USD=X vs. BIMSX
USD=X (USD Cash) is a currency, while BIMSX (Baird Intermediate Bond Fund) is Intermediate Core Bond fund managed by Baird. Over the past 10 years, USD=X returned 0.00%/yr vs 1.95%/yr for BIMSX.
Performance
USD=X vs. BIMSX - Performance Comparison
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Returns By Period
USD=X
- 1D
- 0.00%
- 1M
- 0.00%
- YTD
- 0.00%
- 6M
- 0.00%
- 1Y
- 0.00%
- 3Y*
- 0.00%
- 5Y*
- 0.00%
- 10Y*
- 0.00%
BIMSX
- 1D
- 0.36%
- 1M
- 0.68%
- YTD
- 0.27%
- 6M
- 0.71%
- 1Y
- 4.00%
- 3Y*
- 4.59%
- 5Y*
- 1.03%
- 10Y*
- 1.95%
USD=X vs. BIMSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
USD=X USD Cash | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
BIMSX Baird Intermediate Bond Fund | 0.27% | 6.76% | 3.21% | 5.53% | -8.88% | -1.68% | 7.16% | 6.83% | 0.30% | 2.53% |
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Return for Risk
USD=X vs. BIMSX — Risk / Return Rank
USD=X
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
BIMSX
USD=X vs. BIMSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for USD Cash (USD=X) 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.
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.
| USD=X | BIMSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.30 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 2.15 | — |
| Martin ratioReturn relative to average drawdown | — | 6.36 | — |
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Drawdowns
USD=X vs. BIMSX - Drawdown Comparison
The maximum USD=X drawdown since its inception was 0.00%, smaller than the maximum BIMSX drawdown of -13.07%. Use the drawdown chart below to compare losses from any high point for USD=X and BIMSX.
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Drawdown Indicators
| USD=X | BIMSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | 0.00% | -13.07% | +13.07% |
Max Drawdown (1Y)Largest decline over 1 year | 0.00% | -1.87% | +1.87% |
Max Drawdown (3Y)Largest decline over 3 years | 0.00% | -2.57% | +2.57% |
Max Drawdown (5Y)Largest decline over 5 years | 0.00% | -13.00% | +13.00% |
Max Drawdown (10Y)Largest decline over 10 years | 0.00% | -13.07% | +13.07% |
Current DrawdownCurrent decline from peak | 0.00% | -0.89% | +0.89% |
Average DrawdownAverage peak-to-trough decline | 0.00% | -1.59% | +1.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.00% | 0.63% | -0.63% |
Volatility
USD=X vs. BIMSX - Volatility Comparison
The current volatility for USD Cash (USD=X) is 0.00%, while Baird Intermediate Bond Fund (BIMSX) has a volatility of 0.88%. This indicates that USD=X experiences smaller price fluctuations and is considered to be less risky 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
| USD=X | BIMSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.00% | 0.88% | -0.88% |
Volatility (6M)Calculated over the trailing 6-month period | 0.00% | 1.84% | -1.84% |
Volatility (1Y)Calculated over the trailing 1-year period | 0.00% | 2.50% | -2.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 0.00% | 3.88% | -3.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 0.00% | 3.25% | -3.25% |
Frequently Asked Questions
BIMSX has higher volatility (0.88%) compared to USD=X (0.00%). In terms of maximum drawdown, USD=X dropped 0.00% vs BIMSX's -13.07%.
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