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BMNSX vs. BCOSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BMNSX vs. BCOSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Baird Core Intermediate Municipal Bond Fund (BMNSX) and Baird Core Plus Bond Fund (BCOSX). The values are adjusted to include any dividend payments, if applicable.

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BMNSX vs. BCOSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BMNSX
Baird Core Intermediate Municipal Bond Fund
-0.17%4.63%2.26%5.28%-6.40%1.44%5.02%6.40%1.05%5.00%
BCOSX
Baird Core Plus Bond Fund
-0.40%7.22%2.26%6.60%-13.09%-1.23%8.59%9.69%-0.74%4.47%

Returns By Period

In the year-to-date period, BMNSX achieves a -0.17% return, which is significantly higher than BCOSX's -0.40% return. Over a longer period, both investments have demonstrated similar performance, with their 10-year annualized returns being quite close: BMNSX at 2.23% and BCOSX at 2.23%.


BMNSX

1D
0.20%
1M
-1.90%
YTD
-0.17%
6M
1.25%
1Y
4.20%
3Y*
3.30%
5Y*
1.36%
10Y*
2.23%

BCOSX

1D
0.47%
1M
-2.04%
YTD
-0.40%
6M
0.67%
1Y
4.08%
3Y*
4.18%
5Y*
0.63%
10Y*
2.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BMNSX vs. BCOSX - Expense Ratio Comparison

Both BMNSX and BCOSX have an expense ratio of 0.55%.


Return for Risk

BMNSX vs. BCOSX — Risk / Return Rank

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

BMNSX
BMNSX Risk / Return Rank: 7676
Overall Rank
BMNSX Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
BMNSX Sortino Ratio Rank: 7777
Sortino Ratio Rank
BMNSX Omega Ratio Rank: 9292
Omega Ratio Rank
BMNSX Calmar Ratio Rank: 6565
Calmar Ratio Rank
BMNSX Martin Ratio Rank: 6464
Martin Ratio Rank

BCOSX
BCOSX Risk / Return Rank: 6060
Overall Rank
BCOSX Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
BCOSX Sortino Ratio Rank: 5858
Sortino Ratio Rank
BCOSX Omega Ratio Rank: 4545
Omega Ratio Rank
BCOSX Calmar Ratio Rank: 7979
Calmar Ratio Rank
BCOSX Martin Ratio Rank: 6161
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.

BMNSX vs. BCOSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Baird Core Intermediate Municipal Bond Fund (BMNSX) and Baird Core Plus Bond Fund (BCOSX). 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.


BMNSXBCOSXDifference

Sharpe ratio

Return per unit of total volatility

1.47

1.05

+0.42

Sortino ratio

Return per unit of downside risk

1.92

1.50

+0.42

Omega ratio

Gain probability vs. loss probability

1.44

1.19

+0.25

Calmar ratio

Return relative to maximum drawdown

1.48

1.87

-0.39

Martin ratio

Return relative to average drawdown

6.07

5.79

+0.28

BMNSX vs. BCOSX - Sharpe Ratio Comparison

The current BMNSX Sharpe Ratio is 1.47, which is higher than the BCOSX Sharpe Ratio of 1.05. The chart below compares the historical Sharpe Ratios of BMNSX and BCOSX, 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


BMNSXBCOSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.47

1.05

+0.42

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.51

0.11

+0.40

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.75

0.48

+0.27

Sharpe Ratio (All Time)

Calculated using the full available price history

0.83

1.02

-0.19

Correlation

The correlation between BMNSX and BCOSX is 0.50, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

BMNSX vs. BCOSX - Dividend Comparison

BMNSX's dividend yield for the trailing twelve months is around 3.24%, less than BCOSX's 3.84% yield.


TTM20252024202320222021202020192018201720162015
BMNSX
Baird Core Intermediate Municipal Bond Fund
3.24%3.22%3.12%2.74%1.67%1.34%1.99%2.15%2.01%1.71%1.39%0.59%
BCOSX
Baird Core Plus Bond Fund
3.84%3.75%3.68%3.17%2.69%2.57%3.11%2.60%2.75%2.47%2.27%2.49%

Drawdowns

BMNSX vs. BCOSX - Drawdown Comparison

The maximum BMNSX drawdown since its inception was -10.24%, smaller than the maximum BCOSX drawdown of -18.39%. Use the drawdown chart below to compare losses from any high point for BMNSX and BCOSX.


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Drawdown Indicators


BMNSXBCOSXDifference

Max Drawdown

Largest peak-to-trough decline

-10.24%

-18.39%

+8.15%

Max Drawdown (1Y)

Largest decline over 1 year

-3.11%

-2.60%

-0.51%

Max Drawdown (5Y)

Largest decline over 5 years

-10.24%

-18.39%

+8.15%

Max Drawdown (10Y)

Largest decline over 10 years

-10.24%

-18.39%

+8.15%

Current Drawdown

Current decline from peak

-1.90%

-2.04%

+0.14%

Average Drawdown

Average peak-to-trough decline

-1.67%

-2.31%

+0.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.76%

0.84%

-0.08%

Volatility

BMNSX vs. BCOSX - Volatility Comparison

The current volatility for Baird Core Intermediate Municipal Bond Fund (BMNSX) is 0.78%, while Baird Core Plus Bond Fund (BCOSX) has a volatility of 1.52%. This indicates that BMNSX experiences smaller price fluctuations and is considered to be less risky than BCOSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BMNSXBCOSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.78%

1.52%

-0.74%

Volatility (6M)

Calculated over the trailing 6-month period

1.14%

2.41%

-1.27%

Volatility (1Y)

Calculated over the trailing 1-year period

3.03%

4.10%

-1.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.67%

5.60%

-2.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.00%

4.64%

-1.64%