CCWSX vs. BMDSX
CCWSX (Chautauqua International Growth Fund) and BMDSX (Baird Mid Cap Growth Fund) are both mutual funds - CCWSX is a Foreign Large Cap Equities fund managed by Baird, while BMDSX is a Mid Cap Growth Equities fund managed by Baird. Over the past 5 years, CCWSX returned 3.75%/yr vs -2.59%/yr for BMDSX. Their 0.76 correlation means they have sometimes moved together and sometimes differently. Both charge a 1.05% expense ratio.
Performance
CCWSX vs. BMDSX - Performance Comparison
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Returns By Period
In the year-to-date period, CCWSX achieves a -1.41% return, which is significantly lower than BMDSX's 7.10% return.
CCWSX
- 1D
- 1.83%
- 1M
- 2.74%
- 6M
- -1.54%
- YTD
- -1.41%
- 1Y
- 5.51%
- 3Y*
- 8.13%
- 5Y*
- 3.75%
- 10Y*
- —
- ALL TIME*
- 10.10%
BMDSX
- 1D
- -0.33%
- 1M
- -1.68%
- 6M
- 4.81%
- YTD
- 7.10%
- 1Y
- -0.79%
- 3Y*
- -0.95%
- 5Y*
- -2.59%
- 10Y*
- 8.65%
- ALL TIME*
- 7.14%
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 |
CCWSX vs. BMDSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CCWSX Chautauqua International Growth Fund | -1.41% | 19.17% | 11.30% | 12.16% | -18.05% | 6.62% | 39.37% | 26.43% | -17.36% | 34.60% |
BMDSX Baird Mid Cap Growth Fund | 7.10% | -9.55% | -1.16% | 19.91% | -27.86% | 21.81% | 34.56% | 35.94% | -1.52% | 26.61% |
Correlation
The correlation between CCWSX and BMDSX 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 CCWSX and BMDSX has been stable across timeframes, ranging from 0.69 to 0.78 - a consistent structural relationship.
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Return for Risk
CCWSX vs. BMDSX — Risk / Return Rank
CCWSX
BMDSX
CCWSX vs. BMDSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Chautauqua International Growth Fund (CCWSX) and Baird Mid Cap Growth Fund (BMDSX). 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.
| CCWSX | BMDSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.43 | ||
| Sortino ratioReturn per unit of downside risk | +0.62 | ||
| Omega ratioGain probability vs. loss probability | 1.05 | 0.98 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 0.18 | -0.26 | +0.44 |
| Martin ratioReturn relative to average drawdown | 0.44 | -0.60 | +1.04 |
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Drawdowns
CCWSX vs. BMDSX - Drawdown Comparison
The maximum CCWSX drawdown since its inception was -34.59%, smaller than the maximum BMDSX drawdown of -53.96%. Use the drawdown chart below to compare losses from any high point for CCWSX and BMDSX.
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Drawdown Indicators
| CCWSX | BMDSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.59% | -53.96% | +19.37% |
Max Drawdown (1Y)Largest decline over 1 year | -19.75% | -13.32% | -6.43% |
Max Drawdown (3Y)Largest decline over 3 years | -19.75% | -25.04% | +5.29% |
Max Drawdown (5Y)Largest decline over 5 years | -34.59% | -36.24% | +1.65% |
Max Drawdown (10Y)Largest decline over 10 years | — | -36.24% | — |
Current DrawdownCurrent decline from peak | -5.73% | -20.32% | +14.59% |
Average DrawdownAverage peak-to-trough decline | -8.88% | -11.00% | +2.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.94% | 6.84% | +1.10% |
Volatility
CCWSX vs. BMDSX - Volatility Comparison
Chautauqua International Growth Fund (CCWSX) has a higher volatility of 4.39% compared to Baird Mid Cap Growth Fund (BMDSX) at 3.29%. This indicates that CCWSX's price experiences larger fluctuations and is considered to be riskier than BMDSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CCWSX | BMDSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.39% | 3.29% | +1.10% |
Volatility (6M)Calculated over the trailing 6-month period | 14.55% | 11.90% | +2.65% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.20% | 15.52% | +1.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.34% | 21.07% | -2.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.46% | 20.76% | -2.30% |
CCWSX vs. BMDSX - Expense Ratio Comparison
Both CCWSX and BMDSX have an expense ratio of 1.05%.
Dividends
CCWSX vs. BMDSX - Dividend Comparison
CCWSX's dividend yield for the trailing twelve months is around 1.45%, less than BMDSX's 12.96% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BMDSX Baird Mid Cap Growth Fund | 12.96% | 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 | 1.45% | 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
CCWSX and BMDSX 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 (3.29%). In terms of maximum drawdown, CCWSX dropped -34.59% vs BMDSX's -53.96%.
CCWSX currently has the higher Sharpe Ratio (0.21 vs -0.22), 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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