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BSNIX vs. USMSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BSNIX vs. USMSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Baird Strategic Municipal Bond Fund Institutional Class (BSNIX) and JPMorgan Ultra-Short Municipal Fund (USMSX). The values are adjusted to include any dividend payments, if applicable.

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BSNIX vs. USMSX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
BSNIX
Baird Strategic Municipal Bond Fund Institutional Class
-0.21%4.90%3.17%6.78%-5.31%2.26%8.39%0.88%
USMSX
JPMorgan Ultra-Short Municipal Fund
0.19%2.87%3.09%3.21%-0.90%-0.15%0.77%0.17%

Returns By Period

In the year-to-date period, BSNIX achieves a -0.21% return, which is significantly lower than USMSX's 0.19% return.


BSNIX

1D
0.19%
1M
-1.90%
YTD
-0.21%
6M
1.20%
1Y
4.32%
3Y*
3.99%
5Y*
2.10%
10Y*

USMSX

1D
0.00%
1M
-0.30%
YTD
0.19%
6M
0.82%
1Y
2.49%
3Y*
2.80%
5Y*
1.67%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BSNIX vs. USMSX - Expense Ratio Comparison

BSNIX has a 0.30% expense ratio, which is lower than USMSX's 0.45% expense ratio.


Return for Risk

BSNIX vs. USMSX — Risk / Return Rank

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

BSNIX
BSNIX Risk / Return Rank: 8181
Overall Rank
BSNIX Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
BSNIX Sortino Ratio Rank: 8282
Sortino Ratio Rank
BSNIX Omega Ratio Rank: 9494
Omega Ratio Rank
BSNIX Calmar Ratio Rank: 6969
Calmar Ratio Rank
BSNIX Martin Ratio Rank: 7575
Martin Ratio Rank

USMSX
USMSX Risk / Return Rank: 9999
Overall Rank
USMSX Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
USMSX Sortino Ratio Rank: 9999
Sortino Ratio Rank
USMSX Omega Ratio Rank: 9999
Omega Ratio Rank
USMSX Calmar Ratio Rank: 9999
Calmar Ratio Rank
USMSX Martin Ratio Rank: 9999
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. USMSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Baird Strategic Municipal Bond Fund Institutional Class (BSNIX) and JPMorgan Ultra-Short Municipal Fund (USMSX). 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.


BSNIXUSMSXDifference

Sharpe ratio

Return per unit of total volatility

1.60

3.75

-2.15

Sortino ratio

Return per unit of downside risk

2.12

6.76

-4.63

Omega ratio

Gain probability vs. loss probability

1.48

3.27

-1.79

Calmar ratio

Return relative to maximum drawdown

1.62

6.48

-4.86

Martin ratio

Return relative to average drawdown

7.17

34.69

-27.52

BSNIX vs. USMSX - Sharpe Ratio Comparison

The current BSNIX Sharpe Ratio is 1.60, which is lower than the USMSX Sharpe Ratio of 3.75. The chart below compares the historical Sharpe Ratios of BSNIX and USMSX, 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


BSNIXUSMSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.60

3.75

-2.15

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.79

2.39

-1.60

Sharpe Ratio (All Time)

Calculated using the full available price history

0.94

1.86

-0.92

Correlation

The correlation between BSNIX and USMSX is 0.36, 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

BSNIX vs. USMSX - Dividend Comparison

BSNIX's dividend yield for the trailing twelve months is around 3.25%, more than USMSX's 2.36% yield.


TTM202520242023202220212020201920182017
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%
USMSX
JPMorgan Ultra-Short Municipal Fund
2.36%2.42%2.84%2.35%0.70%0.05%0.57%1.28%1.01%0.59%

Drawdowns

BSNIX vs. USMSX - Drawdown Comparison

The maximum BSNIX drawdown since its inception was -9.58%, which is greater than USMSX's maximum drawdown of -2.09%. Use the drawdown chart below to compare losses from any high point for BSNIX and USMSX.


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Drawdown Indicators


BSNIXUSMSXDifference

Max Drawdown

Largest peak-to-trough decline

-9.58%

-2.09%

-7.49%

Max Drawdown (1Y)

Largest decline over 1 year

-2.91%

-0.40%

-2.51%

Max Drawdown (5Y)

Largest decline over 5 years

-9.58%

-2.03%

-7.55%

Current Drawdown

Current decline from peak

-1.90%

-0.30%

-1.60%

Average Drawdown

Average peak-to-trough decline

-1.51%

-0.22%

-1.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.66%

0.07%

+0.59%

Volatility

BSNIX vs. USMSX - Volatility Comparison

Baird Strategic Municipal Bond Fund Institutional Class (BSNIX) has a higher volatility of 0.78% compared to JPMorgan Ultra-Short Municipal Fund (USMSX) at 0.22%. This indicates that BSNIX's price experiences larger fluctuations and is considered to be riskier than USMSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BSNIXUSMSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.78%

0.22%

+0.56%

Volatility (6M)

Calculated over the trailing 6-month period

1.13%

0.40%

+0.73%

Volatility (1Y)

Calculated over the trailing 1-year period

2.90%

0.69%

+2.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.66%

0.70%

+1.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.40%

0.74%

+2.66%