PortfoliosLab logoPortfoliosLab logo
BSGSX vs. BAGIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BSGSX vs. BAGIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Baird Small/Mid Cap Growth Fund (BSGSX) and Baird Aggregate Bond Fund Class I (BAGIX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

BSGSX vs. BAGIX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
BSGSX
Baird Small/Mid Cap Growth Fund
-8.75%-8.97%7.56%10.60%-27.31%18.01%46.76%36.69%-11.04%
BAGIX
Baird Aggregate Bond Fund Class I
-0.26%7.37%1.85%6.42%-13.35%-1.46%8.63%9.48%2.43%

Returns By Period

In the year-to-date period, BSGSX achieves a -8.75% return, which is significantly lower than BAGIX's -0.26% return.


BSGSX

1D
-1.47%
1M
-10.67%
YTD
-8.75%
6M
-7.86%
1Y
-7.01%
3Y*
-3.24%
5Y*
-3.83%
10Y*

BAGIX

1D
0.51%
1M
-2.03%
YTD
-0.26%
6M
0.75%
1Y
4.14%
3Y*
4.05%
5Y*
0.51%
10Y*
2.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


BSGSX vs. BAGIX - Expense Ratio Comparison

BSGSX has a 1.10% expense ratio, which is higher than BAGIX's 0.30% expense ratio.


Return for Risk

BSGSX vs. BAGIX — Risk / Return Rank

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

BSGSX
BSGSX Risk / Return Rank: 22
Overall Rank
BSGSX Sharpe Ratio Rank: 22
Sharpe Ratio Rank
BSGSX Sortino Ratio Rank: 22
Sortino Ratio Rank
BSGSX Omega Ratio Rank: 22
Omega Ratio Rank
BSGSX Calmar Ratio Rank: 11
Calmar Ratio Rank
BSGSX Martin Ratio Rank: 00
Martin Ratio Rank

BAGIX
BAGIX Risk / Return Rank: 5959
Overall Rank
BAGIX Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
BAGIX Sortino Ratio Rank: 5656
Sortino Ratio Rank
BAGIX Omega Ratio Rank: 4343
Omega Ratio Rank
BAGIX Calmar Ratio Rank: 8080
Calmar Ratio Rank
BAGIX Martin Ratio Rank: 5858
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.

BSGSX vs. BAGIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Baird Small/Mid Cap Growth Fund (BSGSX) and Baird Aggregate Bond Fund Class I (BAGIX). 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.


BSGSXBAGIXDifference

Sharpe ratio

Return per unit of total volatility

-0.35

1.02

-1.37

Sortino ratio

Return per unit of downside risk

-0.37

1.47

-1.84

Omega ratio

Gain probability vs. loss probability

0.95

1.18

-0.23

Calmar ratio

Return relative to maximum drawdown

-0.66

1.90

-2.56

Martin ratio

Return relative to average drawdown

-2.12

5.60

-7.72

BSGSX vs. BAGIX - Sharpe Ratio Comparison

The current BSGSX Sharpe Ratio is -0.35, which is lower than the BAGIX Sharpe Ratio of 1.02. The chart below compares the historical Sharpe Ratios of BSGSX and BAGIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


BSGSXBAGIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.35

1.02

-1.37

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.18

0.09

-0.27

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.42

Sharpe Ratio (All Time)

Calculated using the full available price history

0.25

0.97

-0.73

Correlation

The correlation between BSGSX and BAGIX is 0.07, 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

BSGSX vs. BAGIX - Dividend Comparison

BSGSX has not paid dividends to shareholders, while BAGIX's dividend yield for the trailing twelve months is around 4.19%.


TTM20252024202320222021202020192018201720162015
BSGSX
Baird Small/Mid Cap Growth Fund
0.00%0.00%0.00%0.00%0.69%3.14%3.83%0.00%0.00%0.00%0.00%0.00%
BAGIX
Baird Aggregate Bond Fund Class I
4.19%4.12%4.03%3.47%2.70%2.00%3.39%2.75%2.87%2.54%2.25%2.46%

Drawdowns

BSGSX vs. BAGIX - Drawdown Comparison

The maximum BSGSX drawdown since its inception was -36.33%, which is greater than BAGIX's maximum drawdown of -18.62%. Use the drawdown chart below to compare losses from any high point for BSGSX and BAGIX.


Loading graphics...

Drawdown Indicators


BSGSXBAGIXDifference

Max Drawdown

Largest peak-to-trough decline

-36.33%

-18.62%

-17.71%

Max Drawdown (1Y)

Largest decline over 1 year

-13.63%

-2.63%

-11.00%

Max Drawdown (5Y)

Largest decline over 5 years

-36.33%

-18.60%

-17.73%

Max Drawdown (10Y)

Largest decline over 10 years

-18.62%

Current Drawdown

Current decline from peak

-32.40%

-2.03%

-30.37%

Average Drawdown

Average peak-to-trough decline

-16.29%

-2.36%

-13.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.21%

0.89%

+3.32%

Volatility

BSGSX vs. BAGIX - Volatility Comparison

Baird Small/Mid Cap Growth Fund (BSGSX) has a higher volatility of 6.56% compared to Baird Aggregate Bond Fund Class I (BAGIX) at 1.50%. This indicates that BSGSX's price experiences larger fluctuations and is considered to be riskier than BAGIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


BSGSXBAGIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.56%

1.50%

+5.06%

Volatility (6M)

Calculated over the trailing 6-month period

12.29%

2.49%

+9.80%

Volatility (1Y)

Calculated over the trailing 1-year period

20.80%

4.28%

+16.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.56%

5.90%

+15.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.52%

4.88%

+18.64%