BARAX vs. XMMO

In the year-to-date period, BARAX achieves a 4.74% return, which is significantly higher than XMMO's 2.15% return. Over the past 10 years, BARAX has underperformed XMMO with an annualized return of 10.27%, while XMMO has yielded a comparatively higher 15.19% annualized return.

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BARAX has a 1.29% expense ratio, which is higher than XMMO's 0.33% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Baron Asset Fund (BARAX) and Invesco S&P MidCap Momentum ETF (XMMO). 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.

The current BARAX Sharpe Ratio is 0.52, which is higher than the XMMO Sharpe Ratio of 0.39. The chart below compares the historical Sharpe Ratios of BARAX and XMMO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

BARAX has not paid dividends to shareholders, while XMMO's dividend yield for the trailing twelve months is around 0.48%.

The maximum BARAX drawdown since its inception was -57.35%, roughly equal to the maximum XMMO drawdown of -55.37%. Use the drawdown chart below to compare losses from any high point for BARAX and XMMO. For additional features, visit the drawdowns tool.

The current volatility for Baron Asset Fund (BARAX) is 5.49%, while Invesco S&P MidCap Momentum ETF (XMMO) has a volatility of 6.07%. This indicates that BARAX experiences smaller price fluctuations and is considered to be less risky than XMMO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.