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BFGFX vs. SPY
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BFGFX vs. SPY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Baron Focused Growth Fund (BFGFX) and State Street SPDR S&P 500 ETF (SPY). The values are adjusted to include any dividend payments, if applicable.

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BFGFX vs. SPY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BFGFX
Baron Focused Growth Fund
-7.28%21.94%29.52%27.40%-28.21%18.67%122.38%30.05%3.76%26.36%
SPY
State Street SPDR S&P 500 ETF
-4.37%17.72%24.89%26.18%-18.18%28.73%18.33%31.22%-4.57%21.71%

Returns By Period

In the year-to-date period, BFGFX achieves a -7.28% return, which is significantly lower than SPY's -4.37% return. Over the past 10 years, BFGFX has outperformed SPY with an annualized return of 19.86%, while SPY has yielded a comparatively lower 13.98% annualized return.


BFGFX

1D
0.02%
1M
-7.79%
YTD
-7.28%
6M
4.10%
1Y
22.91%
3Y*
17.72%
5Y*
9.71%
10Y*
19.86%

SPY

1D
2.91%
1M
-4.94%
YTD
-4.37%
6M
-1.82%
1Y
17.59%
3Y*
18.19%
5Y*
11.69%
10Y*
13.98%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BFGFX vs. SPY - Expense Ratio Comparison

BFGFX has a 1.32% expense ratio, which is higher than SPY's 0.09% expense ratio.


Return for Risk

BFGFX vs. SPY — Risk / Return Rank

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

BFGFX
BFGFX Risk / Return Rank: 7171
Overall Rank
BFGFX Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
BFGFX Sortino Ratio Rank: 7777
Sortino Ratio Rank
BFGFX Omega Ratio Rank: 6767
Omega Ratio Rank
BFGFX Calmar Ratio Rank: 7878
Calmar Ratio Rank
BFGFX Martin Ratio Rank: 7272
Martin Ratio Rank

SPY
SPY Risk / Return Rank: 6464
Overall Rank
SPY Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
SPY Sortino Ratio Rank: 6060
Sortino Ratio Rank
SPY Omega Ratio Rank: 6565
Omega Ratio Rank
SPY Calmar Ratio Rank: 6565
Calmar Ratio Rank
SPY Martin Ratio Rank: 7575
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.

BFGFX vs. SPY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Baron Focused Growth Fund (BFGFX) and State Street SPDR S&P 500 ETF (SPY). 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.


BFGFXSPYDifference

Sharpe ratio

Return per unit of total volatility

1.07

0.93

+0.14

Sortino ratio

Return per unit of downside risk

1.90

1.45

+0.44

Omega ratio

Gain probability vs. loss probability

1.25

1.22

+0.02

Calmar ratio

Return relative to maximum drawdown

1.82

1.53

+0.29

Martin ratio

Return relative to average drawdown

6.88

7.30

-0.42

BFGFX vs. SPY - Sharpe Ratio Comparison

The current BFGFX Sharpe Ratio is 1.07, which is comparable to the SPY Sharpe Ratio of 0.93. The chart below compares the historical Sharpe Ratios of BFGFX and SPY, 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


BFGFXSPYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.07

0.93

+0.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.43

0.69

-0.26

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.83

0.78

+0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.68

0.56

+0.12

Correlation

The correlation between BFGFX and SPY is 0.72, 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

BFGFX vs. SPY - Dividend Comparison

BFGFX has not paid dividends to shareholders, while SPY's dividend yield for the trailing twelve months is around 1.14%.


TTM20252024202320222021202020192018201720162015
BFGFX
Baron Focused Growth Fund
0.00%0.00%0.00%0.00%12.28%15.53%2.85%1.78%1.07%2.11%6.02%5.80%
SPY
State Street SPDR S&P 500 ETF
1.14%1.07%1.21%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%

Drawdowns

BFGFX vs. SPY - Drawdown Comparison

The maximum BFGFX drawdown since its inception was -59.52%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for BFGFX and SPY.


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Drawdown Indicators


BFGFXSPYDifference

Max Drawdown

Largest peak-to-trough decline

-59.52%

-55.19%

-4.33%

Max Drawdown (1Y)

Largest decline over 1 year

-11.95%

-12.05%

+0.10%

Max Drawdown (5Y)

Largest decline over 5 years

-35.93%

-24.50%

-11.43%

Max Drawdown (10Y)

Largest decline over 10 years

-43.62%

-33.72%

-9.90%

Current Drawdown

Current decline from peak

-9.72%

-6.24%

-3.48%

Average Drawdown

Average peak-to-trough decline

-12.43%

-9.09%

-3.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.16%

2.52%

+0.64%

Volatility

BFGFX vs. SPY - Volatility Comparison

The current volatility for Baron Focused Growth Fund (BFGFX) is 4.23%, while State Street SPDR S&P 500 ETF (SPY) has a volatility of 5.31%. This indicates that BFGFX experiences smaller price fluctuations and is considered to be less risky than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BFGFXSPYDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.23%

5.31%

-1.08%

Volatility (6M)

Calculated over the trailing 6-month period

15.64%

9.47%

+6.17%

Volatility (1Y)

Calculated over the trailing 1-year period

22.97%

19.05%

+3.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.56%

17.06%

+5.50%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.94%

17.92%

+6.02%