BIMSX vs. CCWSX

Last updated Apr 1, 2026

Compare and contrast key facts about Baird Intermediate Bond Fund (BIMSX) and Chautauqua International Growth Fund (CCWSX).

BIMSX is managed by Baird. It was launched on Sep 29, 2000. CCWSX is managed by Baird. It was launched on Apr 14, 2016.

Performance

BIMSX vs. CCWSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Baird Intermediate Bond Fund (BIMSX) and Chautauqua International Growth Fund (CCWSX). The values are adjusted to include any dividend payments, if applicable.

BIMSX vs. CCWSX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
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%
CCWSX Chautauqua International Growth Fund	-16.07%	19.17%	11.30%	12.16%	-18.05%	6.62%	39.37%	26.43%	-17.36%	34.60%

Returns By Period

In the year-to-date period, BIMSX achieves a -0.32% return, which is significantly higher than CCWSX's -16.07% return.

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%

CCWSX

• 1D: -0.64%
• 1M: -14.16%
• YTD: -16.07%
• 6M: -15.98%
• 1Y: -4.75%
• 3Y*: 3.78%
• 5Y*: 1.47%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

BIMSX vs. CCWSX - Expense Ratio Comparison

BIMSX has a 0.55% expense ratio, which is lower than CCWSX's 1.05% expense ratio.

CCWSX

Chautauqua International Growth Fund

BIMSX

Baird Intermediate Bond Fund

Return for Risk

BIMSX vs. CCWSX — Risk / Return Rank

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

BIMSX

BIMSX Risk / Return Rank: 84
BIMSX Sharpe Ratio Rank: 81
BIMSX Sortino Ratio Rank: 85
BIMSX Omega Ratio Rank: 76
BIMSX Calmar Ratio Rank: 89
BIMSX Martin Ratio Rank: 87

CCWSX

CCWSX Risk / Return Rank: 2
CCWSX Sharpe Ratio Rank: 2
CCWSX Sortino Ratio Rank: 3
CCWSX Omega Ratio Rank: 3
CCWSX Calmar Ratio Rank: 3
CCWSX Martin Ratio Rank: 2

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.

BIMSX vs. CCWSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Baird Intermediate Bond Fund (BIMSX) and Chautauqua International Growth Fund (CCWSX). 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.

	BIMSX	CCWSX	Difference
Sharpe ratio Return per unit of total volatility	1.50	-0.28	+1.78
Sortino ratio Return per unit of downside risk	2.23	-0.27	+2.50
Omega ratio Gain probability vs. loss probability	1.29	0.96	+0.32
Calmar ratio Return relative to maximum drawdown	2.43	-0.33	+2.77
Martin ratio Return relative to average drawdown	9.20	-1.23	+10.44
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

BIMSX vs. CCWSX - Sharpe Ratio Comparison

The current BIMSX Sharpe Ratio is 1.50, which is higher than the CCWSX Sharpe Ratio of -0.28. The chart below compares the historical Sharpe Ratios of BIMSX and CCWSX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	BIMSX	CCWSX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.50	-0.28	+1.78
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.30	0.08	+0.22
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.63	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.09	0.47	+0.62

Correlation

The correlation between BIMSX and CCWSX is 0.03, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

BIMSX vs. CCWSX - Dividend Comparison

BIMSX's dividend yield for the trailing twelve months is around 3.56%, more than CCWSX's 1.70% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
CCWSX Chautauqua International Growth Fund	1.70%	1.43%	0.45%	0.16%	0.80%	0.47%	0.28%	1.85%	2.25%	3.31%	0.00%	0.00%

Drawdowns

BIMSX vs. CCWSX - Drawdown Comparison

The maximum BIMSX drawdown since its inception was -13.07%, smaller than the maximum CCWSX drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for BIMSX and CCWSX.

Drawdown Indicators

	BIMSX	CCWSX	Difference
Max Drawdown Largest peak-to-trough decline	-13.07%	-34.59%	+21.52%
Max Drawdown (1Y) Largest decline over 1 year	-1.87%	-19.75%	+17.88%
Max Drawdown (5Y) Largest decline over 5 years	-13.00%	-34.59%	+21.59%
Max Drawdown (10Y) Largest decline over 10 years	-13.07%	—	—
Current Drawdown Current decline from peak	-1.48%	-19.75%	+18.27%
Average Drawdown Average peak-to-trough decline	-1.59%	-8.82%	+7.23%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.49%	5.32%	-4.83%

Volatility

BIMSX vs. CCWSX - Volatility Comparison

The current volatility for Baird Intermediate Bond Fund (BIMSX) is 1.05%, while Chautauqua International Growth Fund (CCWSX) has a volatility of 6.67%. This indicates that BIMSX experiences smaller price fluctuations and is considered to be less risky than CCWSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BIMSX	CCWSX	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.05%	6.67%	-5.62%
Volatility (6M) Calculated over the trailing 6-month period	1.67%	11.85%	-10.18%
Volatility (1Y) Calculated over the trailing 1-year period	2.80%	18.25%	-15.45%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	3.86%	17.99%	-14.13%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	3.24%	18.41%	-15.17%