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BSNSX vs. BSBSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BSNSX vs. BSBSX - Performance Comparison

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

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BSNSX vs. BSBSX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
BSNSX
Baird Strategic Municipal Bond Fund
0.24%4.83%2.92%6.53%-5.54%2.00%8.13%0.85%
BSBSX
Baird Short-Term Bond Fund Investor Class
0.21%5.41%4.73%5.39%-3.88%-0.57%3.87%0.31%

Returns By Period

In the year-to-date period, BSNSX achieves a 0.24% return, which is significantly higher than BSBSX's 0.21% return.


BSNSX

1D
0.19%
1M
-1.32%
YTD
0.24%
6M
1.50%
1Y
4.30%
3Y*
3.97%
5Y*
1.99%
10Y*

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BSNSX vs. BSBSX - Expense Ratio Comparison

Both BSNSX and BSBSX have an expense ratio of 0.55%.


Return for Risk

BSNSX vs. BSBSX — Risk / Return Rank

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

BSNSX
BSNSX Risk / Return Rank: 7979
Overall Rank
BSNSX Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
BSNSX Sortino Ratio Rank: 8181
Sortino Ratio Rank
BSNSX Omega Ratio Rank: 9494
Omega Ratio Rank
BSNSX Calmar Ratio Rank: 6767
Calmar Ratio Rank
BSNSX Martin Ratio Rank: 7070
Martin Ratio Rank

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
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.

BSNSX vs. BSBSX - Risk-Adjusted Trends Comparison

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


BSNSXBSBSXDifference

Sharpe ratio

Return per unit of total volatility

1.65

2.54

-0.89

Sortino ratio

Return per unit of downside risk

2.15

3.98

-1.84

Omega ratio

Gain probability vs. loss probability

1.48

1.57

-0.09

Calmar ratio

Return relative to maximum drawdown

1.65

4.79

-3.14

Martin ratio

Return relative to average drawdown

6.94

19.62

-12.68

BSNSX vs. BSBSX - Sharpe Ratio Comparison

The current BSNSX Sharpe Ratio is 1.65, which is lower than the BSBSX Sharpe Ratio of 2.54. The chart below compares the historical Sharpe Ratios of BSNSX and BSBSX, 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


BSNSXBSBSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.65

2.54

-0.89

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.76

1.14

-0.39

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.35

Sharpe Ratio (All Time)

Calculated using the full available price history

0.90

1.30

-0.40

Correlation

The correlation between BSNSX and BSBSX is 0.42, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

BSNSX vs. BSBSX - Dividend Comparison

BSNSX's dividend yield for the trailing twelve months is around 3.33%, less than BSBSX's 4.05% yield.


TTM20252024202320222021202020192018201720162015
BSNSX
Baird Strategic Municipal Bond Fund
3.33%3.32%3.28%2.99%1.84%1.33%1.99%0.15%0.00%0.00%0.00%0.00%
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%

Drawdowns

BSNSX vs. BSBSX - Drawdown Comparison

The maximum BSNSX drawdown since its inception was -9.77%, which is greater than BSBSX's maximum drawdown of -6.29%. Use the drawdown chart below to compare losses from any high point for BSNSX and BSBSX.


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Drawdown Indicators


BSNSXBSBSXDifference

Max Drawdown

Largest peak-to-trough decline

-9.77%

-6.29%

-3.48%

Max Drawdown (1Y)

Largest decline over 1 year

-2.91%

-0.84%

-2.07%

Max Drawdown (5Y)

Largest decline over 5 years

-9.77%

-6.29%

-3.48%

Max Drawdown (10Y)

Largest decline over 10 years

-6.29%

Current Drawdown

Current decline from peak

-1.51%

-0.51%

-1.00%

Average Drawdown

Average peak-to-trough decline

-1.60%

-0.68%

-0.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.69%

0.20%

+0.49%

Volatility

BSNSX vs. BSBSX - Volatility Comparison

Baird Strategic Municipal Bond Fund (BSNSX) has a higher volatility of 0.76% compared to Baird Short-Term Bond Fund Investor Class (BSBSX) at 0.48%. This indicates that BSNSX's price experiences larger fluctuations and is considered to be riskier than BSBSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BSNSXBSBSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.76%

0.48%

+0.28%

Volatility (6M)

Calculated over the trailing 6-month period

1.05%

0.90%

+0.15%

Volatility (1Y)

Calculated over the trailing 1-year period

2.82%

1.58%

+1.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.65%

1.93%

+0.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.39%

1.67%

+1.72%