BSBIX vs. DFAIX
Compare and contrast key facts about Baird Short-Term Bond Fund Institutional Class (BSBIX) and DFA Short-Duration Real Return Portfolio (DFAIX).
BSBIX is a passively managed fund by Baird that tracks the performance of the Bloomberg Barclays 1-3 Year U.S. Government/Credit Bond Index. It was launched on Aug 31, 2004. DFAIX is managed by Dimensional. It was launched on Nov 5, 2013.
Performance
BSBIX vs. DFAIX - Performance Comparison
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BSBIX vs. DFAIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
DFAIX DFA Short-Duration Real Return Portfolio | 0.86% | 4.86% | 6.38% | 5.64% | -2.77% | 5.40% | 2.75% | 5.63% | 0.11% | 1.71% |
Returns By Period
In the year-to-date period, BSBIX achieves a 0.27% return, which is significantly lower than DFAIX's 0.86% return. Over the past 10 years, BSBIX has underperformed DFAIX with an annualized return of 2.51%, while DFAIX has yielded a comparatively higher 3.20% annualized return.
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%
DFAIX
- 1D
- 0.00%
- 1M
- 0.00%
- YTD
- 0.86%
- 6M
- 1.22%
- 1Y
- 3.68%
- 3Y*
- 5.27%
- 5Y*
- 3.80%
- 10Y*
- 3.20%
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BSBIX vs. DFAIX - Expense Ratio Comparison
BSBIX has a 0.30% expense ratio, which is higher than DFAIX's 0.22% expense ratio.
Return for Risk
BSBIX vs. DFAIX — Risk / Return Rank
BSBIX
DFAIX
BSBIX vs. DFAIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Baird Short-Term Bond Fund Institutional Class (BSBIX) and DFA Short-Duration Real Return Portfolio (DFAIX). 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.
| BSBIX | DFAIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 3.02 | 3.49 | -0.47 |
Sortino ratioReturn per unit of downside risk | 4.76 | 5.81 | -1.04 |
Omega ratioGain probability vs. loss probability | 1.81 | 2.05 | -0.24 |
Calmar ratioReturn relative to maximum drawdown | 4.54 | 8.23 | -3.69 |
Martin ratioReturn relative to average drawdown | 20.13 | 32.03 | -11.90 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| BSBIX | DFAIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.02 | 3.49 | -0.47 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.28 | 1.20 | +0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.51 | 1.26 | +0.25 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.64 | 1.08 | +0.56 |
Correlation
The correlation between BSBIX and DFAIX is 0.35, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
BSBIX vs. DFAIX - Dividend Comparison
BSBIX's dividend yield for the trailing twelve months is around 4.30%, less than DFAIX's 4.61% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
DFAIX DFA Short-Duration Real Return Portfolio | 4.61% | 4.65% | 4.14% | 3.66% | 1.68% | 0.98% | 0.82% | 2.53% | 2.72% | 1.71% | 1.41% | 1.29% |
Drawdowns
BSBIX vs. DFAIX - Drawdown Comparison
The maximum BSBIX drawdown since its inception was -5.95%, which is greater than DFAIX's maximum drawdown of -5.63%. Use the drawdown chart below to compare losses from any high point for BSBIX and DFAIX.
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Drawdown Indicators
| BSBIX | DFAIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -5.95% | -5.63% | -0.32% |
Max Drawdown (1Y)Largest decline over 1 year | -0.94% | -0.47% | -0.47% |
Max Drawdown (5Y)Largest decline over 5 years | -5.95% | -5.46% | -0.49% |
Max Drawdown (10Y)Largest decline over 10 years | -5.95% | -5.63% | -0.32% |
Current DrawdownCurrent decline from peak | -0.59% | -0.28% | -0.31% |
Average DrawdownAverage peak-to-trough decline | -0.55% | -0.95% | +0.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.21% | 0.12% | +0.09% |
Volatility
BSBIX vs. DFAIX - Volatility Comparison
Baird Short-Term Bond Fund Institutional Class (BSBIX) has a higher volatility of 0.53% compared to DFA Short-Duration Real Return Portfolio (DFAIX) at 0.49%. This indicates that BSBIX's price experiences larger fluctuations and is considered to be riskier than DFAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BSBIX | DFAIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.53% | 0.49% | +0.04% |
Volatility (6M)Calculated over the trailing 6-month period | 0.86% | 0.75% | +0.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.42% | 1.07% | +0.35% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 1.93% | 3.18% | -1.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 1.67% | 2.56% | -0.89% |