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MGFIX vs. BCOIX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MGFIX vs. BCOIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AMG GW&K ESG Bond Fund (MGFIX) and Baird Core Plus Bond Fund (BCOIX). 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 investments are quite close, with MGFIX having a 0.63% return and BCOIX slightly higher at 0.64%. Over the past 10 years, MGFIX has underperformed BCOIX with an annualized return of 1.38%, while BCOIX has yielded a comparatively higher 2.41% annualized return.


MGFIX

1D
0.23%
1M
0.91%
YTD
0.63%
6M
0.76%
1Y
4.83%
3Y*
4.34%
5Y*
-0.08%
10Y*
1.38%

BCOIX

1D
0.20%
1M
0.97%
YTD
0.64%
6M
0.87%
1Y
5.02%
3Y*
4.93%
5Y*
0.66%
10Y*
2.41%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MGFIX vs. BCOIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MGFIX
AMG GW&K ESG Bond Fund
0.63%7.26%1.50%6.69%-13.17%-9.68%7.34%11.11%-1.82%6.78%
BCOIX
Baird Core Plus Bond Fund
0.64%7.47%2.54%6.89%-12.86%-1.02%8.80%10.11%-0.52%4.65%

Correlation

The correlation between MGFIX and BCOIX 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

0.97

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

0.97

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

0.92

Correlation (All Time)
Calculated using the full available price history since Sep 29, 2000

0.87

The correlation between MGFIX and BCOIX shifts across timeframes, from 0.87 (all time) to 0.97 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

MGFIX vs. BCOIX — Risk / Return Rank

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

MGFIX
MGFIX Risk / Return Rank: 2424
Overall Rank
MGFIX Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
MGFIX Sortino Ratio Rank: 2626
Sortino Ratio Rank
MGFIX Omega Ratio Rank: 2424
Omega Ratio Rank
MGFIX Calmar Ratio Rank: 2424
Calmar Ratio Rank
MGFIX Martin Ratio Rank: 2020
Martin Ratio Rank

BCOIX
BCOIX Risk / Return Rank: 2727
Overall Rank
BCOIX Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
BCOIX Sortino Ratio Rank: 2929
Sortino Ratio Rank
BCOIX Omega Ratio Rank: 2626
Omega Ratio Rank
BCOIX Calmar Ratio Rank: 3030
Calmar Ratio Rank
BCOIX Martin Ratio Rank: 2525
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.

MGFIX vs. BCOIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AMG GW&K ESG Bond Fund (MGFIX) and Baird Core Plus Bond Fund (BCOIX). 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.


MGFIXBCOIXDifference
Sharpe ratioReturn per unit of total volatility

-0.03

Sortino ratioReturn per unit of downside risk

-0.11

Omega ratioGain probability vs. loss probability

1.24

1.25

-0.01

Calmar ratioReturn relative to maximum drawdown

1.68

1.95

-0.27

Martin ratioReturn relative to average drawdown

4.86

5.51

-0.66

MGFIX vs. BCOIX - Sharpe Ratio Comparison

The current MGFIX Sharpe Ratio is 1.35, which is comparable to the BCOIX Sharpe Ratio of 1.38. The chart below compares the historical Sharpe Ratios of MGFIX and BCOIX, 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

MGFIX vs. BCOIX - Drawdown Comparison

The maximum MGFIX drawdown since its inception was -25.03%, which is greater than BCOIX's maximum drawdown of -18.13%. Use the drawdown chart below to compare losses from any high point for MGFIX and BCOIX.


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Drawdown Indicators


MGFIXBCOIXDifference

Max Drawdown

Largest peak-to-trough decline

-25.03%

-18.13%

-6.90%

Max Drawdown (1Y)

Largest decline over 1 year

-2.93%

-2.58%

-0.35%

Max Drawdown (3Y)

Largest decline over 3 years

-6.75%

-5.61%

-1.14%

Max Drawdown (5Y)

Largest decline over 5 years

-19.68%

-18.13%

-1.55%

Max Drawdown (10Y)

Largest decline over 10 years

-25.03%

-18.13%

-6.90%

Current Drawdown

Current decline from peak

-8.33%

-1.05%

-7.28%

Average Drawdown

Average peak-to-trough decline

-4.81%

-2.18%

-2.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.01%

0.91%

+0.10%

Volatility

MGFIX vs. BCOIX - Volatility Comparison

AMG GW&K ESG Bond Fund (MGFIX) has a higher volatility of 1.15% compared to Baird Core Plus Bond Fund (BCOIX) at 1.09%. This indicates that MGFIX's price experiences larger fluctuations and is considered to be riskier than BCOIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MGFIXBCOIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.15%

1.09%

+0.06%

Volatility (6M)

Calculated over the trailing 6-month period

2.78%

2.72%

+0.06%

Volatility (1Y)

Calculated over the trailing 1-year period

3.65%

3.64%

+0.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.77%

5.65%

+0.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.25%

4.68%

+0.57%

MGFIX vs. BCOIX - Expense Ratio Comparison

MGFIX has a 0.68% expense ratio, which is higher than BCOIX's 0.30% expense ratio.


Dividends

MGFIX vs. BCOIX - Dividend Comparison

MGFIX's dividend yield for the trailing twelve months is around 4.06%, less than BCOIX's 4.34% yield.


PositionTTM20252024202320222021202020192018201720162015
BCOIX
Baird Core Plus Bond Fund
4.34%4.21%4.13%3.58%3.10%2.96%3.51%2.96%3.13%2.83%3.01%2.84%
MGFIX
AMG GW&K ESG Bond Fund
4.06%3.85%3.56%2.94%2.41%2.21%3.38%4.20%3.89%3.81%4.96%4.17%

Frequently Asked Questions


With a correlation of 0.96, MGFIX and BCOIX 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.

MGFIX has higher volatility (1.15%) compared to BCOIX (1.09%). In terms of maximum drawdown, MGFIX dropped -25.03% vs BCOIX's -18.13%.

BCOIX currently has the higher Sharpe Ratio (1.38 vs 1.35), 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.

Portfolio Optimizer

Find the right allocation for MGFIX and BCOIX

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