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PTKIX vs. BCOIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PTKIX vs. BCOIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price Total Return Fund (PTKIX) and Baird Core Plus Bond Fund (BCOIX). The values are adjusted to include any dividend payments, if applicable.

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PTKIX vs. BCOIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PTKIX
T. Rowe Price Total Return Fund
-0.65%7.50%2.46%4.95%-16.52%0.59%8.40%11.86%0.17%4.97%
BCOIX
Baird Core Plus Bond Fund
-0.36%7.47%2.54%6.89%-12.86%-1.02%8.80%10.11%-0.52%4.65%

Returns By Period

In the year-to-date period, PTKIX achieves a -0.65% return, which is significantly lower than BCOIX's -0.36% return.


PTKIX

1D
0.48%
1M
-2.46%
YTD
-0.65%
6M
0.47%
1Y
3.89%
3Y*
3.51%
5Y*
-0.30%
10Y*

BCOIX

1D
0.49%
1M
-2.04%
YTD
-0.36%
6M
0.74%
1Y
4.37%
3Y*
4.44%
5Y*
0.88%
10Y*
2.52%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PTKIX vs. BCOIX - Expense Ratio Comparison

PTKIX has a 0.33% expense ratio, which is higher than BCOIX's 0.30% expense ratio.


Return for Risk

PTKIX vs. BCOIX — Risk / Return Rank

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

PTKIX
PTKIX Risk / Return Rank: 5454
Overall Rank
PTKIX Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
PTKIX Sortino Ratio Rank: 6060
Sortino Ratio Rank
PTKIX Omega Ratio Rank: 4343
Omega Ratio Rank
PTKIX Calmar Ratio Rank: 6666
Calmar Ratio Rank
PTKIX Martin Ratio Rank: 4545
Martin Ratio Rank

BCOIX
BCOIX Risk / Return Rank: 6565
Overall Rank
BCOIX Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
BCOIX Sortino Ratio Rank: 6565
Sortino Ratio Rank
BCOIX Omega Ratio Rank: 5050
Omega Ratio Rank
BCOIX Calmar Ratio Rank: 8383
Calmar Ratio Rank
BCOIX Martin Ratio Rank: 6565
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.

PTKIX vs. BCOIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Total Return Fund (PTKIX) 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.


PTKIXBCOIXDifference

Sharpe ratio

Return per unit of total volatility

1.06

1.12

-0.06

Sortino ratio

Return per unit of downside risk

1.55

1.60

-0.05

Omega ratio

Gain probability vs. loss probability

1.19

1.20

-0.01

Calmar ratio

Return relative to maximum drawdown

1.52

2.01

-0.48

Martin ratio

Return relative to average drawdown

4.59

6.11

-1.52

PTKIX vs. BCOIX - Sharpe Ratio Comparison

The current PTKIX Sharpe Ratio is 1.06, which is comparable to the BCOIX Sharpe Ratio of 1.12. The chart below compares the historical Sharpe Ratios of PTKIX and BCOIX, 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


PTKIXBCOIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.06

1.12

-0.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.05

0.16

-0.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

1.07

-0.62

Correlation

The correlation between PTKIX and BCOIX is 0.91, 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

PTKIX vs. BCOIX - Dividend Comparison

PTKIX's dividend yield for the trailing twelve months is around 4.81%, more than BCOIX's 4.31% yield.


TTM20252024202320222021202020192018201720162015
PTKIX
T. Rowe Price Total Return Fund
4.81%5.27%5.22%4.19%2.87%3.28%3.38%6.78%3.41%3.35%0.00%0.00%
BCOIX
Baird Core Plus Bond Fund
4.31%4.21%4.13%3.58%3.10%2.96%3.51%2.96%3.13%2.83%3.01%2.84%

Drawdowns

PTKIX vs. BCOIX - Drawdown Comparison

The maximum PTKIX drawdown since its inception was -20.91%, which is greater than BCOIX's maximum drawdown of -18.13%. Use the drawdown chart below to compare losses from any high point for PTKIX and BCOIX.


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Drawdown Indicators


PTKIXBCOIXDifference

Max Drawdown

Largest peak-to-trough decline

-20.91%

-18.13%

-2.78%

Max Drawdown (1Y)

Largest decline over 1 year

-2.93%

-2.54%

-0.39%

Max Drawdown (5Y)

Largest decline over 5 years

-20.91%

-18.13%

-2.78%

Max Drawdown (10Y)

Largest decline over 10 years

-18.13%

Current Drawdown

Current decline from peak

-5.23%

-2.04%

-3.19%

Average Drawdown

Average peak-to-trough decline

-5.82%

-2.19%

-3.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.97%

0.83%

+0.14%

Volatility

PTKIX vs. BCOIX - Volatility Comparison

The current volatility for T. Rowe Price Total Return Fund (PTKIX) is 1.50%, while Baird Core Plus Bond Fund (BCOIX) has a volatility of 1.63%. This indicates that PTKIX experiences smaller price fluctuations and is considered to be less risky 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


PTKIXBCOIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.50%

1.63%

-0.13%

Volatility (6M)

Calculated over the trailing 6-month period

2.61%

2.53%

+0.08%

Volatility (1Y)

Calculated over the trailing 1-year period

4.35%

4.11%

+0.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.85%

5.62%

+0.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.08%

4.66%

+0.42%