BDAIX vs. VUSA.DE
Compare and contrast key facts about Baron Durable Advantage Fund (BDAIX) and Vanguard S&P 500 UCITS ETF (VUSA.DE).
BDAIX is managed by Baron Capital Group, Inc.. It was launched on Dec 29, 2017. VUSA.DE is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on May 22, 2012.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BDAIX or VUSA.DE.
Key characteristics
| BDAIX | VUSA.DE | |
|---|---|---|
| YTD Return | 28.99% | 31.43% |
| 1Y Return | 39.32% | 38.29% |
| 3Y Return (Ann) | 12.70% | 12.58% |
| 5Y Return (Ann) | 18.93% | 16.45% |
| Sharpe Ratio | 2.60 | 3.15 |
| Sortino Ratio | 3.43 | 4.25 |
| Omega Ratio | 1.48 | 1.65 |
| Calmar Ratio | 4.63 | 4.56 |
| Martin Ratio | 20.44 | 20.19 |
| Ulcer Index | 1.90% | 1.87% |
| Daily Std Dev | 14.97% | 11.94% |
| Max Drawdown | -33.57% | -33.63% |
| Current Drawdown | -0.34% | 0.00% |
Correlation
The correlation between BDAIX and VUSA.DE is 0.59, 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. VUSA.DE - Performance Comparison
In the year-to-date period, BDAIX achieves a 28.99% return, which is significantly lower than VUSA.DE's 31.43% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
BDAIX vs. VUSA.DE - Expense Ratio Comparison
BDAIX has a 1.48% expense ratio, which is higher than VUSA.DE's 0.07% expense ratio.
Risk-Adjusted Performance
BDAIX vs. VUSA.DE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Baron Durable Advantage Fund (BDAIX) and Vanguard S&P 500 UCITS ETF (VUSA.DE). 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. VUSA.DE - Dividend Comparison
BDAIX's dividend yield for the trailing twelve months is around 0.08%, less than VUSA.DE's 0.78% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
VUSA.DE Vanguard S&P 500 UCITS ETF | 0.78% | 1.35% | 1.53% | 1.21% | 1.65% | 2.34% | 3.76% | 2.26% | 1.78% | 2.00% |
Drawdowns
BDAIX vs. VUSA.DE - Drawdown Comparison
The maximum BDAIX drawdown since its inception was -33.57%, roughly equal to the maximum VUSA.DE drawdown of -33.63%. Use the drawdown chart below to compare losses from any high point for BDAIX and VUSA.DE. For additional features, visit the drawdowns tool.
Volatility
BDAIX vs. VUSA.DE - Volatility Comparison
Baron Durable Advantage Fund (BDAIX) has a higher volatility of 4.45% compared to Vanguard S&P 500 UCITS ETF (VUSA.DE) at 3.52%. This indicates that BDAIX's price experiences larger fluctuations and is considered to be riskier than VUSA.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.