MCDWX vs. BIMSX
Compare and contrast key facts about Manning & Napier Credit Series (MCDWX) and Baird Intermediate Bond Fund (BIMSX).
MCDWX is managed by Manning & Napier. It was launched on Apr 15, 2020. BIMSX is managed by Baird. It was launched on Sep 29, 2000.
Performance
MCDWX vs. BIMSX - Performance Comparison
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MCDWX vs. BIMSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
MCDWX Manning & Napier Credit Series | -0.13% | 7.57% | 4.13% | 7.31% | -11.13% | 0.01% | 8.77% |
BIMSX Baird Intermediate Bond Fund | -0.14% | 6.76% | 3.21% | 5.53% | -8.88% | -1.68% | 4.43% |
Returns By Period
In the year-to-date period, MCDWX achieves a -0.13% return, which is significantly higher than BIMSX's -0.14% return.
MCDWX
- 1D
- 0.22%
- 1M
- -1.30%
- YTD
- -0.13%
- 6M
- 0.99%
- 1Y
- 4.63%
- 3Y*
- 5.27%
- 5Y*
- 1.72%
- 10Y*
- —
BIMSX
- 1D
- 0.18%
- 1M
- -0.95%
- YTD
- -0.14%
- 6M
- 0.79%
- 1Y
- 4.07%
- 3Y*
- 4.31%
- 5Y*
- 1.16%
- 10Y*
- 2.04%
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MCDWX vs. BIMSX - Expense Ratio Comparison
MCDWX has a 0.10% expense ratio, which is lower than BIMSX's 0.55% expense ratio.
Return for Risk
MCDWX vs. BIMSX — Risk / Return Rank
MCDWX
BIMSX
MCDWX vs. BIMSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Manning & Napier Credit Series (MCDWX) 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.
| MCDWX | BIMSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.51 | 1.50 | +0.01 |
Sortino ratioReturn per unit of downside risk | 2.12 | 2.23 | -0.11 |
Omega ratioGain probability vs. loss probability | 1.30 | 1.29 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 2.26 | 2.33 | -0.07 |
Martin ratioReturn relative to average drawdown | 8.14 | 8.69 | -0.55 |
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
| MCDWX | BIMSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.51 | 1.50 | +0.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.37 | 0.30 | +0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.63 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.58 | 1.09 | -0.52 |
Correlation
The correlation between MCDWX and BIMSX is 0.90, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
MCDWX vs. BIMSX - Dividend Comparison
MCDWX's dividend yield for the trailing twelve months is around 4.43%, more than BIMSX's 3.56% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MCDWX Manning & Napier Credit Series | 4.43% | 4.83% | 4.41% | 4.48% | 3.25% | 4.45% | 2.57% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
BIMSX Baird Intermediate Bond Fund | 3.56% | 3.50% | 3.44% | 2.81% | 1.81% | 1.90% | 3.08% | 2.16% | 2.14% | 1.98% | 1.89% | 2.21% |
Drawdowns
MCDWX vs. BIMSX - Drawdown Comparison
The maximum MCDWX drawdown since its inception was -15.96%, which is greater than BIMSX's maximum drawdown of -13.07%. Use the drawdown chart below to compare losses from any high point for MCDWX and BIMSX.
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Drawdown Indicators
| MCDWX | BIMSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -15.96% | -13.07% | -2.89% |
Max Drawdown (1Y)Largest decline over 1 year | -2.20% | -1.87% | -0.33% |
Max Drawdown (5Y)Largest decline over 5 years | -15.96% | -13.00% | -2.96% |
Max Drawdown (10Y)Largest decline over 10 years | — | -13.07% | — |
Current DrawdownCurrent decline from peak | -1.63% | -1.30% | -0.33% |
Average DrawdownAverage peak-to-trough decline | -4.24% | -1.59% | -2.65% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.61% | 0.50% | +0.11% |
Volatility
MCDWX vs. BIMSX - Volatility Comparison
Manning & Napier Credit Series (MCDWX) has a higher volatility of 1.42% compared to Baird Intermediate Bond Fund (BIMSX) at 1.03%. This indicates that MCDWX'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
| MCDWX | BIMSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.42% | 1.03% | +0.39% |
Volatility (6M)Calculated over the trailing 6-month period | 2.00% | 1.67% | +0.33% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.31% | 2.80% | +0.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.62% | 3.86% | +0.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.41% | 3.24% | +1.17% |