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GNMA vs. BAGIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GNMA vs. BAGIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares GNMA Bond ETF (GNMA) and Baird Aggregate Bond Fund Class I (BAGIX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GNMA achieves a 0.73% return, which is significantly higher than BAGIX's 0.63% return. Over the past 10 years, GNMA has underperformed BAGIX with an annualized return of 1.20%, while BAGIX has yielded a comparatively higher 1.97% annualized return.


GNMA

1D
-0.14%
1M
0.81%
YTD
0.73%
6M
1.01%
1Y
5.85%
3Y*
4.20%
5Y*
0.60%
10Y*
1.20%

BAGIX

1D
0.31%
1M
0.98%
YTD
0.63%
6M
0.88%
1Y
4.93%
3Y*
4.56%
5Y*
0.28%
10Y*
1.97%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GNMA vs. BAGIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GNMA
iShares GNMA Bond ETF
0.73%8.25%1.07%5.34%-10.83%-1.86%3.51%5.85%0.85%1.74%
BAGIX
Baird Aggregate Bond Fund Class I
0.63%7.37%1.85%6.42%-13.35%-1.46%8.63%9.48%-0.31%4.20%

Correlation

The correlation between GNMA and BAGIX is 0.81, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.81

Correlation (3Y)
Calculated over the trailing 3-year period

0.88

Correlation (5Y)
Calculated over the trailing 5-year period

0.88

Correlation (10Y)
Calculated over the trailing 10-year period

0.75

Correlation (All Time)
Calculated using the full available price history since Feb 21, 2012

0.65

The correlation between GNMA and BAGIX shifts across timeframes, from 0.65 (all time) to 0.88 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

GNMA vs. BAGIX — Risk / Return Rank

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

GNMA
GNMA Risk / Return Rank: 4242
Overall Rank
GNMA Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
GNMA Sortino Ratio Rank: 4242
Sortino Ratio Rank
GNMA Omega Ratio Rank: 3838
Omega Ratio Rank
GNMA Calmar Ratio Rank: 4747
Calmar Ratio Rank
GNMA Martin Ratio Rank: 4242
Martin Ratio Rank

BAGIX
BAGIX Risk / Return Rank: 2525
Overall Rank
BAGIX Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
BAGIX Sortino Ratio Rank: 2727
Sortino Ratio Rank
BAGIX Omega Ratio Rank: 2424
Omega Ratio Rank
BAGIX Calmar Ratio Rank: 2727
Calmar Ratio Rank
BAGIX Martin Ratio Rank: 2222
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.

GNMA vs. BAGIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares GNMA Bond ETF (GNMA) and Baird Aggregate Bond Fund Class I (BAGIX). 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.


GNMABAGIXDifference
Sharpe ratioReturn per unit of total volatility

+0.05

Sortino ratioReturn per unit of downside risk

+0.09

Omega ratioGain probability vs. loss probability

1.24

1.24

+0.01

Calmar ratioReturn relative to maximum drawdown

2.25

1.82

+0.43

Martin ratioReturn relative to average drawdown

6.76

5.12

+1.64

GNMA vs. BAGIX - Sharpe Ratio Comparison

The current GNMA Sharpe Ratio is 1.38, which is comparable to the BAGIX Sharpe Ratio of 1.33. The chart below compares the historical Sharpe Ratios of GNMA and BAGIX, 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

GNMA vs. BAGIX - Drawdown Comparison

The maximum GNMA drawdown since its inception was -17.09%, smaller than the maximum BAGIX drawdown of -18.62%. Use the drawdown chart below to compare losses from any high point for GNMA and BAGIX.


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Drawdown Indicators


GNMABAGIXDifference

Max Drawdown

Largest peak-to-trough decline

-17.09%

-18.62%

+1.53%

Max Drawdown (1Y)

Largest decline over 1 year

-2.61%

-2.72%

+0.11%

Max Drawdown (3Y)

Largest decline over 3 years

-7.13%

-6.05%

-1.08%

Max Drawdown (5Y)

Largest decline over 5 years

-15.83%

-18.60%

+2.77%

Max Drawdown (10Y)

Largest decline over 10 years

-17.09%

-18.62%

+1.53%

Current Drawdown

Current decline from peak

-1.24%

-1.16%

-0.08%

Average Drawdown

Average peak-to-trough decline

-3.65%

-2.35%

-1.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.87%

0.96%

-0.09%

Volatility

GNMA vs. BAGIX - Volatility Comparison

iShares GNMA Bond ETF (GNMA) has a higher volatility of 1.37% compared to Baird Aggregate Bond Fund Class I (BAGIX) at 1.14%. This indicates that GNMA's price experiences larger fluctuations and is considered to be riskier than BAGIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GNMABAGIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.37%

1.14%

+0.23%

Volatility (6M)

Calculated over the trailing 6-month period

3.29%

2.67%

+0.62%

Volatility (1Y)

Calculated over the trailing 1-year period

4.26%

3.71%

+0.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.63%

5.92%

+0.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.14%

4.89%

+0.25%

GNMA vs. BAGIX - Expense Ratio Comparison

GNMA has a 0.15% expense ratio, which is lower than BAGIX's 0.30% expense ratio.


Dividends

GNMA vs. BAGIX - Dividend Comparison

GNMA's dividend yield for the trailing twelve months is around 4.23%, which matches BAGIX's 4.23% yield.


PositionTTM20252024202320222021202020192018201720162015
BAGIX
Baird Aggregate Bond Fund Class I
4.23%4.12%4.03%3.47%2.70%2.00%3.39%2.75%2.87%2.54%2.25%2.46%
GNMA
iShares GNMA Bond ETF
4.23%4.19%4.15%3.43%2.01%0.64%1.89%2.61%2.41%2.15%1.89%1.50%

Frequently Asked Questions


GNMA and BAGIX have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GNMA has higher volatility (1.37%) compared to BAGIX (1.14%). In terms of maximum drawdown, GNMA dropped -17.09% vs BAGIX's -18.62%.

GNMA currently has the higher Sharpe Ratio (1.38 vs 1.33), 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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