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EAGG vs. BAGSX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EAGG vs. BAGSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares ESG Aware US Aggregate Bond ETF (EAGG) and Baird Aggregate Bond Fund (BAGSX). The values are adjusted to include any dividend payments, if applicable.

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

Liquidity Comparison


PositionAvg. 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)20252024202320222021202020192018
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

Compare historical risk-adjusted metric ranks over the past 12 months.

EAGG
EAGG Risk / Return Rank: 2929
Overall Rank
EAGG Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
EAGG Sortino Ratio Rank: 2929
Sortino Ratio Rank
EAGG Omega Ratio Rank: 2727
Omega Ratio Rank
EAGG Calmar Ratio Rank: 3030
Calmar Ratio Rank
EAGG Martin Ratio Rank: 2929
Martin Ratio Rank

BAGSX
BAGSX Risk / Return Rank: 2020
Overall Rank
BAGSX Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
BAGSX Sortino Ratio Rank: 2121
Sortino Ratio Rank
BAGSX Omega Ratio Rank: 2020
Omega Ratio Rank
BAGSX Calmar Ratio Rank: 2121
Calmar Ratio Rank
BAGSX Martin Ratio Rank: 1818
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

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.


EAGGBAGSXDifference
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

EAGG vs. BAGSX - Sharpe Ratio Comparison

The current EAGG Sharpe Ratio is 0.74, which is comparable to the BAGSX Sharpe Ratio of 0.77. The chart below compares the historical Sharpe Ratios of EAGG and BAGSX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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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


EAGGBAGSXDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-3.59%

-2.26%

-1.33%

Average Drawdown

Average peak-to-trough decline

-5.98%

-2.52%

-3.46%

Ulcer Index

Depth 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


EAGGBAGSXDifference

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.


PositionTTM20252024202320222021202020192018201720162015
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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