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BEXIX vs. BGRFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BEXIX vs. BGRFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Baron Emerging Markets Fund (BEXIX) and Baron Growth Fund (BGRFX). The values are adjusted to include any dividend payments, if applicable.

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BEXIX vs. BGRFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BEXIX
Baron Emerging Markets Fund
-2.35%30.11%7.91%8.29%-25.82%-6.06%29.71%18.85%-18.48%40.63%
BGRFX
Baron Growth Fund
-13.64%-14.51%4.62%14.68%-22.55%19.82%32.77%40.18%-2.93%27.14%

Returns By Period

In the year-to-date period, BEXIX achieves a -2.35% return, which is significantly higher than BGRFX's -13.64% return. Over the past 10 years, BEXIX has underperformed BGRFX with an annualized return of 6.63%, while BGRFX has yielded a comparatively higher 7.11% annualized return.


BEXIX

1D
-1.68%
1M
-12.26%
YTD
-2.35%
6M
-3.60%
1Y
23.35%
3Y*
13.07%
5Y*
0.71%
10Y*
6.63%

BGRFX

1D
1.46%
1M
-7.81%
YTD
-13.64%
6M
-16.13%
1Y
-22.84%
3Y*
-6.34%
5Y*
-4.01%
10Y*
7.11%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BEXIX vs. BGRFX - Expense Ratio Comparison

BEXIX has a 1.12% expense ratio, which is lower than BGRFX's 1.29% expense ratio.


Return for Risk

BEXIX vs. BGRFX — Risk / Return Rank

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

BEXIX
BEXIX Risk / Return Rank: 6464
Overall Rank
BEXIX Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
BEXIX Sortino Ratio Rank: 6666
Sortino Ratio Rank
BEXIX Omega Ratio Rank: 6262
Omega Ratio Rank
BEXIX Calmar Ratio Rank: 6868
Calmar Ratio Rank
BEXIX Martin Ratio Rank: 5656
Martin Ratio Rank

BGRFX
BGRFX Risk / Return Rank: 00
Overall Rank
BGRFX Sharpe Ratio Rank: 00
Sharpe Ratio Rank
BGRFX Sortino Ratio Rank: 00
Sortino Ratio Rank
BGRFX Omega Ratio Rank: 00
Omega Ratio Rank
BGRFX Calmar Ratio Rank: 00
Calmar Ratio Rank
BGRFX Martin Ratio Rank: 11
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.

BEXIX vs. BGRFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Baron Emerging Markets Fund (BEXIX) and Baron Growth Fund (BGRFX). 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.


BEXIXBGRFXDifference

Sharpe ratio

Return per unit of total volatility

1.20

-1.06

+2.26

Sortino ratio

Return per unit of downside risk

1.66

-1.47

+3.12

Omega ratio

Gain probability vs. loss probability

1.24

0.82

+0.42

Calmar ratio

Return relative to maximum drawdown

1.55

-0.92

+2.48

Martin ratio

Return relative to average drawdown

5.46

-1.99

+7.45

BEXIX vs. BGRFX - Sharpe Ratio Comparison

The current BEXIX Sharpe Ratio is 1.20, which is higher than the BGRFX Sharpe Ratio of -1.06. The chart below compares the historical Sharpe Ratios of BEXIX and BGRFX, 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


BEXIXBGRFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.20

-1.06

+2.26

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.04

-0.20

+0.24

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.38

0.34

+0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.30

0.47

-0.18

Correlation

The correlation between BEXIX and BGRFX is 0.57, 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.


Dividends

BEXIX vs. BGRFX - Dividend Comparison

BEXIX's dividend yield for the trailing twelve months is around 2.09%, less than BGRFX's 24.21% yield.


TTM20252024202320222021202020192018201720162015
BEXIX
Baron Emerging Markets Fund
2.09%2.04%0.81%0.69%0.00%1.88%0.35%0.46%0.49%0.45%0.76%0.39%
BGRFX
Baron Growth Fund
24.21%20.91%12.05%1.79%6.02%7.73%4.64%3.68%8.38%11.68%12.84%9.53%

Drawdowns

BEXIX vs. BGRFX - Drawdown Comparison

The maximum BEXIX drawdown since its inception was -45.58%, smaller than the maximum BGRFX drawdown of -56.10%. Use the drawdown chart below to compare losses from any high point for BEXIX and BGRFX.


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Drawdown Indicators


BEXIXBGRFXDifference

Max Drawdown

Largest peak-to-trough decline

-45.58%

-56.10%

+10.52%

Max Drawdown (1Y)

Largest decline over 1 year

-13.32%

-25.59%

+12.27%

Max Drawdown (5Y)

Largest decline over 5 years

-42.00%

-34.70%

-7.30%

Max Drawdown (10Y)

Largest decline over 10 years

-45.58%

-41.14%

-4.44%

Current Drawdown

Current decline from peak

-13.32%

-32.49%

+19.17%

Average Drawdown

Average peak-to-trough decline

-13.91%

-8.71%

-5.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.79%

11.85%

-8.06%

Volatility

BEXIX vs. BGRFX - Volatility Comparison

Baron Emerging Markets Fund (BEXIX) has a higher volatility of 9.11% compared to Baron Growth Fund (BGRFX) at 5.32%. This indicates that BEXIX's price experiences larger fluctuations and is considered to be riskier than BGRFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BEXIXBGRFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.11%

5.32%

+3.79%

Volatility (6M)

Calculated over the trailing 6-month period

14.44%

13.14%

+1.30%

Volatility (1Y)

Calculated over the trailing 1-year period

19.15%

21.20%

-2.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.96%

19.88%

-2.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.71%

20.96%

-3.25%