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BSBIX vs. VIITX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BSBIX vs. VIITX - Performance Comparison

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

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BSBIX vs. VIITX - 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%
VIITX
Vanguard Institutional Intermediate-Term Bond Fund
0.13%7.23%3.67%5.31%-7.99%-1.02%6.17%6.44%0.87%2.00%

Returns By Period

In the year-to-date period, BSBIX achieves a 0.27% return, which is significantly higher than VIITX's 0.13% return. Over the past 10 years, BSBIX has outperformed VIITX with an annualized return of 2.51%, while VIITX has yielded a comparatively lower 2.15% 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%

VIITX

1D
0.19%
1M
-0.97%
YTD
0.13%
6M
1.27%
1Y
4.77%
3Y*
4.66%
5Y*
1.58%
10Y*
2.15%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BSBIX vs. VIITX - Expense Ratio Comparison

BSBIX has a 0.30% expense ratio, which is higher than VIITX's 0.02% expense ratio.


Return for Risk

BSBIX vs. VIITX — 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

VIITX
VIITX Risk / Return Rank: 8787
Overall Rank
VIITX Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
VIITX Sortino Ratio Rank: 9090
Sortino Ratio Rank
VIITX Omega Ratio Rank: 8282
Omega Ratio Rank
VIITX Calmar Ratio Rank: 9090
Calmar Ratio Rank
VIITX Martin Ratio Rank: 8888
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. VIITX - Risk-Adjusted Trends Comparison

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


BSBIXVIITXDifference

Sharpe ratio

Return per unit of total volatility

3.02

1.80

+1.22

Sortino ratio

Return per unit of downside risk

4.76

2.65

+2.11

Omega ratio

Gain probability vs. loss probability

1.81

1.34

+0.47

Calmar ratio

Return relative to maximum drawdown

4.54

2.66

+1.88

Martin ratio

Return relative to average drawdown

20.13

9.91

+10.21

BSBIX vs. VIITX - Sharpe Ratio Comparison

The current BSBIX Sharpe Ratio is 3.02, which is higher than the VIITX Sharpe Ratio of 1.80. The chart below compares the historical Sharpe Ratios of BSBIX and VIITX, 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


BSBIXVIITXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.02

1.80

+1.22

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.28

0.41

+0.86

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.51

0.71

+0.80

Sharpe Ratio (All Time)

Calculated using the full available price history

1.64

0.75

+0.89

Correlation

The correlation between BSBIX and VIITX is 0.74, 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

BSBIX vs. VIITX - Dividend Comparison

BSBIX's dividend yield for the trailing twelve months is around 4.30%, more than VIITX's 4.16% 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%
VIITX
Vanguard Institutional Intermediate-Term Bond Fund
4.16%4.51%4.71%3.61%2.14%2.20%2.87%2.69%2.62%2.04%2.95%0.57%

Drawdowns

BSBIX vs. VIITX - Drawdown Comparison

The maximum BSBIX drawdown since its inception was -5.95%, smaller than the maximum VIITX drawdown of -11.86%. Use the drawdown chart below to compare losses from any high point for BSBIX and VIITX.


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Drawdown Indicators


BSBIXVIITXDifference

Max Drawdown

Largest peak-to-trough decline

-5.95%

-11.86%

+5.91%

Max Drawdown (1Y)

Largest decline over 1 year

-0.94%

-1.89%

+0.95%

Max Drawdown (5Y)

Largest decline over 5 years

-5.95%

-11.86%

+5.91%

Max Drawdown (10Y)

Largest decline over 10 years

-5.95%

-11.86%

+5.91%

Current Drawdown

Current decline from peak

-0.59%

-1.30%

+0.71%

Average Drawdown

Average peak-to-trough decline

-0.55%

-2.15%

+1.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.21%

0.51%

-0.30%

Volatility

BSBIX vs. VIITX - Volatility Comparison

The current volatility for Baird Short-Term Bond Fund Institutional Class (BSBIX) is 0.53%, while Vanguard Institutional Intermediate-Term Bond Fund (VIITX) has a volatility of 1.15%. This indicates that BSBIX experiences smaller price fluctuations and is considered to be less risky than VIITX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BSBIXVIITXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.53%

1.15%

-0.62%

Volatility (6M)

Calculated over the trailing 6-month period

0.86%

1.72%

-0.86%

Volatility (1Y)

Calculated over the trailing 1-year period

1.42%

2.74%

-1.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.93%

3.82%

-1.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.67%

3.05%

-1.38%