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BDAFX vs. FOCPX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BDAFX vs. FOCPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Baron Durable Advantage Fund Retail Shares (BDAFX) and Fidelity OTC Portfolio (FOCPX). The values are adjusted to include any dividend payments, if applicable.

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BDAFX vs. FOCPX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
BDAFX
Baron Durable Advantage Fund Retail Shares
-12.34%16.25%26.87%45.11%-24.99%31.79%20.11%27.13%
FOCPX
Fidelity OTC Portfolio
-7.78%22.21%38.95%42.64%-32.08%24.94%46.75%24.33%

Returns By Period

In the year-to-date period, BDAFX achieves a -12.34% return, which is significantly lower than FOCPX's -7.78% return.


BDAFX

1D
-0.17%
1M
-8.90%
YTD
-12.34%
6M
-10.06%
1Y
9.68%
3Y*
17.40%
5Y*
12.51%
10Y*

FOCPX

1D
-1.28%
1M
-8.65%
YTD
-7.78%
6M
-2.82%
1Y
26.95%
3Y*
24.73%
5Y*
12.88%
10Y*
19.21%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BDAFX vs. FOCPX - Expense Ratio Comparison

BDAFX has a 0.95% expense ratio, which is higher than FOCPX's 0.80% expense ratio.


Return for Risk

BDAFX vs. FOCPX — Risk / Return Rank

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

BDAFX
BDAFX Risk / Return Rank: 1818
Overall Rank
BDAFX Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
BDAFX Sortino Ratio Rank: 1818
Sortino Ratio Rank
BDAFX Omega Ratio Rank: 1818
Omega Ratio Rank
BDAFX Calmar Ratio Rank: 1717
Calmar Ratio Rank
BDAFX Martin Ratio Rank: 1818
Martin Ratio Rank

FOCPX
FOCPX Risk / Return Rank: 7474
Overall Rank
FOCPX Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
FOCPX Sortino Ratio Rank: 7272
Sortino Ratio Rank
FOCPX Omega Ratio Rank: 6868
Omega Ratio Rank
FOCPX Calmar Ratio Rank: 8080
Calmar Ratio Rank
FOCPX Martin Ratio Rank: 7979
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.

BDAFX vs. FOCPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Baron Durable Advantage Fund Retail Shares (BDAFX) and Fidelity OTC Portfolio (FOCPX). 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.


BDAFXFOCPXDifference

Sharpe ratio

Return per unit of total volatility

0.45

1.20

-0.75

Sortino ratio

Return per unit of downside risk

0.79

1.76

-0.97

Omega ratio

Gain probability vs. loss probability

1.11

1.25

-0.14

Calmar ratio

Return relative to maximum drawdown

0.49

1.88

-1.39

Martin ratio

Return relative to average drawdown

1.82

7.78

-5.97

BDAFX vs. FOCPX - Sharpe Ratio Comparison

The current BDAFX Sharpe Ratio is 0.45, which is lower than the FOCPX Sharpe Ratio of 1.20. The chart below compares the historical Sharpe Ratios of BDAFX and FOCPX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


BDAFXFOCPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.45

1.20

-0.75

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.62

0.58

+0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.86

Sharpe Ratio (All Time)

Calculated using the full available price history

0.72

0.62

+0.10

Correlation

The correlation between BDAFX and FOCPX is 0.92, 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

BDAFX vs. FOCPX - Dividend Comparison

BDAFX has not paid dividends to shareholders, while FOCPX's dividend yield for the trailing twelve months is around 8.43%.


TTM20252024202320222021202020192018201720162015
BDAFX
Baron Durable Advantage Fund Retail Shares
0.00%0.00%0.01%0.00%0.00%0.33%0.12%0.00%0.00%0.00%0.00%0.00%
FOCPX
Fidelity OTC Portfolio
8.43%7.78%16.76%0.05%4.06%11.53%6.23%7.58%7.93%4.86%3.24%5.41%

Drawdowns

BDAFX vs. FOCPX - Drawdown Comparison

The maximum BDAFX drawdown since its inception was -33.59%, smaller than the maximum FOCPX drawdown of -70.25%. Use the drawdown chart below to compare losses from any high point for BDAFX and FOCPX.


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Drawdown Indicators


BDAFXFOCPXDifference

Max Drawdown

Largest peak-to-trough decline

-33.59%

-70.25%

+36.66%

Max Drawdown (1Y)

Largest decline over 1 year

-14.85%

-12.53%

-2.32%

Max Drawdown (5Y)

Largest decline over 5 years

-30.44%

-37.05%

+6.61%

Max Drawdown (10Y)

Largest decline over 10 years

-37.05%

Current Drawdown

Current decline from peak

-14.85%

-11.29%

-3.56%

Average Drawdown

Average peak-to-trough decline

-5.95%

-17.08%

+11.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.03%

3.02%

+1.01%

Volatility

BDAFX vs. FOCPX - Volatility Comparison

The current volatility for Baron Durable Advantage Fund Retail Shares (BDAFX) is 5.36%, while Fidelity OTC Portfolio (FOCPX) has a volatility of 6.63%. This indicates that BDAFX experiences smaller price fluctuations and is considered to be less risky than FOCPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BDAFXFOCPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.36%

6.63%

-1.27%

Volatility (6M)

Calculated over the trailing 6-month period

11.94%

13.49%

-1.55%

Volatility (1Y)

Calculated over the trailing 1-year period

22.31%

22.69%

-0.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.14%

22.52%

-2.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.05%

22.32%

-0.27%