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BSBSX vs. VIITX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BSBSX vs. VIITX - Performance Comparison

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

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BSBSX vs. VIITX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BSBSX
Baird Short-Term Bond Fund Investor Class
0.21%5.41%4.73%5.39%-3.88%-0.57%3.87%4.42%1.24%1.28%
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, BSBSX achieves a 0.21% return, which is significantly higher than VIITX's 0.13% return. Both investments have delivered pretty close results over the past 10 years, with BSBSX having a 2.26% annualized return and VIITX not far behind at 2.15%.


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%

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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BSBSX vs. VIITX - Expense Ratio Comparison

BSBSX has a 0.55% expense ratio, which is higher than VIITX's 0.02% expense ratio.


Return for Risk

BSBSX vs. VIITX — Risk / Return Rank

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

BSBSX
BSBSX Risk / Return Rank: 9797
Overall Rank
BSBSX Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
BSBSX Sortino Ratio Rank: 9797
Sortino Ratio Rank
BSBSX Omega Ratio Rank: 9696
Omega Ratio Rank
BSBSX Calmar Ratio Rank: 9898
Calmar Ratio Rank
BSBSX 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.

BSBSX vs. VIITX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Baird Short-Term Bond Fund Investor Class (BSBSX) 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.


BSBSXVIITXDifference

Sharpe ratio

Return per unit of total volatility

2.54

1.80

+0.74

Sortino ratio

Return per unit of downside risk

3.98

2.65

+1.33

Omega ratio

Gain probability vs. loss probability

1.57

1.34

+0.23

Calmar ratio

Return relative to maximum drawdown

4.79

2.66

+2.13

Martin ratio

Return relative to average drawdown

19.62

9.91

+9.70

BSBSX vs. VIITX - Sharpe Ratio Comparison

The current BSBSX Sharpe Ratio is 2.54, which is higher than the VIITX Sharpe Ratio of 1.80. The chart below compares the historical Sharpe Ratios of BSBSX 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


BSBSXVIITXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.54

1.80

+0.74

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.14

0.41

+0.73

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.35

0.71

+0.65

Sharpe Ratio (All Time)

Calculated using the full available price history

1.30

0.75

+0.55

Correlation

The correlation between BSBSX 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

BSBSX vs. VIITX - Dividend Comparison

BSBSX's dividend yield for the trailing twelve months is around 4.05%, less than VIITX's 4.16% yield.


TTM20252024202320222021202020192018201720162015
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%
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

BSBSX vs. VIITX - Drawdown Comparison

The maximum BSBSX drawdown since its inception was -6.29%, smaller than the maximum VIITX drawdown of -11.86%. Use the drawdown chart below to compare losses from any high point for BSBSX and VIITX.


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Drawdown Indicators


BSBSXVIITXDifference

Max Drawdown

Largest peak-to-trough decline

-6.29%

-11.86%

+5.57%

Max Drawdown (1Y)

Largest decline over 1 year

-0.84%

-1.89%

+1.05%

Max Drawdown (5Y)

Largest decline over 5 years

-6.29%

-11.86%

+5.57%

Max Drawdown (10Y)

Largest decline over 10 years

-6.29%

-11.86%

+5.57%

Current Drawdown

Current decline from peak

-0.51%

-1.30%

+0.79%

Average Drawdown

Average peak-to-trough decline

-0.68%

-2.15%

+1.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.20%

0.51%

-0.31%

Volatility

BSBSX vs. VIITX - Volatility Comparison

The current volatility for Baird Short-Term Bond Fund Investor Class (BSBSX) is 0.48%, while Vanguard Institutional Intermediate-Term Bond Fund (VIITX) has a volatility of 1.15%. This indicates that BSBSX 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


BSBSXVIITXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.48%

1.15%

-0.67%

Volatility (6M)

Calculated over the trailing 6-month period

0.90%

1.72%

-0.82%

Volatility (1Y)

Calculated over the trailing 1-year period

1.58%

2.74%

-1.16%

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%