IEI vs. BIMIX
Compare and contrast key facts about iShares 3-7 Year Treasury Bond ETF (IEI) and Baird Intermediate Bond Fund Class Institutional (BIMIX).
IEI is a passively managed fund by iShares that tracks the performance of the Barclays Capital U.S. 3-7 Year Treasury Bond Index. It was launched on Jan 11, 2007. BIMIX is managed by Baird. It was launched on Sep 29, 2000.
Performance
IEI vs. BIMIX - Performance Comparison
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IEI vs. BIMIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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%
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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
IEI
BIMIX
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.
| IEI | BIMIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.09 | 1.48 | -0.39 |
Sortino ratioReturn per unit of downside risk | 1.64 | 2.18 | -0.55 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.28 | -0.09 |
Calmar ratioReturn relative to maximum drawdown | 1.78 | 2.04 | -0.26 |
Martin ratioReturn relative to average drawdown | 5.68 | 8.17 | -2.50 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IEI | BIMIX | Difference | |
|---|---|---|---|
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.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
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Drawdown Indicators
| IEI | BIMIX | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -1.57% | -1.60% | +0.03% |
Average DrawdownAverage peak-to-trough decline | -2.68% | -1.49% | -1.19% |
Ulcer IndexDepth 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.
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Volatility by Period
| IEI | BIMIX | Difference | |
|---|---|---|---|
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% |