BSBSX vs. DFAIX
Compare and contrast key facts about Baird Short-Term Bond Fund Investor Class (BSBSX) and DFA Short-Duration Real Return Portfolio (DFAIX).
BSBSX is a passively managed fund by Baird that tracks the performance of the Bloomberg 1-3 Year U.S. Government/Credit Index. It was launched on Sep 19, 2012. DFAIX is managed by Dimensional. It was launched on Nov 5, 2013.
Performance
BSBSX vs. DFAIX - Performance Comparison
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BSBSX vs. DFAIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BSBSX Baird Short-Term Bond Fund Investor Class | 0.10% | 5.41% | 4.73% | 5.39% | -3.88% | -0.57% | 3.87% | 4.42% | 1.24% | 1.28% |
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, BSBSX achieves a 0.10% return, which is significantly lower than DFAIX's 0.86% return. Over the past 10 years, BSBSX has underperformed DFAIX with an annualized return of 2.25%, while DFAIX has yielded a comparatively higher 3.20% annualized return.
BSBSX
- 1D
- 0.11%
- 1M
- -0.51%
- YTD
- 0.10%
- 6M
- 1.05%
- 1Y
- 3.78%
- 3Y*
- 4.71%
- 5Y*
- 2.18%
- 10Y*
- 2.25%
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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BSBSX vs. DFAIX - Expense Ratio Comparison
BSBSX has a 0.55% expense ratio, which is higher than DFAIX's 0.22% expense ratio.
Return for Risk
BSBSX vs. DFAIX — Risk / Return Rank
BSBSX
DFAIX
BSBSX vs. DFAIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Baird Short-Term Bond Fund Investor Class (BSBSX) 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.
| BSBSX | DFAIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.47 | 3.49 | -1.02 |
Sortino ratioReturn per unit of downside risk | 3.88 | 5.81 | -1.93 |
Omega ratioGain probability vs. loss probability | 1.56 | 2.05 | -0.49 |
Calmar ratioReturn relative to maximum drawdown | 4.92 | 8.23 | -3.31 |
Martin ratioReturn relative to average drawdown | 20.41 | 32.03 | -11.62 |
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
| BSBSX | DFAIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.47 | 3.49 | -1.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.13 | 1.20 | -0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.35 | 1.26 | +0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.30 | 1.08 | +0.21 |
Correlation
The correlation between BSBSX and DFAIX is 0.34, 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
BSBSX vs. DFAIX - Dividend Comparison
BSBSX's dividend yield for the trailing twelve months is around 4.05%, less than DFAIX's 4.61% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BSBSX Baird Short-Term Bond Fund Investor Class | 4.05% | 4.10% | 4.08% | 3.16% | 1.54% | 1.17% | 2.37% | 2.24% | 1.96% | 1.49% | 1.35% | 1.37% |
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
BSBSX vs. DFAIX - Drawdown Comparison
The maximum BSBSX drawdown since its inception was -6.29%, which is greater than DFAIX's maximum drawdown of -5.63%. Use the drawdown chart below to compare losses from any high point for BSBSX and DFAIX.
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Drawdown Indicators
| BSBSX | DFAIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -6.29% | -5.63% | -0.66% |
Max Drawdown (1Y)Largest decline over 1 year | -0.84% | -0.47% | -0.37% |
Max Drawdown (5Y)Largest decline over 5 years | -6.29% | -5.46% | -0.83% |
Max Drawdown (10Y)Largest decline over 10 years | -6.29% | -5.63% | -0.66% |
Current DrawdownCurrent decline from peak | -0.61% | -0.28% | -0.33% |
Average DrawdownAverage peak-to-trough decline | -0.68% | -0.95% | +0.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.20% | 0.12% | +0.08% |
Volatility
BSBSX vs. DFAIX - Volatility Comparison
The current volatility for Baird Short-Term Bond Fund Investor Class (BSBSX) is 0.46%, while DFA Short-Duration Real Return Portfolio (DFAIX) has a volatility of 0.49%. This indicates that BSBSX experiences smaller price fluctuations and is considered to be less risky 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
| BSBSX | DFAIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.46% | 0.49% | -0.03% |
Volatility (6M)Calculated over the trailing 6-month period | 0.90% | 0.75% | +0.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.58% | 1.07% | +0.51% |
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% |