MXBIX vs. BIMSX
Compare and contrast key facts about Great-West Bond Index Fund (MXBIX) and Baird Intermediate Bond Fund (BIMSX).
MXBIX is managed by Great-West. It was launched on Dec 1, 1992. BIMSX is managed by Baird. It was launched on Sep 29, 2000.
Performance
MXBIX vs. BIMSX - Performance Comparison
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MXBIX vs. BIMSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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%
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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
MXBIX
BIMSX
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.
| MXBIX | BIMSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.08 | 1.50 | -0.42 |
Sortino ratioReturn per unit of downside risk | 1.59 | 2.23 | -0.65 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.29 | -0.09 |
Calmar ratioReturn relative to maximum drawdown | 1.35 | 2.43 | -1.09 |
Martin ratioReturn relative to average drawdown | 3.92 | 9.20 | -5.28 |
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
| MXBIX | BIMSX | Difference | |
|---|---|---|---|
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.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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
| MXBIX | BIMSX | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -5.77% | -1.48% | -4.29% |
Average DrawdownAverage peak-to-trough decline | -5.88% | -1.59% | -4.29% |
Ulcer IndexDepth 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
| MXBIX | BIMSX | Difference | |
|---|---|---|---|
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% |