PortfoliosLab logoPortfoliosLab logo
BTMSX vs. BAGSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BTMSX vs. BAGSX - Performance Comparison

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

Loading graphics...

BTMSX vs. BAGSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BTMSX
Baird Short-Term Municipal Bond Fund
0.16%4.46%2.98%3.90%-4.01%0.59%2.90%3.81%1.34%2.45%
BAGSX
Baird Aggregate Bond Fund
-0.31%7.11%1.63%6.12%-13.52%-1.74%8.42%9.17%-0.55%3.90%

Returns By Period

In the year-to-date period, BTMSX achieves a 0.16% return, which is significantly higher than BAGSX's -0.31% return. Both investments have delivered pretty close results over the past 10 years, with BTMSX having a 1.78% annualized return and BAGSX not far ahead at 1.81%.


BTMSX

1D
0.00%
1M
-1.10%
YTD
0.16%
6M
0.85%
1Y
3.71%
3Y*
3.36%
5Y*
1.56%
10Y*
1.78%

BAGSX

1D
0.59%
1M
-2.07%
YTD
-0.31%
6M
0.69%
1Y
4.01%
3Y*
3.80%
5Y*
0.26%
10Y*
1.81%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


BTMSX vs. BAGSX - Expense Ratio Comparison

Both BTMSX and BAGSX have an expense ratio of 0.55%.


Return for Risk

BTMSX vs. BAGSX — Risk / Return Rank

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

BTMSX
BTMSX Risk / Return Rank: 9191
Overall Rank
BTMSX Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
BTMSX Sortino Ratio Rank: 9393
Sortino Ratio Rank
BTMSX Omega Ratio Rank: 9797
Omega Ratio Rank
BTMSX Calmar Ratio Rank: 8383
Calmar Ratio Rank
BTMSX Martin Ratio Rank: 8888
Martin Ratio Rank

BAGSX
BAGSX Risk / Return Rank: 5555
Overall Rank
BAGSX Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
BAGSX Sortino Ratio Rank: 5252
Sortino Ratio Rank
BAGSX Omega Ratio Rank: 4040
Omega Ratio Rank
BAGSX Calmar Ratio Rank: 7777
Calmar Ratio Rank
BAGSX Martin Ratio Rank: 5353
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.

BTMSX vs. BAGSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Baird Short-Term Municipal Bond Fund (BTMSX) and Baird Aggregate Bond Fund (BAGSX). 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.


BTMSXBAGSXDifference

Sharpe ratio

Return per unit of total volatility

2.12

0.99

+1.13

Sortino ratio

Return per unit of downside risk

2.86

1.42

+1.44

Omega ratio

Gain probability vs. loss probability

1.73

1.18

+0.55

Calmar ratio

Return relative to maximum drawdown

2.07

1.79

+0.28

Martin ratio

Return relative to average drawdown

9.52

5.16

+4.36

BTMSX vs. BAGSX - Sharpe Ratio Comparison

The current BTMSX Sharpe Ratio is 2.12, which is higher than the BAGSX Sharpe Ratio of 0.99. The chart below compares the historical Sharpe Ratios of BTMSX and BAGSX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


BTMSXBAGSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.12

0.99

+1.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.92

0.04

+0.87

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.97

0.37

+0.60

Sharpe Ratio (All Time)

Calculated using the full available price history

1.00

0.92

+0.08

Correlation

The correlation between BTMSX and BAGSX is 0.40, 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

BTMSX vs. BAGSX - Dividend Comparison

BTMSX's dividend yield for the trailing twelve months is around 3.05%, less than BAGSX's 3.76% yield.


TTM20252024202320222021202020192018201720162015
BTMSX
Baird Short-Term Municipal Bond Fund
3.05%3.05%2.93%2.48%1.36%0.88%1.30%1.66%1.53%1.43%1.17%0.00%
BAGSX
Baird Aggregate Bond Fund
3.76%3.69%3.62%3.10%2.33%1.68%3.02%2.41%2.53%2.21%1.96%2.14%

Drawdowns

BTMSX vs. BAGSX - Drawdown Comparison

The maximum BTMSX drawdown since its inception was -6.51%, smaller than the maximum BAGSX drawdown of -18.97%. Use the drawdown chart below to compare losses from any high point for BTMSX and BAGSX.


Loading graphics...

Drawdown Indicators


BTMSXBAGSXDifference

Max Drawdown

Largest peak-to-trough decline

-6.51%

-18.97%

+12.46%

Max Drawdown (1Y)

Largest decline over 1 year

-1.89%

-2.64%

+0.75%

Max Drawdown (5Y)

Largest decline over 5 years

-6.51%

-18.84%

+12.33%

Max Drawdown (10Y)

Largest decline over 10 years

-6.51%

-18.97%

+12.46%

Current Drawdown

Current decline from peak

-1.10%

-2.14%

+1.04%

Average Drawdown

Average peak-to-trough decline

-0.95%

-2.53%

+1.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.41%

0.92%

-0.51%

Volatility

BTMSX vs. BAGSX - Volatility Comparison

The current volatility for Baird Short-Term Municipal Bond Fund (BTMSX) is 0.47%, while Baird Aggregate Bond Fund (BAGSX) has a volatility of 1.64%. This indicates that BTMSX experiences smaller price fluctuations and is considered to be less risky than BAGSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


BTMSXBAGSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.47%

1.64%

-1.17%

Volatility (6M)

Calculated over the trailing 6-month period

0.74%

2.56%

-1.82%

Volatility (1Y)

Calculated over the trailing 1-year period

1.86%

4.27%

-2.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1.71%

5.91%

-4.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.84%

4.89%

-3.05%