BMDSX vs. CCWSX
BMDSX (Baird Mid Cap Growth Fund) and CCWSX (Chautauqua International Growth Fund) are both mutual funds - BMDSX is a Mid Cap Growth Equities fund managed by Baird, while CCWSX is a Foreign Large Cap Equities fund managed by Baird. Over the past 5 years, BMDSX returned -2.48%/yr vs 3.59%/yr for CCWSX. Their 0.76 correlation means they have sometimes moved together and sometimes differently. Both charge a 1.05% expense ratio.
Performance
BMDSX vs. CCWSX - Performance Comparison
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Returns By Period
In the year-to-date period, BMDSX achieves a 7.69% return, which is significantly higher than CCWSX's -2.13% return.
BMDSX
- 1D
- 0.55%
- 1M
- -1.14%
- 6M
- 4.48%
- YTD
- 7.69%
- 1Y
- -0.24%
- 3Y*
- -0.64%
- 5Y*
- -2.48%
- 10Y*
- 8.82%
- ALL TIME*
- 7.16%
CCWSX
- 1D
- -0.74%
- 1M
- 1.99%
- 6M
- -2.71%
- YTD
- -2.13%
- 1Y
- 4.73%
- 3Y*
- 8.28%
- 5Y*
- 3.59%
- 10Y*
- —
- ALL TIME*
- 10.01%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
BMDSX vs. CCWSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BMDSX Baird Mid Cap Growth Fund | 7.69% | -9.55% | -1.16% | 19.91% | -27.86% | 21.81% | 34.56% | 35.94% | -1.52% | 26.61% |
CCWSX Chautauqua International Growth Fund | -2.13% | 19.17% | 11.30% | 12.16% | -18.05% | 6.62% | 39.37% | 26.43% | -17.36% | 34.60% |
Correlation
The correlation between BMDSX and CCWSX is 0.69, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.69 |
Correlation (3Y) Balances recent behavior with more history. | 0.71 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.78 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2017 | 0.76 |
The correlation between BMDSX and CCWSX has been stable across timeframes, ranging from 0.69 to 0.78 - a consistent structural relationship.
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Return for Risk
BMDSX vs. CCWSX — Risk / Return Rank
BMDSX
CCWSX
BMDSX vs. CCWSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Baird Mid Cap Growth Fund (BMDSX) 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.
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.
| BMDSX | CCWSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.33 | ||
| Sortino ratioReturn per unit of downside risk | -0.47 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 1.05 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | -0.11 | 0.20 | -0.31 |
| Martin ratioReturn relative to average drawdown | -0.26 | 0.50 | -0.76 |
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Drawdowns
BMDSX vs. CCWSX - Drawdown Comparison
The maximum BMDSX drawdown since its inception was -53.96%, which is greater than CCWSX's maximum drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for BMDSX and CCWSX.
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Drawdown Indicators
| BMDSX | CCWSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.96% | -34.59% | -19.37% |
Max Drawdown (1Y)Largest decline over 1 year | -13.32% | -19.75% | +6.43% |
Max Drawdown (3Y)Largest decline over 3 years | -25.04% | -19.75% | -5.29% |
Max Drawdown (5Y)Largest decline over 5 years | -36.24% | -34.59% | -1.65% |
Max Drawdown (10Y)Largest decline over 10 years | -36.24% | — | — |
Current DrawdownCurrent decline from peak | -19.88% | -6.42% | -13.46% |
Average DrawdownAverage peak-to-trough decline | -11.00% | -8.88% | -2.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.71% | 7.95% | -2.24% |
Volatility
BMDSX vs. CCWSX - Volatility Comparison
The current volatility for Baird Mid Cap Growth Fund (BMDSX) is 3.35%, while Chautauqua International Growth Fund (CCWSX) has a volatility of 4.39%. This indicates that BMDSX 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.
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Volatility by Period
| BMDSX | CCWSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.35% | 4.39% | -1.04% |
Volatility (6M)Calculated over the trailing 6-month period | 11.90% | 14.56% | -2.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.52% | 17.14% | -1.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.06% | 18.34% | +2.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.76% | 18.45% | +2.31% |
BMDSX vs. CCWSX - Expense Ratio Comparison
Both BMDSX and CCWSX have an expense ratio of 1.05%.
Dividends
BMDSX vs. CCWSX - Dividend Comparison
BMDSX's dividend yield for the trailing twelve months is around 12.89%, more than CCWSX's 1.46% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BMDSX Baird Mid Cap Growth Fund | 12.89% | 13.88% | 4.57% | 2.44% | 1.79% | 17.82% | 10.09% | 5.77% | 6.62% | 4.87% | 0.00% | 0.15% |
CCWSX Chautauqua International Growth Fund | 1.46% | 1.43% | 0.45% | 0.16% | 0.80% | 0.47% | 0.28% | 1.85% | 2.25% | 3.31% | 0.00% | 0.00% |
Frequently Asked Questions
BMDSX and CCWSX have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CCWSX has higher volatility (4.39%) compared to BMDSX (3.35%). In terms of maximum drawdown, BMDSX dropped -53.96% vs CCWSX's -34.59%.
CCWSX currently has the higher Sharpe Ratio (0.23 vs -0.10), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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