OPIGX vs. BAGIX

In the year-to-date period, OPIGX achieves a 1.25% return, which is significantly lower than BAGIX's 2.00% return. Over the past 10 years, OPIGX has underperformed BAGIX with an annualized return of 0.91%, while BAGIX has yielded a comparatively higher 1.78% annualized return.

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OPIGX has a 0.71% expense ratio, which is higher than BAGIX's 0.30% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Invesco Core Bond Fund (OPIGX) 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.

The current OPIGX Sharpe Ratio is 0.80, which is comparable to the BAGIX Sharpe Ratio of 0.85. The chart below compares the historical Sharpe Ratios of OPIGX 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.

OPIGX's dividend yield for the trailing twelve months is around 4.43%, more than BAGIX's 4.10% yield.

The maximum OPIGX drawdown since its inception was -46.77%, which is greater than BAGIX's maximum drawdown of -19.44%. Use the drawdown chart below to compare losses from any high point for OPIGX and BAGIX. For additional features, visit the drawdowns tool.

Invesco Core Bond Fund (OPIGX) and Baird Aggregate Bond Fund Class I (BAGIX) have volatilities of 1.42% and 1.47%, 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.