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BSNSX vs. BSVSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BSNSX vs. BSVSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Baird Strategic Municipal Bond Fund (BSNSX) and Baird Equity Opportunity Fund (BSVSX). The values are adjusted to include any dividend payments, if applicable.

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BSNSX vs. BSVSX - 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%
BSVSX
Baird Equity Opportunity Fund
-11.46%18.43%23.72%13.56%-12.58%19.10%2.58%1.39%

Returns By Period

In the year-to-date period, BSNSX achieves a 0.24% return, which is significantly higher than BSVSX's -11.46% return.


BSNSX

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

BSVSX

1D
3.02%
1M
-9.74%
YTD
-11.46%
6M
3.51%
1Y
17.40%
3Y*
10.39%
5Y*
6.69%
10Y*
7.64%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BSNSX vs. BSVSX - Expense Ratio Comparison

BSNSX has a 0.55% expense ratio, which is lower than BSVSX's 1.50% expense ratio.


Return for Risk

BSNSX vs. BSVSX — 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

BSVSX
BSVSX Risk / Return Rank: 2525
Overall Rank
BSVSX Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
BSVSX Sortino Ratio Rank: 2929
Sortino Ratio Rank
BSVSX Omega Ratio Rank: 2222
Omega Ratio Rank
BSVSX Calmar Ratio Rank: 2929
Calmar Ratio Rank
BSVSX Martin Ratio Rank: 2424
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. BSVSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Baird Strategic Municipal Bond Fund (BSNSX) and Baird Equity Opportunity Fund (BSVSX). 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.


BSNSXBSVSXDifference

Sharpe ratio

Return per unit of total volatility

1.65

0.61

+1.04

Sortino ratio

Return per unit of downside risk

2.15

1.18

+0.97

Omega ratio

Gain probability vs. loss probability

1.48

1.15

+0.33

Calmar ratio

Return relative to maximum drawdown

1.65

0.97

+0.68

Martin ratio

Return relative to average drawdown

6.94

3.12

+3.82

BSNSX vs. BSVSX - Sharpe Ratio Comparison

The current BSNSX Sharpe Ratio is 1.65, which is higher than the BSVSX Sharpe Ratio of 0.61. The chart below compares the historical Sharpe Ratios of BSNSX and BSVSX, 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


BSNSXBSVSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.65

0.61

+1.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.76

0.28

+0.47

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.34

Sharpe Ratio (All Time)

Calculated using the full available price history

0.90

0.38

+0.52

Correlation

The correlation between BSNSX and BSVSX is 0.08, 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

BSNSX vs. BSVSX - Dividend Comparison

BSNSX's dividend yield for the trailing twelve months is around 3.33%, less than BSVSX's 30.41% 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%
BSVSX
Baird Equity Opportunity Fund
30.41%26.93%1.14%0.00%33.67%4.55%5.49%0.44%4.03%2.79%0.73%0.39%

Drawdowns

BSNSX vs. BSVSX - Drawdown Comparison

The maximum BSNSX drawdown since its inception was -9.77%, smaller than the maximum BSVSX drawdown of -42.73%. Use the drawdown chart below to compare losses from any high point for BSNSX and BSVSX.


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Drawdown Indicators


BSNSXBSVSXDifference

Max Drawdown

Largest peak-to-trough decline

-9.77%

-42.73%

+32.96%

Max Drawdown (1Y)

Largest decline over 1 year

-2.91%

-17.49%

+14.58%

Max Drawdown (5Y)

Largest decline over 5 years

-9.77%

-26.83%

+17.06%

Max Drawdown (10Y)

Largest decline over 10 years

-42.73%

Current Drawdown

Current decline from peak

-1.51%

-15.00%

+13.49%

Average Drawdown

Average peak-to-trough decline

-1.60%

-6.81%

+5.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.69%

5.43%

-4.74%

Volatility

BSNSX vs. BSVSX - Volatility Comparison

The current volatility for Baird Strategic Municipal Bond Fund (BSNSX) is 0.76%, while Baird Equity Opportunity Fund (BSVSX) has a volatility of 6.56%. This indicates that BSNSX experiences smaller price fluctuations and is considered to be less risky than BSVSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BSNSXBSVSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.76%

6.56%

-5.80%

Volatility (6M)

Calculated over the trailing 6-month period

1.05%

20.92%

-19.87%

Volatility (1Y)

Calculated over the trailing 1-year period

2.82%

29.56%

-26.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.65%

23.71%

-21.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.39%

22.20%

-18.81%