BSBIX vs. CCWSX
Compare and contrast key facts about Baird Short-Term Bond Fund Institutional Class (BSBIX) and Chautauqua International Growth Fund (CCWSX).
BSBIX is a passively managed fund by Baird that tracks the performance of the Bloomberg Barclays 1-3 Year U.S. Government/Credit Bond Index. It was launched on Aug 31, 2004. CCWSX is managed by Baird. It was launched on Apr 14, 2016.
Performance
BSBIX vs. CCWSX - Performance Comparison
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BSBIX vs. CCWSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BSBIX Baird Short-Term Bond Fund Institutional Class | 0.27% | 5.67% | 4.99% | 5.65% | -3.64% | -0.42% | 4.23% | 4.68% | 1.49% | 1.53% |
CCWSX Chautauqua International Growth Fund | -13.03% | 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, BSBIX achieves a 0.27% return, which is significantly higher than CCWSX's -13.03% return.
BSBIX
- 1D
- 0.00%
- 1M
- -0.39%
- YTD
- 0.27%
- 6M
- 1.29%
- 1Y
- 4.15%
- 3Y*
- 5.01%
- 5Y*
- 2.46%
- 10Y*
- 2.51%
CCWSX
- 1D
- 3.62%
- 1M
- -9.62%
- YTD
- -13.03%
- 6M
- -13.59%
- 1Y
- -1.70%
- 3Y*
- 5.02%
- 5Y*
- 1.75%
- 10Y*
- —
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BSBIX vs. CCWSX - Expense Ratio Comparison
BSBIX has a 0.30% expense ratio, which is lower than CCWSX's 1.05% expense ratio.
Return for Risk
BSBIX vs. CCWSX — Risk / Return Rank
BSBIX
CCWSX
BSBIX vs. CCWSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Baird Short-Term Bond Fund Institutional Class (BSBIX) 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.
| BSBIX | CCWSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 3.02 | -0.07 | +3.09 |
Sortino ratioReturn per unit of downside risk | 4.76 | 0.03 | +4.73 |
Omega ratioGain probability vs. loss probability | 1.81 | 1.00 | +0.80 |
Calmar ratioReturn relative to maximum drawdown | 4.54 | -0.09 | +4.62 |
Martin ratioReturn relative to average drawdown | 20.13 | -0.31 | +20.44 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| BSBIX | CCWSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.02 | -0.07 | +3.09 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.28 | 0.10 | +1.18 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.51 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.64 | 0.49 | +1.15 |
Correlation
The correlation between BSBIX and CCWSX is 0.06, 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
BSBIX vs. CCWSX - Dividend Comparison
BSBIX's dividend yield for the trailing twelve months is around 4.30%, more than CCWSX's 1.64% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BSBIX Baird Short-Term Bond Fund Institutional Class | 4.30% | 4.35% | 4.34% | 3.41% | 1.79% | 1.42% | 2.61% | 2.49% | 2.20% | 1.73% | 1.60% | 1.62% |
CCWSX Chautauqua International Growth Fund | 1.64% | 1.43% | 0.45% | 0.16% | 0.80% | 0.47% | 0.28% | 1.85% | 2.25% | 3.31% | 0.00% | 0.00% |
Drawdowns
BSBIX vs. CCWSX - Drawdown Comparison
The maximum BSBIX drawdown since its inception was -5.95%, smaller than the maximum CCWSX drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for BSBIX and CCWSX.
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Drawdown Indicators
| BSBIX | CCWSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -5.95% | -34.59% | +28.64% |
Max Drawdown (1Y)Largest decline over 1 year | -0.94% | -19.75% | +18.81% |
Max Drawdown (5Y)Largest decline over 5 years | -5.95% | -34.59% | +28.64% |
Max Drawdown (10Y)Largest decline over 10 years | -5.95% | — | — |
Current DrawdownCurrent decline from peak | -0.59% | -16.84% | +16.25% |
Average DrawdownAverage peak-to-trough decline | -0.55% | -8.83% | +8.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.21% | 5.42% | -5.21% |
Volatility
BSBIX vs. CCWSX - Volatility Comparison
The current volatility for Baird Short-Term Bond Fund Institutional Class (BSBIX) is 0.53%, while Chautauqua International Growth Fund (CCWSX) has a volatility of 7.85%. This indicates that BSBIX 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
| BSBIX | CCWSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.53% | 7.85% | -7.32% |
Volatility (6M)Calculated over the trailing 6-month period | 0.86% | 12.39% | -11.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.42% | 18.57% | -17.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 1.93% | 18.06% | -16.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 1.67% | 18.45% | -16.78% |