PortfoliosLab logoPortfoliosLab logo
BMDSX vs. SMCWX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BMDSX vs. SMCWX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Baird Mid Cap Growth Fund (BMDSX) and American Funds SMALLCAP World Fund Class A (SMCWX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

BMDSX vs. SMCWX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BMDSX
Baird Mid Cap Growth Fund
-2.25%4.88%-1.16%19.91%-27.86%21.81%34.56%35.94%-1.52%26.61%
SMCWX
American Funds SMALLCAP World Fund Class A
-1.05%14.07%2.33%18.86%-29.90%10.14%37.46%30.79%-9.75%26.85%

Returns By Period

In the year-to-date period, BMDSX achieves a -2.25% return, which is significantly lower than SMCWX's -1.05% return. Over the past 10 years, BMDSX has outperformed SMCWX with an annualized return of 9.74%, while SMCWX has yielded a comparatively lower 9.04% annualized return.


BMDSX

1D
3.12%
1M
-7.09%
YTD
-2.25%
6M
8.66%
1Y
13.06%
3Y*
2.98%
5Y*
0.71%
10Y*
9.74%

SMCWX

1D
3.47%
1M
-7.83%
YTD
-1.05%
6M
1.11%
1Y
20.45%
3Y*
8.86%
5Y*
0.17%
10Y*
9.04%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


BMDSX vs. SMCWX - Expense Ratio Comparison

BMDSX has a 1.05% expense ratio, which is higher than SMCWX's 1.02% expense ratio.


Return for Risk

BMDSX vs. SMCWX — Risk / Return Rank

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

BMDSX
BMDSX Risk / Return Rank: 2626
Overall Rank
BMDSX Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
BMDSX Sortino Ratio Rank: 3030
Sortino Ratio Rank
BMDSX Omega Ratio Rank: 2424
Omega Ratio Rank
BMDSX Calmar Ratio Rank: 3434
Calmar Ratio Rank
BMDSX Martin Ratio Rank: 2323
Martin Ratio Rank

SMCWX
SMCWX Risk / Return Rank: 6464
Overall Rank
SMCWX Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
SMCWX Sortino Ratio Rank: 6666
Sortino Ratio Rank
SMCWX Omega Ratio Rank: 5555
Omega Ratio Rank
SMCWX Calmar Ratio Rank: 6969
Calmar Ratio Rank
SMCWX Martin Ratio Rank: 6565
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.

BMDSX vs. SMCWX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Baird Mid Cap Growth Fund (BMDSX) and American Funds SMALLCAP World Fund Class A (SMCWX). 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.


BMDSXSMCWXDifference

Sharpe ratio

Return per unit of total volatility

0.54

1.17

-0.63

Sortino ratio

Return per unit of downside risk

1.16

1.72

-0.56

Omega ratio

Gain probability vs. loss probability

1.15

1.23

-0.08

Calmar ratio

Return relative to maximum drawdown

1.05

1.66

-0.61

Martin ratio

Return relative to average drawdown

2.82

6.37

-3.55

BMDSX vs. SMCWX - Sharpe Ratio Comparison

The current BMDSX Sharpe Ratio is 0.54, which is lower than the SMCWX Sharpe Ratio of 1.17. The chart below compares the historical Sharpe Ratios of BMDSX and SMCWX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


BMDSXSMCWXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.54

1.17

-0.63

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.03

0.01

+0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.46

0.51

-0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.35

0.57

-0.22

Correlation

The correlation between BMDSX and SMCWX is 0.88, 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

BMDSX vs. SMCWX - Dividend Comparison

BMDSX's dividend yield for the trailing twelve months is around 28.40%, more than SMCWX's 4.90% yield.


TTM20252024202320222021202020192018201720162015
BMDSX
Baird Mid Cap Growth Fund
28.40%27.76%4.57%2.44%1.79%17.82%10.09%5.77%6.62%4.87%0.00%0.15%
SMCWX
American Funds SMALLCAP World Fund Class A
4.90%4.84%0.60%0.64%0.00%9.24%1.60%4.24%7.06%4.48%0.35%6.49%

Drawdowns

BMDSX vs. SMCWX - Drawdown Comparison

The maximum BMDSX drawdown since its inception was -53.96%, smaller than the maximum SMCWX drawdown of -62.46%. Use the drawdown chart below to compare losses from any high point for BMDSX and SMCWX.


Loading graphics...

Drawdown Indicators


BMDSXSMCWXDifference

Max Drawdown

Largest peak-to-trough decline

-53.96%

-62.46%

+8.50%

Max Drawdown (1Y)

Largest decline over 1 year

-12.95%

-11.83%

-1.12%

Max Drawdown (5Y)

Largest decline over 5 years

-36.24%

-39.79%

+3.55%

Max Drawdown (10Y)

Largest decline over 10 years

-36.24%

-39.79%

+3.55%

Current Drawdown

Current decline from peak

-15.67%

-10.12%

-5.55%

Average Drawdown

Average peak-to-trough decline

-10.72%

-14.98%

+4.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.82%

3.08%

+1.74%

Volatility

BMDSX vs. SMCWX - Volatility Comparison

The current volatility for Baird Mid Cap Growth Fund (BMDSX) is 6.21%, while American Funds SMALLCAP World Fund Class A (SMCWX) has a volatility of 7.62%. This indicates that BMDSX experiences smaller price fluctuations and is considered to be less risky than SMCWX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


BMDSXSMCWXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.21%

7.62%

-1.41%

Volatility (6M)

Calculated over the trailing 6-month period

18.65%

11.82%

+6.83%

Volatility (1Y)

Calculated over the trailing 1-year period

25.35%

17.93%

+7.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.18%

18.05%

+4.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.34%

17.76%

+3.58%