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EAGG vs. BAGSX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

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.


-0.50.00.51.00.9

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.

-1.00%0.00%1.00%2.00%3.00%4.00%5.00%JulyAugustSeptemberOctoberNovemberDecember
1.34%
0.95%
EAGG
BAGSX

Key characteristics

Sharpe Ratio

EAGG:

0.27

BAGSX:

0.30

Sortino Ratio

EAGG:

0.41

BAGSX:

0.45

Omega Ratio

EAGG:

1.05

BAGSX:

1.05

Calmar Ratio

EAGG:

0.11

BAGSX:

0.12

Martin Ratio

EAGG:

0.75

BAGSX:

0.88

Ulcer Index

EAGG:

1.95%

BAGSX:

1.88%

Daily Std Dev

EAGG:

5.47%

BAGSX:

5.52%

Max Drawdown

EAGG:

-18.74%

BAGSX:

-19.80%

Current Drawdown

EAGG:

-9.47%

BAGSX:

-9.54%

Returns By Period

In the year-to-date period, EAGG achieves a 1.19% return, which is significantly lower than BAGSX's 1.34% return.


EAGG

YTD

1.19%

1M

-0.27%

6M

1.34%

1Y

1.42%

5Y*

-0.42%

10Y*

N/A

BAGSX

YTD

1.34%

1M

-0.59%

6M

1.06%

1Y

1.76%

5Y*

-0.40%

10Y*

1.39%

Compare stocks, funds, or ETFs

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


EAGG vs. BAGSX - Expense Ratio Comparison

EAGG has a 0.10% expense ratio, which is lower than BAGSX's 0.55% expense ratio.


BAGSX
Baird Aggregate Bond Fund
Expense ratio chart for BAGSX: current value at 0.55% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.55%
Expense ratio chart for EAGG: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%

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.


Sharpe ratio
The chart of Sharpe ratio for EAGG, currently valued at 0.27, compared to the broader market0.002.004.000.270.30
The chart of Sortino ratio for EAGG, currently valued at 0.41, compared to the broader market-2.000.002.004.006.008.0010.000.410.45
The chart of Omega ratio for EAGG, currently valued at 1.05, compared to the broader market0.501.001.502.002.503.001.051.05
The chart of Calmar ratio for EAGG, currently valued at 0.11, compared to the broader market0.005.0010.0015.000.110.12
The chart of Martin ratio for EAGG, currently valued at 0.75, compared to the broader market0.0020.0040.0060.0080.00100.000.750.88
EAGG
BAGSX

The current EAGG Sharpe Ratio is 0.27, which is comparable to the BAGSX Sharpe Ratio of 0.30. The chart below compares the historical Sharpe Ratios of EAGG 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.


Rolling 12-month Sharpe Ratio0.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.27
0.30
EAGG
BAGSX

Dividends

EAGG vs. BAGSX - Dividend Comparison

EAGG's dividend yield for the trailing twelve months is around 3.93%, more than BAGSX's 3.24% yield.


TTM20232022202120202019201820172016201520142013
EAGG
iShares ESG Aware US Aggregate Bond ETF
3.93%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
3.24%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.


-12.00%-11.00%-10.00%-9.00%-8.00%-7.00%-6.00%JulyAugustSeptemberOctoberNovemberDecember
-9.47%
-9.54%
EAGG
BAGSX

Volatility

EAGG vs. BAGSX - Volatility Comparison

iShares ESG Aware US Aggregate Bond ETF (EAGG) and Baird Aggregate Bond Fund (BAGSX) have volatilities of 1.62% and 1.56%, 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.


1.00%1.20%1.40%1.60%1.80%JulyAugustSeptemberOctoberNovemberDecember
1.62%
1.56%
EAGG
BAGSX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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