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BFTHX vs. GQEPX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BFTHX vs. GQEPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Baron Fifth Avenue Growth Fund (BFTHX) and GQG Partners US Select Quality Equity Fund Investor Shares (GQEPX). The values are adjusted to include any dividend payments, if applicable.

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BFTHX vs. GQEPX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
BFTHX
Baron Fifth Avenue Growth Fund
-10.42%18.01%37.38%57.20%-50.62%10.88%50.42%33.98%-14.34%
GQEPX
GQG Partners US Select Quality Equity Fund Investor Shares
9.54%-4.52%28.99%17.39%-2.81%19.90%23.65%27.21%-7.67%

Returns By Period

In the year-to-date period, BFTHX achieves a -10.42% return, which is significantly lower than GQEPX's 9.54% return.


BFTHX

1D
4.37%
1M
-3.71%
YTD
-10.42%
6M
-8.06%
1Y
20.77%
3Y*
24.05%
5Y*
4.50%
10Y*
13.87%

GQEPX

1D
-0.23%
1M
-1.88%
YTD
9.54%
6M
8.01%
1Y
5.34%
3Y*
17.73%
5Y*
12.35%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BFTHX vs. GQEPX - Expense Ratio Comparison

BFTHX has a 1.00% expense ratio, which is higher than GQEPX's 0.59% expense ratio.


Return for Risk

BFTHX vs. GQEPX — Risk / Return Rank

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

BFTHX
BFTHX Risk / Return Rank: 3535
Overall Rank
BFTHX Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
BFTHX Sortino Ratio Rank: 3838
Sortino Ratio Rank
BFTHX Omega Ratio Rank: 3232
Omega Ratio Rank
BFTHX Calmar Ratio Rank: 4242
Calmar Ratio Rank
BFTHX Martin Ratio Rank: 3333
Martin Ratio Rank

GQEPX
GQEPX Risk / Return Rank: 1616
Overall Rank
GQEPX Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
GQEPX Sortino Ratio Rank: 1313
Sortino Ratio Rank
GQEPX Omega Ratio Rank: 1313
Omega Ratio Rank
GQEPX Calmar Ratio Rank: 2424
Calmar Ratio Rank
GQEPX Martin Ratio Rank: 1717
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.

BFTHX vs. GQEPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Baron Fifth Avenue Growth Fund (BFTHX) and GQG Partners US Select Quality Equity Fund Investor Shares (GQEPX). 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.


BFTHXGQEPXDifference

Sharpe ratio

Return per unit of total volatility

0.78

0.43

+0.35

Sortino ratio

Return per unit of downside risk

1.30

0.66

+0.64

Omega ratio

Gain probability vs. loss probability

1.17

1.09

+0.08

Calmar ratio

Return relative to maximum drawdown

1.20

0.74

+0.46

Martin ratio

Return relative to average drawdown

3.91

1.86

+2.05

BFTHX vs. GQEPX - Sharpe Ratio Comparison

The current BFTHX Sharpe Ratio is 0.78, which is higher than the GQEPX Sharpe Ratio of 0.43. The chart below compares the historical Sharpe Ratios of BFTHX and GQEPX, 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


BFTHXGQEPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.78

0.43

+0.35

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.15

0.78

-0.64

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.51

Sharpe Ratio (All Time)

Calculated using the full available price history

0.43

0.75

-0.32

Correlation

The correlation between BFTHX and GQEPX is 0.64, 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

BFTHX vs. GQEPX - Dividend Comparison

BFTHX's dividend yield for the trailing twelve months is around 4.59%, less than GQEPX's 6.37% yield.


TTM20252024202320222021202020192018
BFTHX
Baron Fifth Avenue Growth Fund
4.59%4.11%0.79%0.00%0.00%3.19%0.36%2.95%0.00%
GQEPX
GQG Partners US Select Quality Equity Fund Investor Shares
6.37%6.98%5.30%0.44%4.46%1.49%0.61%0.63%0.09%

Drawdowns

BFTHX vs. GQEPX - Drawdown Comparison

The maximum BFTHX drawdown since its inception was -58.84%, which is greater than GQEPX's maximum drawdown of -28.45%. Use the drawdown chart below to compare losses from any high point for BFTHX and GQEPX.


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Drawdown Indicators


BFTHXGQEPXDifference

Max Drawdown

Largest peak-to-trough decline

-58.84%

-28.45%

-30.39%

Max Drawdown (1Y)

Largest decline over 1 year

-17.62%

-8.34%

-9.28%

Max Drawdown (5Y)

Largest decline over 5 years

-58.84%

-20.49%

-38.35%

Max Drawdown (10Y)

Largest decline over 10 years

-58.84%

Current Drawdown

Current decline from peak

-14.02%

-6.50%

-7.52%

Average Drawdown

Average peak-to-trough decline

-11.94%

-5.75%

-6.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.42%

3.49%

+1.93%

Volatility

BFTHX vs. GQEPX - Volatility Comparison

Baron Fifth Avenue Growth Fund (BFTHX) has a higher volatility of 8.19% compared to GQG Partners US Select Quality Equity Fund Investor Shares (GQEPX) at 2.77%. This indicates that BFTHX's price experiences larger fluctuations and is considered to be riskier than GQEPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BFTHXGQEPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.19%

2.77%

+5.42%

Volatility (6M)

Calculated over the trailing 6-month period

15.93%

7.29%

+8.64%

Volatility (1Y)

Calculated over the trailing 1-year period

28.48%

12.41%

+16.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.00%

15.87%

+15.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.06%

18.85%

+8.21%