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LCEAX vs. BAGIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

LCEAX vs. BAGIX - Performance Comparison

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

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LCEAX vs. BAGIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LCEAX
Invesco Diversified Dividend Fund
0.18%15.56%13.09%8.88%-1.67%18.98%0.10%25.05%-7.84%7.49%
BAGIX
Baird Aggregate Bond Fund Class I
-0.06%7.37%1.85%6.42%-13.35%-1.46%8.63%9.48%-0.31%4.20%

Returns By Period

In the year-to-date period, LCEAX achieves a 0.18% return, which is significantly higher than BAGIX's -0.06% return. Over the past 10 years, LCEAX has outperformed BAGIX with an annualized return of 8.33%, while BAGIX has yielded a comparatively lower 2.07% annualized return.


LCEAX

1D
1.84%
1M
-5.01%
YTD
0.18%
6M
3.52%
1Y
13.89%
3Y*
12.61%
5Y*
8.88%
10Y*
8.33%

BAGIX

1D
0.20%
1M
-1.44%
YTD
-0.06%
6M
0.76%
1Y
4.14%
3Y*
4.12%
5Y*
0.47%
10Y*
2.07%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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LCEAX vs. BAGIX - Expense Ratio Comparison

LCEAX has a 0.81% expense ratio, which is higher than BAGIX's 0.30% expense ratio.


Return for Risk

LCEAX vs. BAGIX — Risk / Return Rank

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

LCEAX
LCEAX Risk / Return Rank: 4949
Overall Rank
LCEAX Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
LCEAX Sortino Ratio Rank: 4545
Sortino Ratio Rank
LCEAX Omega Ratio Rank: 4949
Omega Ratio Rank
LCEAX Calmar Ratio Rank: 4949
Calmar Ratio Rank
LCEAX Martin Ratio Rank: 5454
Martin Ratio Rank

BAGIX
BAGIX Risk / Return Rank: 5252
Overall Rank
BAGIX Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
BAGIX Sortino Ratio Rank: 5151
Sortino Ratio Rank
BAGIX Omega Ratio Rank: 3737
Omega Ratio Rank
BAGIX Calmar Ratio Rank: 7272
Calmar Ratio Rank
BAGIX Martin Ratio Rank: 5050
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.

LCEAX vs. BAGIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Diversified Dividend Fund (LCEAX) 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.


LCEAXBAGIXDifference

Sharpe ratio

Return per unit of total volatility

0.97

1.02

-0.05

Sortino ratio

Return per unit of downside risk

1.40

1.47

-0.07

Omega ratio

Gain probability vs. loss probability

1.21

1.18

+0.03

Calmar ratio

Return relative to maximum drawdown

1.30

1.74

-0.43

Martin ratio

Return relative to average drawdown

5.57

5.08

+0.49

LCEAX vs. BAGIX - Sharpe Ratio Comparison

The current LCEAX Sharpe Ratio is 0.97, which is comparable to the BAGIX Sharpe Ratio of 1.02. The chart below compares the historical Sharpe Ratios of LCEAX and BAGIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


LCEAXBAGIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.97

1.02

-0.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.65

0.08

+0.57

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

0.43

+0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

0.98

-0.49

Correlation

The correlation between LCEAX and BAGIX is -0.17. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

LCEAX vs. BAGIX - Dividend Comparison

LCEAX's dividend yield for the trailing twelve months is around 12.56%, more than BAGIX's 4.18% yield.


TTM20252024202320222021202020192018201720162015
LCEAX
Invesco Diversified Dividend Fund
12.56%12.54%12.00%7.87%12.23%18.25%3.76%5.02%7.74%1.86%3.51%5.89%
BAGIX
Baird Aggregate Bond Fund Class I
4.18%4.12%4.03%3.47%2.70%2.00%3.39%2.75%2.87%2.54%2.25%2.46%

Drawdowns

LCEAX vs. BAGIX - Drawdown Comparison

The maximum LCEAX drawdown since its inception was -50.30%, which is greater than BAGIX's maximum drawdown of -18.62%. Use the drawdown chart below to compare losses from any high point for LCEAX and BAGIX.


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Drawdown Indicators


LCEAXBAGIXDifference

Max Drawdown

Largest peak-to-trough decline

-50.30%

-18.62%

-31.68%

Max Drawdown (1Y)

Largest decline over 1 year

-10.41%

-2.63%

-7.78%

Max Drawdown (5Y)

Largest decline over 5 years

-16.10%

-18.60%

+2.50%

Max Drawdown (10Y)

Largest decline over 10 years

-36.16%

-18.62%

-17.54%

Current Drawdown

Current decline from peak

-5.80%

-1.84%

-3.96%

Average Drawdown

Average peak-to-trough decline

-5.66%

-2.36%

-3.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.44%

0.90%

+1.54%

Volatility

LCEAX vs. BAGIX - Volatility Comparison

Invesco Diversified Dividend Fund (LCEAX) has a higher volatility of 4.09% compared to Baird Aggregate Bond Fund Class I (BAGIX) at 1.50%. This indicates that LCEAX'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


LCEAXBAGIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.09%

1.50%

+2.59%

Volatility (6M)

Calculated over the trailing 6-month period

7.53%

2.49%

+5.04%

Volatility (1Y)

Calculated over the trailing 1-year period

14.30%

4.28%

+10.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.67%

5.90%

+7.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.35%

4.88%

+10.47%