PortfoliosLab logoPortfoliosLab logo
IEI vs. BIMIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IEI vs. BIMIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares 3-7 Year Treasury Bond ETF (IEI) and Baird Intermediate Bond Fund Class Institutional (BIMIX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

IEI vs. BIMIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IEI
iShares 3-7 Year Treasury Bond ETF
-0.13%6.96%1.81%4.42%-9.51%-2.54%6.95%5.71%1.36%1.22%
BIMIX
Baird Intermediate Bond Fund Class Institutional
-0.34%6.69%3.45%5.78%-8.64%-1.41%7.42%7.05%0.58%2.74%

Returns By Period

In the year-to-date period, IEI achieves a -0.13% return, which is significantly higher than BIMIX's -0.34% return. Over the past 10 years, IEI has underperformed BIMIX with an annualized return of 1.35%, while BIMIX has yielded a comparatively higher 2.23% annualized return.


IEI

1D
-0.08%
1M
-1.15%
YTD
-0.13%
6M
0.68%
1Y
3.73%
3Y*
3.40%
5Y*
0.45%
10Y*
1.35%

BIMIX

1D
0.19%
1M
-1.23%
YTD
-0.34%
6M
0.62%
1Y
4.02%
3Y*
4.36%
5Y*
1.30%
10Y*
2.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


IEI vs. BIMIX - Expense Ratio Comparison

IEI has a 0.15% expense ratio, which is lower than BIMIX's 0.30% expense ratio.


Return for Risk

IEI vs. BIMIX — Risk / Return Rank

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

IEI
IEI Risk / Return Rank: 5959
Overall Rank
IEI Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
IEI Sortino Ratio Rank: 6262
Sortino Ratio Rank
IEI Omega Ratio Rank: 4949
Omega Ratio Rank
IEI Calmar Ratio Rank: 6767
Calmar Ratio Rank
IEI Martin Ratio Rank: 5555
Martin Ratio Rank

BIMIX
BIMIX Risk / Return Rank: 7979
Overall Rank
BIMIX Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
BIMIX Sortino Ratio Rank: 8282
Sortino Ratio Rank
BIMIX Omega Ratio Rank: 7272
Omega Ratio Rank
BIMIX Calmar Ratio Rank: 8181
Calmar Ratio Rank
BIMIX Martin Ratio Rank: 8080
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.

IEI vs. BIMIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares 3-7 Year Treasury Bond ETF (IEI) and Baird Intermediate Bond Fund Class Institutional (BIMIX). 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.


IEIBIMIXDifference

Sharpe ratio

Return per unit of total volatility

1.09

1.48

-0.39

Sortino ratio

Return per unit of downside risk

1.64

2.18

-0.55

Omega ratio

Gain probability vs. loss probability

1.20

1.28

-0.09

Calmar ratio

Return relative to maximum drawdown

1.78

2.04

-0.26

Martin ratio

Return relative to average drawdown

5.68

8.17

-2.50

IEI vs. BIMIX - Sharpe Ratio Comparison

The current IEI Sharpe Ratio is 1.09, which is comparable to the BIMIX Sharpe Ratio of 1.48. The chart below compares the historical Sharpe Ratios of IEI and BIMIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


IEIBIMIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.09

1.48

-0.39

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.10

0.34

-0.24

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.34

0.69

-0.34

Sharpe Ratio (All Time)

Calculated using the full available price history

0.71

1.17

-0.47

Correlation

The correlation between IEI and BIMIX is 0.90, 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.


Dividends

IEI vs. BIMIX - Dividend Comparison

IEI's dividend yield for the trailing twelve months is around 3.58%, less than BIMIX's 3.67% yield.


TTM20252024202320222021202020192018201720162015
IEI
iShares 3-7 Year Treasury Bond ETF
3.58%3.48%3.18%2.36%1.37%0.73%1.12%2.01%1.95%1.51%1.33%1.39%
BIMIX
Baird Intermediate Bond Fund Class Institutional
3.67%3.67%3.89%3.21%2.17%2.27%3.49%2.52%2.50%2.35%2.21%2.57%

Drawdowns

IEI vs. BIMIX - Drawdown Comparison

The maximum IEI drawdown since its inception was -14.60%, which is greater than BIMIX's maximum drawdown of -12.76%. Use the drawdown chart below to compare losses from any high point for IEI and BIMIX.


Loading graphics...

Drawdown Indicators


IEIBIMIXDifference

Max Drawdown

Largest peak-to-trough decline

-14.60%

-12.76%

-1.84%

Max Drawdown (1Y)

Largest decline over 1 year

-2.20%

-2.07%

-0.13%

Max Drawdown (5Y)

Largest decline over 5 years

-13.88%

-12.76%

-1.12%

Max Drawdown (10Y)

Largest decline over 10 years

-14.60%

-12.76%

-1.84%

Current Drawdown

Current decline from peak

-1.57%

-1.60%

+0.03%

Average Drawdown

Average peak-to-trough decline

-2.68%

-1.49%

-1.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.69%

0.52%

+0.17%

Volatility

IEI vs. BIMIX - Volatility Comparison

iShares 3-7 Year Treasury Bond ETF (IEI) has a higher volatility of 1.25% compared to Baird Intermediate Bond Fund Class Institutional (BIMIX) at 1.05%. This indicates that IEI's price experiences larger fluctuations and is considered to be riskier than BIMIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


IEIBIMIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.25%

1.05%

+0.20%

Volatility (6M)

Calculated over the trailing 6-month period

2.06%

1.65%

+0.41%

Volatility (1Y)

Calculated over the trailing 1-year period

3.44%

2.79%

+0.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.75%

3.87%

+0.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.93%

3.25%

+0.68%