CCWSX vs. BSBIX
Compare and contrast key facts about Chautauqua International Growth Fund (CCWSX) and Baird Short-Term Bond Fund Institutional Class (BSBIX).
CCWSX is managed by Baird. It was launched on Apr 14, 2016. 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.
Performance
CCWSX vs. BSBIX - Performance Comparison
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CCWSX vs. BSBIX - 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% |
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% |
Returns By Period
In the year-to-date period, CCWSX achieves a -16.07% return, which is significantly lower than BSBIX's 0.27% return.
CCWSX
- 1D
- -0.64%
- 1M
- -14.16%
- YTD
- -16.07%
- 6M
- -15.98%
- 1Y
- -4.75%
- 3Y*
- 3.78%
- 5Y*
- 1.47%
- 10Y*
- —
BSBIX
- 1D
- 0.21%
- 1M
- -0.59%
- YTD
- 0.27%
- 6M
- 1.39%
- 1Y
- 4.26%
- 3Y*
- 5.01%
- 5Y*
- 2.46%
- 10Y*
- 2.51%
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CCWSX vs. BSBIX - Expense Ratio Comparison
CCWSX has a 1.05% expense ratio, which is higher than BSBIX's 0.30% expense ratio.
Return for Risk
CCWSX vs. BSBIX — Risk / Return Rank
CCWSX
BSBIX
CCWSX vs. BSBIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Chautauqua International Growth Fund (CCWSX) and Baird Short-Term Bond Fund Institutional Class (BSBIX). 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 | BSBIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.28 | 3.02 | -3.30 |
Sortino ratioReturn per unit of downside risk | -0.27 | 4.76 | -5.03 |
Omega ratioGain probability vs. loss probability | 0.96 | 1.81 | -0.84 |
Calmar ratioReturn relative to maximum drawdown | -0.33 | 4.66 | -4.99 |
Martin ratioReturn relative to average drawdown | -1.23 | 20.97 | -22.21 |
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
| CCWSX | BSBIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.28 | 3.02 | -3.30 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.08 | 1.28 | -1.20 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 1.51 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 1.64 | -1.17 |
Correlation
The correlation between CCWSX and BSBIX 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
CCWSX vs. BSBIX - Dividend Comparison
CCWSX's dividend yield for the trailing twelve months is around 1.70%, less than BSBIX's 4.30% 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% |
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% |
Drawdowns
CCWSX vs. BSBIX - Drawdown Comparison
The maximum CCWSX drawdown since its inception was -34.59%, which is greater than BSBIX's maximum drawdown of -5.95%. Use the drawdown chart below to compare losses from any high point for CCWSX and BSBIX.
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Drawdown Indicators
| CCWSX | BSBIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.59% | -5.95% | -28.64% |
Max Drawdown (1Y)Largest decline over 1 year | -19.75% | -0.94% | -18.81% |
Max Drawdown (5Y)Largest decline over 5 years | -34.59% | -5.95% | -28.64% |
Max Drawdown (10Y)Largest decline over 10 years | — | -5.95% | — |
Current DrawdownCurrent decline from peak | -19.75% | -0.59% | -19.16% |
Average DrawdownAverage peak-to-trough decline | -8.82% | -0.55% | -8.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.32% | 0.21% | +5.11% |
Volatility
CCWSX vs. BSBIX - Volatility Comparison
Chautauqua International Growth Fund (CCWSX) has a higher volatility of 6.67% compared to Baird Short-Term Bond Fund Institutional Class (BSBIX) at 0.56%. This indicates that CCWSX's price experiences larger fluctuations and is considered to be riskier than BSBIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CCWSX | BSBIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.67% | 0.56% | +6.11% |
Volatility (6M)Calculated over the trailing 6-month period | 11.85% | 0.86% | +10.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.25% | 1.42% | +16.83% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.99% | 1.93% | +16.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.41% | 1.67% | +16.74% |