EAGG vs. BAGSX
EAGG (iShares ESG Aware US Aggregate Bond ETF) and BAGSX (Baird Aggregate Bond Fund) are both Intermediate Core Bond funds. Over the past 5 years, EAGG returned -0.49%/yr vs -0.36%/yr for BAGSX. Their correlation of 0.94 means they have usually moved in the same direction. EAGG charges 0.10%/yr vs 0.55%/yr for BAGSX.
Performance
EAGG vs. BAGSX - Performance Comparison
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Returns By Period
In the year-to-date period, EAGG achieves a -0.56% return, which is significantly lower than BAGSX's -0.44% return.
EAGG
- 1D
- -0.21%
- 1M
- -1.17%
- 6M
- -0.75%
- YTD
- -0.56%
- 1Y
- 1.82%
- 3Y*
- 3.85%
- 5Y*
- -0.49%
- 10Y*
- —
- ALL TIME*
- 1.90%
BAGSX
- 1D
- 0.10%
- 1M
- -0.84%
- 6M
- -0.61%
- YTD
- -0.44%
- 1Y
- 2.04%
- 3Y*
- 3.99%
- 5Y*
- -0.36%
- 10Y*
- 1.48%
- ALL TIME*
- 3.90%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $13.53M | $14.23M | $19.73M |
EAGG vs. BAGSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
EAGG iShares ESG Aware US Aggregate Bond ETF | -0.56% | 7.18% | 1.12% | 5.58% | -13.63% | -1.30% | 7.40% | 8.68% | 2.19% |
BAGSX Baird Aggregate Bond Fund | -0.44% | 7.11% | 1.63% | 6.12% | -13.52% | -1.74% | 8.42% | 9.17% | 2.14% |
Correlation
The correlation between EAGG and BAGSX is 0.97 - they have historically moved very closely together. At this level, their price movements offset little of one another.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.97 |
Correlation (3Y) Balances recent behavior with more history. | 0.96 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.96 |
Correlation (All Time) Calculated using the full available price history since Oct 23, 2018 | 0.94 |
The correlation between EAGG and BAGSX has been stable across timeframes, ranging from 0.94 to 0.97 - a consistent structural relationship.
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Return for Risk
EAGG vs. BAGSX — Risk / Return Rank
EAGG
BAGSX
EAGG vs. BAGSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares ESG Aware US Aggregate Bond ETF (EAGG) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| EAGG | BAGSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.03 | ||
| Sortino ratioReturn per unit of downside risk | -0.04 | ||
| Omega ratioGain probability vs. loss probability | 1.13 | 1.14 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 0.99 | 1.00 | -0.01 |
| Martin ratioReturn relative to average drawdown | 2.52 | 2.45 | +0.06 |
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Drawdowns
EAGG vs. BAGSX - Drawdown Comparison
The maximum EAGG drawdown since its inception was -18.74%, roughly equal to the maximum BAGSX drawdown of -18.97%. Use the drawdown chart below to compare losses from any high point for EAGG and BAGSX.
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Drawdown Indicators
| EAGG | BAGSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.74% | -18.97% | +0.23% |
Max Drawdown (1Y)Largest decline over 1 year | -2.75% | -2.84% | +0.09% |
Max Drawdown (3Y)Largest decline over 3 years | -5.06% | -5.11% | +0.05% |
Max Drawdown (5Y)Largest decline over 5 years | -17.98% | -18.84% | +0.86% |
Max Drawdown (10Y)Largest decline over 10 years | — | -18.97% | — |
Current DrawdownCurrent decline from peak | -3.59% | -2.26% | -1.33% |
Average DrawdownAverage peak-to-trough decline | -5.98% | -2.52% | -3.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.08% | 1.16% | -0.08% |
Volatility
EAGG vs. BAGSX - Volatility Comparison
iShares ESG Aware US Aggregate Bond ETF (EAGG) has a higher volatility of 0.98% compared to Baird Aggregate Bond Fund (BAGSX) at 0.93%. This indicates that EAGG's price experiences larger fluctuations and is considered to be riskier than BAGSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EAGG | BAGSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.98% | 0.93% | +0.05% |
Volatility (6M)Calculated over the trailing 6-month period | 2.87% | 2.88% | -0.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.70% | 3.70% | 0.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.03% | 5.93% | +0.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.47% | 4.90% | +0.57% |
EAGG vs. BAGSX - Expense Ratio Comparison
EAGG has a 0.10% expense ratio, which is lower than BAGSX's 0.55% expense ratio.
Dividends
EAGG vs. BAGSX - Dividend Comparison
EAGG's dividend yield for the trailing twelve months is around 4.06%, more than BAGSX's 3.86% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BAGSX Baird Aggregate Bond Fund | 3.86% | 3.69% | 3.62% | 3.10% | 2.33% | 1.68% | 3.02% | 2.41% | 2.53% | 2.21% | 1.96% | 2.14% |
EAGG iShares ESG Aware US Aggregate Bond ETF | 3.72% | 3.92% | 3.93% | 3.24% | 2.07% | 1.09% | 1.82% | 3.17% | 0.61% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
With a correlation of 0.97, EAGG and BAGSX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
EAGG has higher volatility (0.98%) compared to BAGSX (0.93%). In terms of maximum drawdown, EAGG dropped -18.74% vs BAGSX's -18.97%.
BAGSX currently has the higher Sharpe Ratio (0.77 vs 0.74), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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