2.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.76% | 18.89% | +1.87% |
BMDSX vs. MXMGX - Expense Ratio Comparison
BMDSX has a 1.05% expense ratio, which is higher than MXMGX's 1.02% expense ratio.
Dividends
BMDSX vs. MXMGX - Dividend Comparison
BMDSX's dividend yield for the trailing twelve months is around 12.89%, more than MXMGX's 1.65% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BMDSX Baird Mid Cap Growth Fund | 12.89% | 13.88% | 4.57% | 2.44% | 1.79% | 17.82% | 10.09% | 5.77% | 6.62% | 4.87% | 0.00% | 0.15% |
MXMGX Great-West T. Rowe Price Mid Cap Growth Fund | 1.65% | 1.68% | 3.66% | 2.39% | 2.66% | 4.92% | 2.74% | 2.19% | 6.13% | 4.53% | 0.00% | 0.00% |
Frequently Asked Questions
BMDSX and MXMGX have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BMDSX has higher volatility (3.35%) compared to MXMGX (2.53%). In terms of maximum drawdown, BMDSX dropped -53.96% vs MXMGX's -60.97%.
MXMGX currently has the higher Sharpe Ratio (0.27 vs -0.10), 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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