BSBSX vs. TSDLX
Compare and contrast key facts about Baird Short-Term Bond Fund Investor Class (BSBSX) and T. Rowe Price Short Duration Income Fund (TSDLX).
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. TSDLX is managed by T. Rowe Price. It was launched on Dec 7, 2020.
Performance
BSBSX vs. TSDLX - Performance Comparison
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BSBSX vs. TSDLX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
BSBSX Baird Short-Term Bond Fund Investor Class | 0.21% | 5.41% | 4.73% | 5.39% | -3.88% | -0.57% | 0.14% |
TSDLX T. Rowe Price Short Duration Income Fund | 0.08% | 10.34% | 6.30% | 6.07% | -5.69% | 0.77% | 0.10% |
Returns By Period
In the year-to-date period, BSBSX achieves a 0.21% return, which is significantly higher than TSDLX's 0.08% return.
BSBSX
- 1D
- 0.11%
- 1M
- -0.41%
- YTD
- 0.21%
- 6M
- 1.16%
- 1Y
- 3.89%
- 3Y*
- 4.75%
- 5Y*
- 2.20%
- 10Y*
- 2.26%
TSDLX
- 1D
- 0.11%
- 1M
- -0.84%
- YTD
- 0.08%
- 6M
- 2.61%
- 1Y
- 8.51%
- 3Y*
- 6.94%
- 5Y*
- 3.31%
- 10Y*
- —
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BSBSX vs. TSDLX - Expense Ratio Comparison
BSBSX has a 0.55% expense ratio, which is higher than TSDLX's 0.40% expense ratio.
Return for Risk
BSBSX vs. TSDLX — Risk / Return Rank
BSBSX
TSDLX
BSBSX vs. TSDLX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Baird Short-Term Bond Fund Investor Class (BSBSX) and T. Rowe Price Short Duration Income Fund (TSDLX). 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 | TSDLX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.54 | 3.76 | -1.22 |
Sortino ratioReturn per unit of downside risk | 3.98 | 8.03 | -4.05 |
Omega ratioGain probability vs. loss probability | 1.57 | 2.14 | -0.57 |
Calmar ratioReturn relative to maximum drawdown | 4.79 | 7.19 | -2.40 |
Martin ratioReturn relative to average drawdown | 19.62 | 29.03 | -9.41 |
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 | TSDLX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.54 | 3.76 | -1.22 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.14 | 1.45 | -0.31 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.35 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.30 | 1.46 | -0.16 |
Correlation
The correlation between BSBSX and TSDLX is 0.72, 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
BSBSX vs. TSDLX - Dividend Comparison
BSBSX's dividend yield for the trailing twelve months is around 4.05%, less than TSDLX's 8.42% 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% |
TSDLX T. Rowe Price Short Duration Income Fund | 8.42% | 8.51% | 5.44% | 4.21% | 1.82% | 1.69% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
BSBSX vs. TSDLX - Drawdown Comparison
The maximum BSBSX drawdown since its inception was -6.29%, smaller than the maximum TSDLX drawdown of -7.86%. Use the drawdown chart below to compare losses from any high point for BSBSX and TSDLX.
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Drawdown Indicators
| BSBSX | TSDLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -6.29% | -7.86% | +1.57% |
Max Drawdown (1Y)Largest decline over 1 year | -0.84% | -1.26% | +0.42% |
Max Drawdown (5Y)Largest decline over 5 years | -6.29% | -7.86% | +1.57% |
Max Drawdown (10Y)Largest decline over 10 years | -6.29% | — | — |
Current DrawdownCurrent decline from peak | -0.51% | -1.05% | +0.54% |
Average DrawdownAverage peak-to-trough decline | -0.68% | -1.83% | +1.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.20% | 0.31% | -0.11% |
Volatility
BSBSX vs. TSDLX - Volatility Comparison
The current volatility for Baird Short-Term Bond Fund Investor Class (BSBSX) is 0.48%, while T. Rowe Price Short Duration Income Fund (TSDLX) has a volatility of 0.52%. This indicates that BSBSX experiences smaller price fluctuations and is considered to be less risky than TSDLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BSBSX | TSDLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.48% | 0.52% | -0.04% |
Volatility (6M)Calculated over the trailing 6-month period | 0.90% | 1.52% | -0.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.58% | 2.40% | -0.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 1.93% | 2.30% | -0.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 1.67% | 2.24% | -0.57% |