BSVSX vs. SCHJ

Last updated Apr 2, 2026

Compare and contrast key facts about Baird Equity Opportunity Fund (BSVSX) and Schwab 1-5 Year Corporate Bond ETF (SCHJ).

BSVSX is managed by Baird. It was launched on May 1, 2012. SCHJ is a passively managed fund by Charles Schwab that tracks the performance of the Bloomberg US Corporate (1-5 Y). It was launched on Oct 10, 2019.

Performance

BSVSX vs. SCHJ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Baird Equity Opportunity Fund (BSVSX) and Schwab 1-5 Year Corporate Bond ETF (SCHJ). The values are adjusted to include any dividend payments, if applicable.

BSVSX vs. SCHJ - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
BSVSX Baird Equity Opportunity Fund	-11.46%	18.43%	23.72%	13.56%	-12.58%	19.10%	2.58%	6.36%
SCHJ Schwab 1-5 Year Corporate Bond ETF	0.09%	6.80%	4.89%	6.36%	-5.73%	-0.67%	5.30%	0.61%

Returns By Period

In the year-to-date period, BSVSX achieves a -11.46% return, which is significantly lower than SCHJ's 0.09% return.

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%

SCHJ

• 1D: 0.02%
• 1M: -0.64%
• YTD: 0.09%
• 6M: 1.15%
• 1Y: 4.85%
• 3Y*: 5.39%
• 5Y*: 2.36%
• 10Y*: —

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

BSVSX vs. SCHJ - Expense Ratio Comparison

BSVSX has a 1.50% expense ratio, which is higher than SCHJ's 0.05% expense ratio.

BSVSX

Baird Equity Opportunity Fund

SCHJ

Schwab 1-5 Year Corporate Bond ETF

Return for Risk

BSVSX vs. SCHJ — Risk / Return Rank

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

BSVSX

BSVSX Risk / Return Rank: 25
BSVSX Sharpe Ratio Rank: 19
BSVSX Sortino Ratio Rank: 29
BSVSX Omega Ratio Rank: 22
BSVSX Calmar Ratio Rank: 29
BSVSX Martin Ratio Rank: 24

SCHJ

SCHJ Risk / Return Rank: 93
SCHJ Sharpe Ratio Rank: 91
SCHJ Sortino Ratio Rank: 94
SCHJ Omega Ratio Rank: 94
SCHJ Calmar Ratio Rank: 91
SCHJ Martin Ratio Rank: 92

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.

BSVSX vs. SCHJ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Baird Equity Opportunity Fund (BSVSX) and Schwab 1-5 Year Corporate Bond ETF (SCHJ). 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.

	BSVSX	SCHJ	Difference
Sharpe ratio Return per unit of total volatility	0.61	2.13	-1.53
Sortino ratio Return per unit of downside risk	1.18	3.01	-1.83
Omega ratio Gain probability vs. loss probability	1.15	1.45	-0.31
Calmar ratio Return relative to maximum drawdown	0.97	3.35	-2.38
Martin ratio Return relative to average drawdown	3.12	13.74	-10.63
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

BSVSX vs. SCHJ - Sharpe Ratio Comparison

The current BSVSX Sharpe Ratio is 0.61, which is lower than the SCHJ Sharpe Ratio of 2.13. The chart below compares the historical Sharpe Ratios of BSVSX and SCHJ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	BSVSX	SCHJ	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.61	2.13	-1.53
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.28	0.81	-0.53
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.34	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.38	0.63	-0.25

Correlation

The correlation between BSVSX and SCHJ is 0.21, 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

BSVSX vs. SCHJ - Dividend Comparison

BSVSX's dividend yield for the trailing twelve months is around 30.41%, more than SCHJ's 4.50% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
SCHJ Schwab 1-5 Year Corporate Bond ETF	4.50%	4.42%	4.00%	2.98%	1.64%	0.94%	2.54%	0.42%	0.00%	0.00%	0.00%	0.00%

Drawdowns

BSVSX vs. SCHJ - Drawdown Comparison

The maximum BSVSX drawdown since its inception was -42.73%, which is greater than SCHJ's maximum drawdown of -13.62%. Use the drawdown chart below to compare losses from any high point for BSVSX and SCHJ.

Drawdown Indicators

	BSVSX	SCHJ	Difference
Max Drawdown Largest peak-to-trough decline	-42.73%	-13.62%	-29.11%
Max Drawdown (1Y) Largest decline over 1 year	-17.49%	-1.47%	-16.02%
Max Drawdown (5Y) Largest decline over 5 years	-26.83%	-9.43%	-17.40%
Max Drawdown (10Y) Largest decline over 10 years	-42.73%	—	—
Current Drawdown Current decline from peak	-15.00%	-0.91%	-14.09%
Average Drawdown Average peak-to-trough decline	-6.81%	-1.92%	-4.89%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.43%	0.36%	+5.07%

Volatility

BSVSX vs. SCHJ - Volatility Comparison

Baird Equity Opportunity Fund (BSVSX) has a higher volatility of 6.56% compared to Schwab 1-5 Year Corporate Bond ETF (SCHJ) at 0.87%. This indicates that BSVSX's price experiences larger fluctuations and is considered to be riskier than SCHJ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BSVSX	SCHJ	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.56%	0.87%	+5.69%
Volatility (6M) Calculated over the trailing 6-month period	20.92%	1.28%	+19.64%
Volatility (1Y) Calculated over the trailing 1-year period	29.56%	2.28%	+27.28%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	23.71%	2.92%	+20.79%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	22.20%	4.18%	+18.02%