BDAIX vs. BX
Compare and contrast key facts about Baron Durable Advantage Fund (BDAIX) and The Blackstone Group Inc. (BX).
BDAIX is managed by Baron Capital Group, Inc.. It was launched on Dec 29, 2017.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BDAIX or BX.
Key characteristics
| BDAIX | BX | |
|---|---|---|
| YTD Return | 29.12% | 43.48% |
| 1Y Return | 39.06% | 90.44% |
| 3Y Return (Ann) | 12.76% | 12.56% |
| 5Y Return (Ann) | 19.03% | 33.14% |
| Sharpe Ratio | 2.77 | 3.18 |
| Sortino Ratio | 3.64 | 3.89 |
| Omega Ratio | 1.50 | 1.47 |
| Calmar Ratio | 4.97 | 3.25 |
| Martin Ratio | 21.90 | 17.51 |
| Ulcer Index | 1.90% | 5.37% |
| Daily Std Dev | 15.00% | 29.55% |
| Max Drawdown | -33.57% | -87.65% |
| Current Drawdown | -0.24% | 0.00% |
Correlation
The correlation between BDAIX and BX is 0.65, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
BDAIX vs. BX - Performance Comparison
In the year-to-date period, BDAIX achieves a 29.12% return, which is significantly lower than BX's 43.48% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
BDAIX vs. BX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Baron Durable Advantage Fund (BDAIX) and The Blackstone Group Inc. (BX). 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.
Dividends
BDAIX vs. BX - Dividend Comparison
BDAIX's dividend yield for the trailing twelve months is around 0.08%, less than BX's 1.88% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BDAIX Baron Durable Advantage Fund | 0.08% | 0.10% | 0.00% | 0.04% | 0.12% | 0.00% | 0.38% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
BX The Blackstone Group Inc. | 1.88% | 2.54% | 6.66% | 2.76% | 2.95% | 3.43% | 8.12% | 7.25% | 8.44% | 9.92% | 5.68% | 3.75% |
Drawdowns
BDAIX vs. BX - Drawdown Comparison
The maximum BDAIX drawdown since its inception was -33.57%, smaller than the maximum BX drawdown of -87.65%. Use the drawdown chart below to compare losses from any high point for BDAIX and BX. For additional features, visit the drawdowns tool.
Volatility
BDAIX vs. BX - Volatility Comparison
The current volatility for Baron Durable Advantage Fund (BDAIX) is 4.48%, while The Blackstone Group Inc. (BX) has a volatility of 8.98%. This indicates that BDAIX experiences smaller price fluctuations and is considered to be less risky than BX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.