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BSNIX vs. GUIRX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BSNIX vs. GUIRX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Baird Strategic Municipal Bond Fund Institutional Class (BSNIX) and Goldman Sachs Dynamic Municipal Income Fund Investor Class (GUIRX). The values are adjusted to include any dividend payments, if applicable.

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BSNIX vs. GUIRX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
BSNIX
Baird Strategic Municipal Bond Fund Institutional Class
-0.02%4.90%3.17%6.78%-5.31%2.26%8.39%0.88%
GUIRX
Goldman Sachs Dynamic Municipal Income Fund Investor Class
-0.25%4.73%3.66%6.37%-9.66%3.11%3.86%1.41%

Returns By Period

In the year-to-date period, BSNIX achieves a -0.02% return, which is significantly higher than GUIRX's -0.25% return.


BSNIX

1D
0.19%
1M
-1.52%
YTD
-0.02%
6M
1.39%
1Y
4.32%
3Y*
4.05%
5Y*
2.14%
10Y*

GUIRX

1D
0.20%
1M
-1.88%
YTD
-0.25%
6M
1.09%
1Y
3.37%
3Y*
3.99%
5Y*
1.28%
10Y*
2.74%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BSNIX vs. GUIRX - Expense Ratio Comparison

BSNIX has a 0.30% expense ratio, which is lower than GUIRX's 0.47% expense ratio.


Return for Risk

BSNIX vs. GUIRX — Risk / Return Rank

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

BSNIX
BSNIX Risk / Return Rank: 7474
Overall Rank
BSNIX Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
BSNIX Sortino Ratio Rank: 7676
Sortino Ratio Rank
BSNIX Omega Ratio Rank: 9393
Omega Ratio Rank
BSNIX Calmar Ratio Rank: 5858
Calmar Ratio Rank
BSNIX Martin Ratio Rank: 6363
Martin Ratio Rank

GUIRX
GUIRX Risk / Return Rank: 3232
Overall Rank
GUIRX Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
GUIRX Sortino Ratio Rank: 2525
Sortino Ratio Rank
GUIRX Omega Ratio Rank: 5151
Omega Ratio Rank
GUIRX Calmar Ratio Rank: 2828
Calmar Ratio Rank
GUIRX Martin Ratio Rank: 2828
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.

BSNIX vs. GUIRX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Baird Strategic Municipal Bond Fund Institutional Class (BSNIX) and Goldman Sachs Dynamic Municipal Income Fund Investor Class (GUIRX). 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.


BSNIXGUIRXDifference

Sharpe ratio

Return per unit of total volatility

1.57

0.83

+0.74

Sortino ratio

Return per unit of downside risk

2.08

1.14

+0.94

Omega ratio

Gain probability vs. loss probability

1.47

1.24

+0.23

Calmar ratio

Return relative to maximum drawdown

1.66

1.07

+0.58

Martin ratio

Return relative to average drawdown

7.23

3.88

+3.35

BSNIX vs. GUIRX - Sharpe Ratio Comparison

The current BSNIX Sharpe Ratio is 1.57, which is higher than the GUIRX Sharpe Ratio of 0.83. The chart below compares the historical Sharpe Ratios of BSNIX and GUIRX, 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


BSNIXGUIRXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.57

0.83

+0.74

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.81

0.35

+0.46

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.70

Sharpe Ratio (All Time)

Calculated using the full available price history

0.95

1.07

-0.12

Correlation

The correlation between BSNIX and GUIRX is 0.79, 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

BSNIX vs. GUIRX - Dividend Comparison

BSNIX's dividend yield for the trailing twelve months is around 3.25%, less than GUIRX's 3.76% yield.


TTM20252024202320222021202020192018201720162015
BSNIX
Baird Strategic Municipal Bond Fund Institutional Class
3.25%3.29%3.51%3.22%2.09%1.58%2.23%0.18%0.00%0.00%0.00%0.00%
GUIRX
Goldman Sachs Dynamic Municipal Income Fund Investor Class
3.76%4.90%3.86%2.78%2.06%2.16%2.38%2.84%3.04%3.23%3.60%3.68%

Drawdowns

BSNIX vs. GUIRX - Drawdown Comparison

The maximum BSNIX drawdown since its inception was -9.58%, smaller than the maximum GUIRX drawdown of -14.21%. Use the drawdown chart below to compare losses from any high point for BSNIX and GUIRX.


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Drawdown Indicators


BSNIXGUIRXDifference

Max Drawdown

Largest peak-to-trough decline

-9.58%

-14.21%

+4.63%

Max Drawdown (1Y)

Largest decline over 1 year

-2.91%

-4.51%

+1.60%

Max Drawdown (5Y)

Largest decline over 5 years

-9.58%

-14.16%

+4.58%

Max Drawdown (10Y)

Largest decline over 10 years

-14.21%

Current Drawdown

Current decline from peak

-1.71%

-2.14%

+0.43%

Average Drawdown

Average peak-to-trough decline

-1.51%

-2.13%

+0.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.67%

1.25%

-0.58%

Volatility

BSNIX vs. GUIRX - Volatility Comparison

The current volatility for Baird Strategic Municipal Bond Fund Institutional Class (BSNIX) is 0.83%, while Goldman Sachs Dynamic Municipal Income Fund Investor Class (GUIRX) has a volatility of 0.93%. This indicates that BSNIX experiences smaller price fluctuations and is considered to be less risky than GUIRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BSNIXGUIRXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.83%

0.93%

-0.10%

Volatility (6M)

Calculated over the trailing 6-month period

1.14%

1.53%

-0.39%

Volatility (1Y)

Calculated over the trailing 1-year period

2.90%

4.56%

-1.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.66%

3.67%

-1.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.40%

3.93%

-0.53%