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IUSB vs. BAGIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IUSB vs. BAGIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Core Universal USD Bond ETF (IUSB) 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

The year-to-date returns for both stocks are quite close, with IUSB having a 0.43% return and BAGIX slightly lower at 0.42%. Both investments have delivered pretty close results over the past 10 years, with IUSB having a 1.94% annualized return and BAGIX not far ahead at 1.99%.


IUSB

1D
-0.17%
1M
0.31%
YTD
0.43%
6M
0.31%
1Y
5.54%
3Y*
4.51%
5Y*
0.44%
10Y*
1.94%

BAGIX

1D
0.00%
1M
0.57%
YTD
0.42%
6M
0.37%
1Y
5.47%
3Y*
4.52%
5Y*
0.45%
10Y*
1.99%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IUSB vs. BAGIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IUSB
iShares Core Universal USD Bond ETF
0.43%7.38%2.11%6.23%-13.04%-1.33%7.62%9.13%-0.27%3.82%
BAGIX
Baird Aggregate Bond Fund Class I
0.42%7.37%1.85%6.42%-13.35%-1.46%8.63%9.48%-0.31%4.20%

Correlation

The correlation between IUSB and BAGIX is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


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

0.96

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

0.96

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

0.96

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

0.91

Correlation (All Time)
Calculated using the full available price history since Jun 13, 2014

0.87

The correlation between IUSB and BAGIX has been stable across timeframes, ranging from 0.87 to 0.96 - a consistent structural relationship.

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Return for Risk

IUSB vs. BAGIX — Risk / Return Rank

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

IUSB
IUSB Risk / Return Rank: 4343
Overall Rank
IUSB Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
IUSB Sortino Ratio Rank: 4545
Sortino Ratio Rank
IUSB Omega Ratio Rank: 4141
Omega Ratio Rank
IUSB Calmar Ratio Rank: 4343
Calmar Ratio Rank
IUSB Martin Ratio Rank: 4141
Martin Ratio Rank

BAGIX
BAGIX Risk / Return Rank: 2626
Overall Rank
BAGIX Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
BAGIX Sortino Ratio Rank: 2828
Sortino Ratio Rank
BAGIX Omega Ratio Rank: 2525
Omega Ratio Rank
BAGIX Calmar Ratio Rank: 2929
Calmar Ratio Rank
BAGIX Martin Ratio Rank: 2424
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.

IUSB vs. BAGIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Core Universal USD Bond ETF (IUSB) 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.


IUSBBAGIXDifference
Sharpe ratioReturn per unit of total volatility

+0.09

Sortino ratioReturn per unit of downside risk

+0.12

Omega ratioGain probability vs. loss probability

1.27

1.26

+0.01

Calmar ratioReturn relative to maximum drawdown

2.20

2.02

+0.18

Martin ratioReturn relative to average drawdown

6.68

6.02

+0.66

IUSB vs. BAGIX - Sharpe Ratio Comparison

The current IUSB Sharpe Ratio is 1.54, which is comparable to the BAGIX Sharpe Ratio of 1.45. The chart below compares the historical Sharpe Ratios of IUSB 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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Sharpe Ratios by Period


IUSBBAGIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.54

1.45

+0.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.08

0.08

0.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.39

0.41

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.46

0.97

-0.51

Drawdowns

IUSB vs. BAGIX - Drawdown Comparison

The maximum IUSB drawdown since its inception was -17.90%, roughly equal to the maximum BAGIX drawdown of -18.62%. Use the drawdown chart below to compare losses from any high point for IUSB and BAGIX.


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Drawdown Indicators


IUSBBAGIXDifference

Max Drawdown

Largest peak-to-trough decline

-17.90%

-18.62%

+0.72%

Max Drawdown (1Y)

Largest decline over 1 year

-2.53%

-2.72%

+0.19%

Max Drawdown (3Y)

Largest decline over 3 years

-5.82%

-6.05%

+0.23%

Max Drawdown (5Y)

Largest decline over 5 years

-17.87%

-18.60%

+0.73%

Max Drawdown (10Y)

Largest decline over 10 years

-17.90%

-18.62%

+0.72%

Current Drawdown

Current decline from peak

-1.33%

-1.36%

+0.03%

Average Drawdown

Average peak-to-trough decline

-3.59%

-2.35%

-1.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.83%

0.91%

-0.08%

Volatility

IUSB vs. BAGIX - Volatility Comparison

iShares Core Universal USD Bond ETF (IUSB) and Baird Aggregate Bond Fund Class I (BAGIX) have volatilities of 1.24% and 1.26%, 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.


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Volatility by Period


IUSBBAGIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.24%

1.26%

-0.02%

Volatility (6M)

Calculated over the trailing 6-month period

2.62%

2.63%

-0.01%

Volatility (1Y)

Calculated over the trailing 1-year period

3.62%

3.80%

-0.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.79%

5.92%

-0.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.04%

4.89%

+0.15%

IUSB vs. BAGIX - Expense Ratio Comparison

IUSB has a 0.06% expense ratio, which is lower than BAGIX's 0.30% expense ratio.


Dividends

IUSB vs. BAGIX - Dividend Comparison

IUSB's dividend yield for the trailing twelve months is around 4.23%, which matches BAGIX's 4.24% yield.


PositionTTM20252024202320222021202020192018201720162015
BAGIX
Baird Aggregate Bond Fund Class I
4.24%4.12%4.03%3.47%2.70%2.00%3.39%2.75%2.87%2.54%2.25%2.46%
IUSB
iShares Core Universal USD Bond ETF
4.23%4.17%4.04%3.46%2.53%1.74%2.68%3.04%2.98%2.56%2.60%1.95%

Frequently Asked Questions


With a correlation of 0.96, IUSB and BAGIX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

BAGIX has higher volatility (1.26%) compared to IUSB (1.24%). In terms of maximum drawdown, IUSB dropped -17.90% vs BAGIX's -18.62%.

IUSB currently has the higher Sharpe Ratio (1.54 vs 1.45), 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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