EAGG vs. BAGSX
Compare and contrast key facts about iShares ESG Aware US Aggregate Bond ETF (EAGG) and Baird Aggregate Bond Fund (BAGSX).
EAGG is a passively managed fund by iShares that tracks the performance of the Bloomberg MSCI U.S. Aggregate ESG Focus Index. It was launched on Oct 18, 2018. BAGSX is managed by Baird. It was launched on Sep 29, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EAGG or BAGSX.
Key characteristics
| EAGG | BAGSX | |
|---|---|---|
| YTD Return | 2.18% | 2.65% |
| 1Y Return | 8.77% | 9.69% |
| 3Y Return (Ann) | -2.43% | -2.28% |
| 5Y Return (Ann) | -0.07% | 0.01% |
| Sharpe Ratio | 1.37 | 1.48 |
| Sortino Ratio | 2.01 | 2.16 |
| Omega Ratio | 1.24 | 1.26 |
| Calmar Ratio | 0.50 | 0.53 |
| Martin Ratio | 4.81 | 5.62 |
| Ulcer Index | 1.66% | 1.56% |
| Daily Std Dev | 5.82% | 5.95% |
| Max Drawdown | -18.74% | -19.80% |
| Current Drawdown | -8.59% | -8.38% |
Correlation
The correlation between EAGG and BAGSX is 0.93, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
EAGG vs. BAGSX - Performance Comparison
In the year-to-date period, EAGG achieves a 2.18% return, which is significantly lower than BAGSX's 2.65% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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EAGG vs. BAGSX - Expense Ratio Comparison
EAGG has a 0.10% expense ratio, which is lower than BAGSX's 0.55% expense ratio.
Risk-Adjusted Performance
EAGG vs. BAGSX - Risk-Adjusted Performance 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.
Dividends
EAGG vs. BAGSX - Dividend Comparison
EAGG's dividend yield for the trailing twelve months is around 3.84%, more than BAGSX's 3.48% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EAGG iShares ESG Aware US Aggregate Bond ETF | 3.84% | 3.24% | 2.07% | 1.09% | 1.82% | 3.17% | 0.61% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
BAGSX Baird Aggregate Bond Fund | 3.48% | 3.10% | 2.33% | 1.58% | 1.94% | 2.41% | 2.53% | 2.21% | 2.14% | 2.17% | 2.53% | 2.99% |
Drawdowns
EAGG vs. BAGSX - Drawdown Comparison
The maximum EAGG drawdown since its inception was -18.74%, smaller than the maximum BAGSX drawdown of -19.80%. Use the drawdown chart below to compare losses from any high point for EAGG and BAGSX. For additional features, visit the drawdowns tool.
Volatility
EAGG vs. BAGSX - Volatility Comparison
iShares ESG Aware US Aggregate Bond ETF (EAGG) and Baird Aggregate Bond Fund (BAGSX) have volatilities of 1.68% and 1.62%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.