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MXBIX vs. BIMSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MXBIX vs. BIMSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Great-West Bond Index Fund (MXBIX) and Baird Intermediate Bond Fund (BIMSX). The values are adjusted to include any dividend payments, if applicable.

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MXBIX vs. BIMSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MXBIX
Great-West Bond Index Fund
-0.23%6.62%0.82%5.02%-13.69%-2.33%7.10%8.09%-0.26%2.56%
BIMSX
Baird Intermediate Bond Fund
-0.32%6.76%3.21%5.53%-8.88%-1.68%7.16%6.83%0.30%2.53%

Returns By Period

In the year-to-date period, MXBIX achieves a -0.23% return, which is significantly higher than BIMSX's -0.32% return. Over the past 10 years, MXBIX has underperformed BIMSX with an annualized return of 1.00%, while BIMSX has yielded a comparatively higher 2.02% annualized return.


MXBIX

1D
0.54%
1M
-2.04%
YTD
-0.23%
6M
0.60%
1Y
3.65%
3Y*
3.05%
5Y*
-0.33%
10Y*
1.00%

BIMSX

1D
0.27%
1M
-1.48%
YTD
-0.32%
6M
0.79%
1Y
3.98%
3Y*
4.25%
5Y*
1.16%
10Y*
2.02%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MXBIX vs. BIMSX - Expense Ratio Comparison

MXBIX has a 0.50% expense ratio, which is lower than BIMSX's 0.55% expense ratio.


Return for Risk

MXBIX vs. BIMSX — Risk / Return Rank

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

MXBIX
MXBIX Risk / Return Rank: 5252
Overall Rank
MXBIX Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
MXBIX Sortino Ratio Rank: 6262
Sortino Ratio Rank
MXBIX Omega Ratio Rank: 4747
Omega Ratio Rank
MXBIX Calmar Ratio Rank: 5757
Calmar Ratio Rank
MXBIX Martin Ratio Rank: 3737
Martin Ratio Rank

BIMSX
BIMSX Risk / Return Rank: 8484
Overall Rank
BIMSX Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
BIMSX Sortino Ratio Rank: 8585
Sortino Ratio Rank
BIMSX Omega Ratio Rank: 7676
Omega Ratio Rank
BIMSX Calmar Ratio Rank: 8989
Calmar Ratio Rank
BIMSX Martin Ratio Rank: 8787
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.

MXBIX vs. BIMSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Great-West Bond Index Fund (MXBIX) and Baird Intermediate Bond Fund (BIMSX). 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.


MXBIXBIMSXDifference

Sharpe ratio

Return per unit of total volatility

1.08

1.50

-0.42

Sortino ratio

Return per unit of downside risk

1.59

2.23

-0.65

Omega ratio

Gain probability vs. loss probability

1.20

1.29

-0.09

Calmar ratio

Return relative to maximum drawdown

1.35

2.43

-1.09

Martin ratio

Return relative to average drawdown

3.92

9.20

-5.28

MXBIX vs. BIMSX - Sharpe Ratio Comparison

The current MXBIX Sharpe Ratio is 1.08, which is comparable to the BIMSX Sharpe Ratio of 1.50. The chart below compares the historical Sharpe Ratios of MXBIX and BIMSX, 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


MXBIXBIMSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.08

1.50

-0.42

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.06

0.30

-0.36

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.21

0.63

-0.42

Sharpe Ratio (All Time)

Calculated using the full available price history

0.09

1.09

-1.00

Correlation

The correlation between MXBIX and BIMSX is 0.84, 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

MXBIX vs. BIMSX - Dividend Comparison

MXBIX's dividend yield for the trailing twelve months is around 2.78%, less than BIMSX's 3.56% yield.


TTM20252024202320222021202020192018201720162015
MXBIX
Great-West Bond Index Fund
2.78%2.78%2.42%1.98%1.32%1.51%2.83%1.06%1.33%0.70%0.00%0.00%
BIMSX
Baird Intermediate Bond Fund
3.56%3.50%3.44%2.81%1.81%1.90%3.08%2.16%2.14%1.98%1.89%2.21%

Drawdowns

MXBIX vs. BIMSX - Drawdown Comparison

The maximum MXBIX drawdown since its inception was -19.74%, which is greater than BIMSX's maximum drawdown of -13.07%. Use the drawdown chart below to compare losses from any high point for MXBIX and BIMSX.


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Drawdown Indicators


MXBIXBIMSXDifference

Max Drawdown

Largest peak-to-trough decline

-19.74%

-13.07%

-6.67%

Max Drawdown (1Y)

Largest decline over 1 year

-2.77%

-1.87%

-0.90%

Max Drawdown (5Y)

Largest decline over 5 years

-18.70%

-13.00%

-5.70%

Max Drawdown (10Y)

Largest decline over 10 years

-19.74%

-13.07%

-6.67%

Current Drawdown

Current decline from peak

-5.77%

-1.48%

-4.29%

Average Drawdown

Average peak-to-trough decline

-5.88%

-1.59%

-4.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.95%

0.49%

+0.46%

Volatility

MXBIX vs. BIMSX - Volatility Comparison

Great-West Bond Index Fund (MXBIX) has a higher volatility of 1.56% compared to Baird Intermediate Bond Fund (BIMSX) at 1.05%. This indicates that MXBIX's price experiences larger fluctuations and is considered to be riskier than BIMSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MXBIXBIMSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.56%

1.05%

+0.51%

Volatility (6M)

Calculated over the trailing 6-month period

2.52%

1.67%

+0.85%

Volatility (1Y)

Calculated over the trailing 1-year period

4.44%

2.80%

+1.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.02%

3.86%

+2.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.92%

3.24%

+1.68%