BARIX vs. FSELX

In the year-to-date period, BARIX achieves a 2.18% return, which is significantly higher than FSELX's -1.99% return. Over the past 10 years, BARIX has underperformed FSELX with an annualized return of 10.39%, while FSELX has yielded a comparatively higher 23.97% annualized return.

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BARIX has a 1.03% expense ratio, which is higher than FSELX's 0.68% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Baron Asset Fund Institutional Class (BARIX) and Fidelity Select Semiconductors Portfolio (FSELX). 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 BARIX Sharpe Ratio is 0.57, which is higher than the FSELX Sharpe Ratio of 0.00. The chart below compares the historical Sharpe Ratios of BARIX and FSELX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

BARIX's dividend yield for the trailing twelve months is around 17.50%, more than FSELX's 8.81% yield.

The maximum BARIX drawdown since its inception was -37.44%, smaller than the maximum FSELX drawdown of -81.70%. Use the drawdown chart below to compare losses from any high point for BARIX and FSELX.

The current volatility for Baron Asset Fund Institutional Class (BARIX) is 4.55%, while Fidelity Select Semiconductors Portfolio (FSELX) has a volatility of 9.68%. This indicates that BARIX experiences smaller price fluctuations and is considered to be less risky than FSELX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.