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BARAX vs. IWV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BARAX vs. IWV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Baron Asset Fund (BARAX) and iShares Russell 3000 ETF (IWV). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BARAX achieves a -3.88% return, which is significantly lower than IWV's 10.78% return. Over the past 10 years, BARAX has underperformed IWV with an annualized return of 10.51%, while IWV has yielded a comparatively higher 14.86% annualized return.


BARAX

1D
-0.63%
1M
1.74%
YTD
-3.88%
6M
1.00%
1Y
0.55%
3Y*
8.21%
5Y*
1.91%
10Y*
10.51%

IWV

1D
-0.76%
1M
4.87%
YTD
10.78%
6M
10.68%
1Y
27.44%
3Y*
21.75%
5Y*
12.53%
10Y*
14.86%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BARAX vs. IWV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BARAX
Baron Asset Fund
-3.88%7.89%10.35%17.05%-26.06%13.88%32.98%37.64%-0.15%26.18%
IWV
iShares Russell 3000 ETF
10.78%16.96%23.49%25.82%-19.28%25.54%20.55%30.66%-5.43%20.97%

Correlation

The correlation between BARAX and IWV is 0.64, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.64

Correlation (3Y)
Calculated over the trailing 3-year period

0.78

Correlation (5Y)
Calculated over the trailing 5-year period

0.84

Correlation (10Y)
Calculated over the trailing 10-year period

0.85

Correlation (All Time)
Calculated using the full available price history since May 30, 2000

0.88

Over the past year, the correlation between BARAX and IWV has dropped to 0.64 - well below their long-term average of 0.88, suggesting their price drivers have been diverging.

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Return for Risk

BARAX vs. IWV — Risk / Return Rank

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

BARAX
BARAX Risk / Return Rank: 33
Overall Rank
BARAX Sharpe Ratio Rank: 33
Sharpe Ratio Rank
BARAX Sortino Ratio Rank: 33
Sortino Ratio Rank
BARAX Omega Ratio Rank: 33
Omega Ratio Rank
BARAX Calmar Ratio Rank: 33
Calmar Ratio Rank
BARAX Martin Ratio Rank: 33
Martin Ratio Rank

IWV
IWV Risk / Return Rank: 6767
Overall Rank
IWV Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
IWV Sortino Ratio Rank: 6767
Sortino Ratio Rank
IWV Omega Ratio Rank: 6666
Omega Ratio Rank
IWV Calmar Ratio Rank: 6262
Calmar Ratio Rank
IWV Martin Ratio Rank: 7474
Martin Ratio Rank
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.

BARAX vs. IWV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Baron Asset Fund (BARAX) and iShares Russell 3000 ETF (IWV). 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.


BARAXIWVDifference
Sharpe ratioReturn per unit of total volatility

-2.20

Sortino ratioReturn per unit of downside risk

-2.89

Omega ratioGain probability vs. loss probability

1.03

1.41

-0.38

Calmar ratioReturn relative to maximum drawdown

0.11

3.10

-2.99

Martin ratioReturn relative to average drawdown

0.23

14.28

-14.05

BARAX vs. IWV - Sharpe Ratio Comparison

The current BARAX Sharpe Ratio is 0.08, which is lower than the IWV Sharpe Ratio of 2.28. The chart below compares the historical Sharpe Ratios of BARAX and IWV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


BARAXIWVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.08

2.28

-2.20

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.10

0.73

-0.63

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

0.81

-0.28

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

0.45

+0.04

Drawdowns

BARAX vs. IWV - Drawdown Comparison

The maximum BARAX drawdown since its inception was -59.71%, which is greater than IWV's maximum drawdown of -55.61%. Use the drawdown chart below to compare losses from any high point for BARAX and IWV.


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Drawdown Indicators


BARAXIWVDifference

Max Drawdown

Largest peak-to-trough decline

-59.71%

-55.61%

-4.10%

Max Drawdown (1Y)

Largest decline over 1 year

-10.75%

-8.89%

-1.86%

Max Drawdown (3Y)

Largest decline over 3 years

-17.82%

-19.28%

+1.46%

Max Drawdown (5Y)

Largest decline over 5 years

-37.53%

-25.11%

-12.42%

Max Drawdown (10Y)

Largest decline over 10 years

-37.53%

-35.22%

-2.31%

Current Drawdown

Current decline from peak

-5.36%

-0.76%

-4.60%

Average Drawdown

Average peak-to-trough decline

-11.42%

-10.59%

-0.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.20%

1.93%

+3.27%

Volatility

BARAX vs. IWV - Volatility Comparison

Baron Asset Fund (BARAX) has a higher volatility of 3.28% compared to iShares Russell 3000 ETF (IWV) at 2.95%. This indicates that BARAX's price experiences larger fluctuations and is considered to be riskier than IWV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BARAXIWVDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.28%

2.95%

+0.33%

Volatility (6M)

Calculated over the trailing 6-month period

10.83%

9.09%

+1.74%

Volatility (1Y)

Calculated over the trailing 1-year period

14.75%

12.11%

+2.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.46%

17.24%

+2.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.79%

18.40%

+1.39%

BARAX vs. IWV - Expense Ratio Comparison

BARAX has a 1.29% expense ratio, which is higher than IWV's 0.20% expense ratio.


Dividends

BARAX vs. IWV - Dividend Comparison

BARAX's dividend yield for the trailing twelve months is around 11.97%, more than IWV's 0.85% yield.


PositionTTM20252024202320222021202020192018201720162015
BARAX
Baron Asset Fund
11.97%11.51%19.23%3.48%0.01%7.65%3.05%1.78%7.42%7.25%4.88%11.50%
IWV
iShares Russell 3000 ETF
0.85%0.96%1.08%1.30%1.56%1.04%1.30%1.69%1.97%1.58%1.79%1.99%

Frequently Asked Questions


BARAX and IWV have a correlation of 0.64, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BARAX has higher volatility (3.28%) compared to IWV (2.95%). In terms of maximum drawdown, BARAX dropped -59.71% vs IWV's -55.61%.

IWV currently has the higher Sharpe Ratio (2.28 vs 0.08), 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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