BDAIX vs. VTSAX
Compare and contrast key facts about Baron Durable Advantage Fund (BDAIX) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX).
BDAIX is managed by Baron Capital Group, Inc.. It was launched on Dec 29, 2017. VTSAX is managed by Vanguard. It was launched on Nov 13, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BDAIX or VTSAX.
Key characteristics
| BDAIX | VTSAX | |
|---|---|---|
| YTD Return | 29.43% | 26.26% |
| 1Y Return | 42.04% | 40.42% |
| 3Y Return (Ann) | 12.96% | 8.66% |
| 5Y Return (Ann) | 19.23% | 15.35% |
| Sharpe Ratio | 2.75 | 3.08 |
| Sortino Ratio | 3.62 | 4.11 |
| Omega Ratio | 1.50 | 1.57 |
| Calmar Ratio | 4.94 | 4.19 |
| Martin Ratio | 21.79 | 20.10 |
| Ulcer Index | 1.90% | 1.95% |
| Daily Std Dev | 15.07% | 12.73% |
| Max Drawdown | -33.57% | -55.34% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between BDAIX and VTSAX 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.
Performance
BDAIX vs. VTSAX - Performance Comparison
In the year-to-date period, BDAIX achieves a 29.43% return, which is significantly higher than VTSAX's 26.26% 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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BDAIX vs. VTSAX - Expense Ratio Comparison
BDAIX has a 1.48% expense ratio, which is higher than VTSAX's 0.04% expense ratio.
Risk-Adjusted Performance
BDAIX vs. VTSAX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Baron Durable Advantage Fund (BDAIX) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX). 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. VTSAX - Dividend Comparison
BDAIX's dividend yield for the trailing twelve months is around 0.08%, less than VTSAX's 1.25% 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% |
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares | 1.25% | 1.43% | 1.65% | 1.20% | 1.41% | 1.77% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Drawdowns
BDAIX vs. VTSAX - Drawdown Comparison
The maximum BDAIX drawdown since its inception was -33.57%, smaller than the maximum VTSAX drawdown of -55.34%. Use the drawdown chart below to compare losses from any high point for BDAIX and VTSAX. For additional features, visit the drawdowns tool.
Volatility
BDAIX vs. VTSAX - Volatility Comparison
Baron Durable Advantage Fund (BDAIX) has a higher volatility of 4.50% compared to Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX) at 4.07%. This indicates that BDAIX's price experiences larger fluctuations and is considered to be riskier than VTSAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.