PortfoliosLab logoPortfoliosLab logo
BMQSX vs. BIMSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BMQSX vs. BIMSX - Performance Comparison

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

Loading graphics...

BMQSX vs. BIMSX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
BMQSX
Baird Municipal Bond Fund
-0.64%4.44%2.68%6.67%-7.78%3.12%9.58%1.16%
BIMSX
Baird Intermediate Bond Fund
-0.32%6.76%3.21%5.53%-8.88%-1.68%7.16%0.31%

Returns By Period

In the year-to-date period, BMQSX achieves a -0.64% return, which is significantly lower than BIMSX's -0.32% return.


BMQSX

1D
0.20%
1M
-2.56%
YTD
-0.64%
6M
1.06%
1Y
4.07%
3Y*
3.48%
5Y*
1.52%
10Y*

BIMSX

1D
0.27%
1M
-1.48%
YTD
-0.32%
6M
0.79%
1Y
3.98%
3Y*
4.25%
5Y*
1.16%
10Y*
2.02%
*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.


BMQSX vs. BIMSX - Expense Ratio Comparison

Both BMQSX and BIMSX have an expense ratio of 0.55%.


Return for Risk

BMQSX vs. BIMSX — Risk / Return Rank

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

BMQSX
BMQSX Risk / Return Rank: 5555
Overall Rank
BMQSX Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
BMQSX Sortino Ratio Rank: 5151
Sortino Ratio Rank
BMQSX Omega Ratio Rank: 7979
Omega Ratio Rank
BMQSX Calmar Ratio Rank: 4646
Calmar Ratio Rank
BMQSX Martin Ratio Rank: 3838
Martin Ratio Rank

BIMSX
BIMSX Risk / Return Rank: 8484
Overall Rank
BIMSX Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
BIMSX Sortino Ratio Rank: 8585
Sortino Ratio Rank
BIMSX Omega Ratio Rank: 7676
Omega Ratio Rank
BIMSX Calmar Ratio Rank: 8989
Calmar Ratio Rank
BIMSX Martin Ratio Rank: 8787
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.

BMQSX vs. BIMSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Baird Municipal Bond Fund (BMQSX) and Baird Intermediate Bond Fund (BIMSX). 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.


BMQSXBIMSXDifference

Sharpe ratio

Return per unit of total volatility

1.09

1.50

-0.41

Sortino ratio

Return per unit of downside risk

1.42

2.23

-0.81

Omega ratio

Gain probability vs. loss probability

1.31

1.29

+0.02

Calmar ratio

Return relative to maximum drawdown

1.14

2.43

-1.29

Martin ratio

Return relative to average drawdown

4.01

9.20

-5.19

BMQSX vs. BIMSX - Sharpe Ratio Comparison

The current BMQSX Sharpe Ratio is 1.09, which is comparable to the BIMSX Sharpe Ratio of 1.50. The chart below compares the historical Sharpe Ratios of BMQSX and BIMSX, 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


BMQSXBIMSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.09

1.50

-0.41

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.43

0.30

+0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.63

Sharpe Ratio (All Time)

Calculated using the full available price history

0.64

1.09

-0.45

Correlation

The correlation between BMQSX and BIMSX 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

BMQSX vs. BIMSX - Dividend Comparison

BMQSX's dividend yield for the trailing twelve months is around 3.17%, less than BIMSX's 3.56% yield.


TTM20252024202320222021202020192018201720162015
BMQSX
Baird Municipal Bond Fund
3.17%3.18%3.47%3.22%2.31%2.33%3.74%0.16%0.00%0.00%0.00%0.00%
BIMSX
Baird Intermediate Bond Fund
3.56%3.50%3.44%2.81%1.81%1.90%3.08%2.16%2.14%1.98%1.89%2.21%

Drawdowns

BMQSX vs. BIMSX - Drawdown Comparison

The maximum BMQSX drawdown since its inception was -12.76%, roughly equal to the maximum BIMSX drawdown of -13.07%. Use the drawdown chart below to compare losses from any high point for BMQSX and BIMSX.


Loading graphics...

Drawdown Indicators


BMQSXBIMSXDifference

Max Drawdown

Largest peak-to-trough decline

-12.76%

-13.07%

+0.31%

Max Drawdown (1Y)

Largest decline over 1 year

-4.02%

-1.87%

-2.15%

Max Drawdown (5Y)

Largest decline over 5 years

-12.76%

-13.00%

+0.24%

Max Drawdown (10Y)

Largest decline over 10 years

-13.07%

Current Drawdown

Current decline from peak

-2.56%

-1.48%

-1.08%

Average Drawdown

Average peak-to-trough decline

-2.63%

-1.59%

-1.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.15%

0.49%

+0.66%

Volatility

BMQSX vs. BIMSX - Volatility Comparison

Baird Municipal Bond Fund (BMQSX) and Baird Intermediate Bond Fund (BIMSX) have volatilities of 1.06% and 1.05%, 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.


Loading graphics...

Volatility by Period


BMQSXBIMSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.06%

1.05%

+0.01%

Volatility (6M)

Calculated over the trailing 6-month period

1.47%

1.67%

-0.20%

Volatility (1Y)

Calculated over the trailing 1-year period

3.94%

2.80%

+1.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.55%

3.86%

-0.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.50%

3.24%

+1.26%