CCIF vs. BIMSX
CCIF (Carlyle Credit Income Fund) and BIMSX (Baird Intermediate Bond Fund) are both Intermediate Core Bond funds. Over the past 5 years, CCIF returned -8.20%/yr vs 0.85%/yr for BIMSX. Their 0.05 correlation means their historical movements had little consistent relationship.
Performance
CCIF vs. BIMSX - Performance Comparison
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Returns By Period
In the year-to-date period, CCIF achieves a -27.17% return, which is significantly lower than BIMSX's -0.12% return.
CCIF
- 1D
- 0.36%
- 1M
- 2.58%
- 6M
- -17.85%
- YTD
- -27.17%
- 1Y
- -31.96%
- 3Y*
- -12.92%
- 5Y*
- -8.20%
- 10Y*
- —
- ALL TIME*
- -5.84%
BIMSX
- 1D
- -0.18%
- 1M
- -0.41%
- 6M
- -0.11%
- YTD
- -0.12%
- 1Y
- 1.94%
- 3Y*
- 4.52%
- 5Y*
- 0.85%
- 10Y*
- 1.83%
- ALL TIME*
- 3.69%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $330.80K | $292.70K | $351.18K |
CCIF vs. BIMSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
CCIF Carlyle Credit Income Fund | -27.17% | -27.64% | 16.37% | 14.50% | -6.37% | 12.67% | 0.51% | -12.85% |
BIMSX Baird Intermediate Bond Fund | -0.12% | 6.76% | 3.21% | 5.53% | -8.88% | -1.68% | 7.16% | 3.51% |
Correlation
The correlation between CCIF and BIMSX is 0.03, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.03 |
Correlation (3Y) Balances recent behavior with more history. | 0.03 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.06 |
Correlation (All Time) Calculated using the full available price history since May 28, 2019 | 0.05 |
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Return for Risk
CCIF vs. BIMSX — Risk / Return Rank
CCIF
BIMSX
CCIF vs. BIMSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Carlyle Credit Income Fund (CCIF) 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.
| CCIF | BIMSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.17 | ||
| Sortino ratioReturn per unit of downside risk | -3.06 | ||
| Omega ratioGain probability vs. loss probability | 0.81 | 1.20 | -0.39 |
| Calmar ratioReturn relative to maximum drawdown | -0.76 | 1.44 | -2.21 |
| Martin ratioReturn relative to average drawdown | -1.22 | 3.69 | -4.91 |
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Drawdowns
CCIF vs. BIMSX - Drawdown Comparison
The maximum CCIF drawdown since its inception was -53.23%, which is greater than BIMSX's maximum drawdown of -13.07%. Use the drawdown chart below to compare losses from any high point for CCIF and BIMSX.
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Drawdown Indicators
| CCIF | BIMSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.23% | -13.07% | -40.16% |
Max Drawdown (1Y)Largest decline over 1 year | -41.95% | -1.87% | -40.08% |
Max Drawdown (3Y)Largest decline over 3 years | -53.23% | -2.37% | -50.86% |
Max Drawdown (5Y)Largest decline over 5 years | -53.23% | -12.79% | -40.44% |
Max Drawdown (10Y)Largest decline over 10 years | — | -13.07% | — |
Current DrawdownCurrent decline from peak | -49.69% | -1.28% | -48.41% |
Average DrawdownAverage peak-to-trough decline | -12.61% | -1.58% | -11.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 26.14% | 0.73% | +25.41% |
Volatility
CCIF vs. BIMSX - Volatility Comparison
Carlyle Credit Income Fund (CCIF) has a higher volatility of 5.45% compared to Baird Intermediate Bond Fund (BIMSX) at 0.68%. This indicates that CCIF's price experiences larger fluctuations and is considered to be riskier 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
| CCIF | BIMSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.45% | 0.68% | +4.77% |
Volatility (6M)Calculated over the trailing 6-month period | 26.25% | 1.96% | +24.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.67% | 2.49% | +27.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.44% | 3.88% | +16.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.38% | 3.25% | +22.13% |
Dividends
CCIF vs. BIMSX - Dividend Comparison
CCIF's dividend yield for the trailing twelve months is around 42.30%, more than BIMSX's 3.62% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BIMSX Baird Intermediate Bond Fund | 3.62% | 3.50% | 3.44% | 2.81% | 1.81% | 1.90% | 3.08% | 2.16% | 2.14% | 1.98% | 1.89% | 2.21% |
CCIF Carlyle Credit Income Fund | 42.30% | 26.87% | 15.73% | 23.58% | 9.96% | 8.55% | 6.09% | 3.77% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
CCIF and BIMSX have a correlation of 0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CCIF has higher volatility (5.45%) compared to BIMSX (0.68%). In terms of maximum drawdown, CCIF dropped -53.23% vs BIMSX's -13.07%.
BIMSX currently has the higher Sharpe Ratio (1.08 vs -1.08), 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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