CCWSX vs. BCOSX

Last updated Apr 1, 2026

Compare and contrast key facts about Chautauqua International Growth Fund (CCWSX) and Baird Core Plus Bond Fund (BCOSX).

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

Performance

CCWSX vs. BCOSX - Performance Comparison

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

CCWSX vs. BCOSX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
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%
BCOSX Baird Core Plus Bond Fund	-0.40%	7.22%	2.26%	6.60%	-13.09%	-1.23%	8.59%	9.69%	-0.74%	4.47%

Returns By Period

In the year-to-date period, CCWSX achieves a -16.07% return, which is significantly lower than BCOSX's -0.40% return.

CCWSX

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

BCOSX

• 1D: 0.47%
• 1M: -2.04%
• YTD: -0.40%
• 6M: 0.67%
• 1Y: 4.08%
• 3Y*: 4.18%
• 5Y*: 0.63%
• 10Y*: 2.23%

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

CCWSX vs. BCOSX - Expense Ratio Comparison

CCWSX has a 1.05% expense ratio, which is higher than BCOSX's 0.55% expense ratio.

CCWSX

Chautauqua International Growth Fund

BCOSX

Baird Core Plus Bond Fund

Return for Risk

CCWSX vs. BCOSX — Risk / Return Rank

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

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

BCOSX

BCOSX Risk / Return Rank: 60
BCOSX Sharpe Ratio Rank: 58
BCOSX Sortino Ratio Rank: 58
BCOSX Omega Ratio Rank: 45
BCOSX Calmar Ratio Rank: 79
BCOSX Martin Ratio Rank: 61

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.

CCWSX vs. BCOSX - Risk-Adjusted Trends Comparison

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

	CCWSX	BCOSX	Difference
Sharpe ratio Return per unit of total volatility	-0.28	1.05	-1.33
Sortino ratio Return per unit of downside risk	-0.27	1.50	-1.77
Omega ratio Gain probability vs. loss probability	0.96	1.19	-0.23
Calmar ratio Return relative to maximum drawdown	-0.33	1.87	-2.20
Martin ratio Return relative to average drawdown	-1.23	5.79	-7.03
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

CCWSX vs. BCOSX - Sharpe Ratio Comparison

The current CCWSX Sharpe Ratio is -0.28, which is lower than the BCOSX Sharpe Ratio of 1.05. The chart below compares the historical Sharpe Ratios of CCWSX and BCOSX, 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

	CCWSX	BCOSX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.28	1.05	-1.33
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.08	0.11	-0.03
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.48	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.47	1.02	-0.55

Correlation

The correlation between CCWSX and BCOSX is 0.07, 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

CCWSX vs. BCOSX - Dividend Comparison

CCWSX's dividend yield for the trailing twelve months is around 1.70%, less than BCOSX's 3.84% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
BCOSX Baird Core Plus Bond Fund	3.84%	3.75%	3.68%	3.17%	2.69%	2.57%	3.11%	2.60%	2.75%	2.47%	2.27%	2.49%

Drawdowns

CCWSX vs. BCOSX - Drawdown Comparison

The maximum CCWSX drawdown since its inception was -34.59%, which is greater than BCOSX's maximum drawdown of -18.39%. Use the drawdown chart below to compare losses from any high point for CCWSX and BCOSX.

Drawdown Indicators

	CCWSX	BCOSX	Difference
Max Drawdown Largest peak-to-trough decline	-34.59%	-18.39%	-16.20%
Max Drawdown (1Y) Largest decline over 1 year	-19.75%	-2.60%	-17.15%
Max Drawdown (5Y) Largest decline over 5 years	-34.59%	-18.39%	-16.20%
Max Drawdown (10Y) Largest decline over 10 years	—	-18.39%	—
Current Drawdown Current decline from peak	-19.75%	-2.04%	-17.71%
Average Drawdown Average peak-to-trough decline	-8.82%	-2.31%	-6.51%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.32%	0.84%	+4.48%

Volatility

CCWSX vs. BCOSX - Volatility Comparison

Chautauqua International Growth Fund (CCWSX) has a higher volatility of 6.67% compared to Baird Core Plus Bond Fund (BCOSX) at 1.52%. This indicates that CCWSX's price experiences larger fluctuations and is considered to be riskier than BCOSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	CCWSX	BCOSX	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.67%	1.52%	+5.15%
Volatility (6M) Calculated over the trailing 6-month period	11.85%	2.41%	+9.44%
Volatility (1Y) Calculated over the trailing 1-year period	18.25%	4.10%	+14.15%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.99%	5.60%	+12.39%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.41%	4.64%	+13.77%