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BSBIX vs. BCOIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BSBIX vs. BCOIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Baird Short-Term Bond Fund Institutional Class (BSBIX) and Baird Core Plus Bond Fund (BCOIX). The values are adjusted to include any dividend payments, if applicable.

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BSBIX vs. BCOIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BSBIX
Baird Short-Term Bond Fund Institutional Class
0.27%5.67%4.99%5.65%-3.64%-0.42%4.23%4.68%1.49%1.53%
BCOIX
Baird Core Plus Bond Fund
-0.16%7.47%2.54%6.89%-12.86%-1.02%8.80%10.11%-0.52%4.65%

Returns By Period

In the year-to-date period, BSBIX achieves a 0.27% return, which is significantly higher than BCOIX's -0.16% return. Both investments have delivered pretty close results over the past 10 years, with BSBIX having a 2.51% annualized return and BCOIX not far ahead at 2.54%.


BSBIX

1D
0.00%
1M
-0.39%
YTD
0.27%
6M
1.29%
1Y
4.15%
3Y*
5.01%
5Y*
2.46%
10Y*
2.51%

BCOIX

1D
0.20%
1M
-1.46%
YTD
-0.16%
6M
0.74%
1Y
4.27%
3Y*
4.51%
5Y*
0.85%
10Y*
2.54%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BSBIX vs. BCOIX - Expense Ratio Comparison

Both BSBIX and BCOIX have an expense ratio of 0.30%.


Return for Risk

BSBIX vs. BCOIX — Risk / Return Rank

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

BSBIX
BSBIX Risk / Return Rank: 9898
Overall Rank
BSBIX Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
BSBIX Sortino Ratio Rank: 9898
Sortino Ratio Rank
BSBIX Omega Ratio Rank: 9898
Omega Ratio Rank
BSBIX Calmar Ratio Rank: 9898
Calmar Ratio Rank
BSBIX Martin Ratio Rank: 9898
Martin Ratio Rank

BCOIX
BCOIX Risk / Return Rank: 6060
Overall Rank
BCOIX Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
BCOIX Sortino Ratio Rank: 5959
Sortino Ratio Rank
BCOIX Omega Ratio Rank: 4646
Omega Ratio Rank
BCOIX Calmar Ratio Rank: 7777
Calmar Ratio Rank
BCOIX Martin Ratio Rank: 5757
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.

BSBIX vs. BCOIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Baird Short-Term Bond Fund Institutional Class (BSBIX) and Baird Core Plus Bond Fund (BCOIX). 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.


BSBIXBCOIXDifference

Sharpe ratio

Return per unit of total volatility

3.02

1.12

+1.90

Sortino ratio

Return per unit of downside risk

4.76

1.60

+3.16

Omega ratio

Gain probability vs. loss probability

1.81

1.20

+0.60

Calmar ratio

Return relative to maximum drawdown

4.54

1.88

+2.66

Martin ratio

Return relative to average drawdown

20.13

5.68

+14.44

BSBIX vs. BCOIX - Sharpe Ratio Comparison

The current BSBIX Sharpe Ratio is 3.02, which is higher than the BCOIX Sharpe Ratio of 1.12. The chart below compares the historical Sharpe Ratios of BSBIX and BCOIX, 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


BSBIXBCOIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.02

1.12

+1.90

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.28

0.15

+1.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.51

0.55

+0.96

Sharpe Ratio (All Time)

Calculated using the full available price history

1.64

1.07

+0.57

Correlation

The correlation between BSBIX and BCOIX is 0.69, 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

BSBIX vs. BCOIX - Dividend Comparison

BSBIX's dividend yield for the trailing twelve months is around 4.30%, which matches BCOIX's 4.30% yield.


TTM20252024202320222021202020192018201720162015
BSBIX
Baird Short-Term Bond Fund Institutional Class
4.30%4.35%4.34%3.41%1.79%1.42%2.61%2.49%2.20%1.73%1.60%1.62%
BCOIX
Baird Core Plus Bond Fund
4.30%4.21%4.13%3.58%3.10%2.96%3.51%2.96%3.13%2.83%3.01%2.84%

Drawdowns

BSBIX vs. BCOIX - Drawdown Comparison

The maximum BSBIX drawdown since its inception was -5.95%, smaller than the maximum BCOIX drawdown of -18.13%. Use the drawdown chart below to compare losses from any high point for BSBIX and BCOIX.


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Drawdown Indicators


BSBIXBCOIXDifference

Max Drawdown

Largest peak-to-trough decline

-5.95%

-18.13%

+12.18%

Max Drawdown (1Y)

Largest decline over 1 year

-0.94%

-2.54%

+1.60%

Max Drawdown (5Y)

Largest decline over 5 years

-5.95%

-18.13%

+12.18%

Max Drawdown (10Y)

Largest decline over 10 years

-5.95%

-18.13%

+12.18%

Current Drawdown

Current decline from peak

-0.59%

-1.84%

+1.25%

Average Drawdown

Average peak-to-trough decline

-0.55%

-2.19%

+1.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.21%

0.84%

-0.63%

Volatility

BSBIX vs. BCOIX - Volatility Comparison

The current volatility for Baird Short-Term Bond Fund Institutional Class (BSBIX) is 0.53%, while Baird Core Plus Bond Fund (BCOIX) has a volatility of 1.63%. This indicates that BSBIX experiences smaller price fluctuations and is considered to be less risky than BCOIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BSBIXBCOIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.53%

1.63%

-1.10%

Volatility (6M)

Calculated over the trailing 6-month period

0.86%

2.53%

-1.67%

Volatility (1Y)

Calculated over the trailing 1-year period

1.42%

4.11%

-2.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.93%

5.62%

-3.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.67%

4.66%

-2.99%