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BFTHX vs. MEIFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BFTHX vs. MEIFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Baron Fifth Avenue Growth Fund (BFTHX) and Meridian Enhanced Equity Fund (MEIFX). The values are adjusted to include any dividend payments, if applicable.

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BFTHX vs. MEIFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BFTHX
Baron Fifth Avenue Growth Fund
-14.16%18.01%37.38%57.20%-50.62%10.88%50.42%33.98%1.10%40.64%
MEIFX
Meridian Enhanced Equity Fund
-1.60%6.51%13.19%18.96%-16.43%15.15%26.18%44.95%-0.51%27.94%

Returns By Period

In the year-to-date period, BFTHX achieves a -14.16% return, which is significantly lower than MEIFX's -1.60% return. Both investments have delivered pretty close results over the past 10 years, with BFTHX having a 13.38% annualized return and MEIFX not far ahead at 13.78%.


BFTHX

1D
-0.38%
1M
-7.47%
YTD
-14.16%
6M
-11.37%
1Y
17.05%
3Y*
22.29%
5Y*
4.02%
10Y*
13.38%

MEIFX

1D
0.08%
1M
-3.16%
YTD
-1.60%
6M
-1.55%
1Y
4.96%
3Y*
9.70%
5Y*
5.75%
10Y*
13.78%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BFTHX vs. MEIFX - Expense Ratio Comparison

BFTHX has a 1.00% expense ratio, which is lower than MEIFX's 1.20% expense ratio.


Return for Risk

BFTHX vs. MEIFX — Risk / Return Rank

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

BFTHX
BFTHX Risk / Return Rank: 2424
Overall Rank
BFTHX Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
BFTHX Sortino Ratio Rank: 2828
Sortino Ratio Rank
BFTHX Omega Ratio Rank: 2424
Omega Ratio Rank
BFTHX Calmar Ratio Rank: 2424
Calmar Ratio Rank
BFTHX Martin Ratio Rank: 2222
Martin Ratio Rank

MEIFX
MEIFX Risk / Return Rank: 1515
Overall Rank
MEIFX Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
MEIFX Sortino Ratio Rank: 1212
Sortino Ratio Rank
MEIFX Omega Ratio Rank: 1111
Omega Ratio Rank
MEIFX Calmar Ratio Rank: 1717
Calmar Ratio Rank
MEIFX Martin Ratio Rank: 2222
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. MEIFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Baron Fifth Avenue Growth Fund (BFTHX) and Meridian Enhanced Equity Fund (MEIFX). 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.


BFTHXMEIFXDifference

Sharpe ratio

Return per unit of total volatility

0.57

0.30

+0.28

Sortino ratio

Return per unit of downside risk

1.02

0.55

+0.47

Omega ratio

Gain probability vs. loss probability

1.13

1.07

+0.06

Calmar ratio

Return relative to maximum drawdown

0.71

0.49

+0.21

Martin ratio

Return relative to average drawdown

2.33

2.30

+0.03

BFTHX vs. MEIFX - Sharpe Ratio Comparison

The current BFTHX Sharpe Ratio is 0.57, which is higher than the MEIFX Sharpe Ratio of 0.30. The chart below compares the historical Sharpe Ratios of BFTHX and MEIFX, 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


BFTHXMEIFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.57

0.30

+0.28

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.13

0.37

-0.24

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

0.77

-0.28

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

0.51

-0.10

Correlation

The correlation between BFTHX and MEIFX is 0.77, 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

BFTHX vs. MEIFX - Dividend Comparison

BFTHX's dividend yield for the trailing twelve months is around 4.79%, less than MEIFX's 7.36% yield.


TTM20252024202320222021202020192018201720162015
BFTHX
Baron Fifth Avenue Growth Fund
4.79%4.11%0.79%0.00%0.00%3.19%0.36%2.95%0.00%0.00%0.00%0.00%
MEIFX
Meridian Enhanced Equity Fund
7.36%7.25%14.61%0.61%9.28%25.44%13.26%40.49%11.67%1.18%0.78%4.24%

Drawdowns

BFTHX vs. MEIFX - Drawdown Comparison

The maximum BFTHX drawdown since its inception was -58.84%, which is greater than MEIFX's maximum drawdown of -54.37%. Use the drawdown chart below to compare losses from any high point for BFTHX and MEIFX.


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Drawdown Indicators


BFTHXMEIFXDifference

Max Drawdown

Largest peak-to-trough decline

-58.84%

-54.37%

-4.47%

Max Drawdown (1Y)

Largest decline over 1 year

-17.62%

-8.99%

-8.63%

Max Drawdown (5Y)

Largest decline over 5 years

-58.84%

-23.54%

-35.30%

Max Drawdown (10Y)

Largest decline over 10 years

-58.84%

-28.67%

-30.17%

Current Drawdown

Current decline from peak

-17.62%

-7.42%

-10.20%

Average Drawdown

Average peak-to-trough decline

-11.94%

-7.76%

-4.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.35%

2.05%

+3.30%

Volatility

BFTHX vs. MEIFX - Volatility Comparison

Baron Fifth Avenue Growth Fund (BFTHX) has a higher volatility of 6.75% compared to Meridian Enhanced Equity Fund (MEIFX) at 3.54%. This indicates that BFTHX's price experiences larger fluctuations and is considered to be riskier than MEIFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BFTHXMEIFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.75%

3.54%

+3.21%

Volatility (6M)

Calculated over the trailing 6-month period

15.36%

7.12%

+8.24%

Volatility (1Y)

Calculated over the trailing 1-year period

28.21%

14.91%

+13.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.96%

15.93%

+15.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.02%

17.95%

+9.07%