BFTHX vs. POGRX
BFTHX (Baron Fifth Avenue Growth Fund) and POGRX (PrimeCap Odyssey Growth Fund) are both Large Cap Growth Equities funds. Over the past 10 years, BFTHX returned 16.13%/yr vs 18.21%/yr for POGRX. Their correlation of 0.84 suggests significant overlap in exposure. BFTHX charges 1.00%/yr vs 0.65%/yr for POGRX.
Performance
BFTHX vs. POGRX - Performance Comparison
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Returns By Period
In the year-to-date period, BFTHX achieves a 5.88% return, which is significantly lower than POGRX's 27.73% return. Over the past 10 years, BFTHX has underperformed POGRX with an annualized return of 16.13%, while POGRX has yielded a comparatively higher 18.21% annualized return.
BFTHX
- 1D
- -1.97%
- 1M
- 0.84%
- YTD
- 5.88%
- 6M
- 4.38%
- 1Y
- 18.40%
- 3Y*
- 25.65%
- 5Y*
- 5.69%
- 10Y*
- 16.13%
POGRX
- 1D
- -2.98%
- 1M
- 6.06%
- YTD
- 27.73%
- 6M
- 25.64%
- 1Y
- 60.78%
- 3Y*
- 29.04%
- 5Y*
- 15.61%
- 10Y*
- 18.21%
BFTHX vs. POGRX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BFTHX Baron Fifth Avenue Growth Fund | 5.88% | 18.01% | 37.38% | 57.20% | -50.62% | 10.88% | 50.42% | 33.98% | 1.10% | 40.64% |
POGRX PrimeCap Odyssey Growth Fund | 27.73% | 32.99% | 13.09% | 23.85% | -14.61% | 18.81% | 17.05% | 23.98% | -4.56% | 32.07% |
Correlation
The correlation between BFTHX and POGRX is 0.69, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.69 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.75 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.80 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.78 |
Correlation (All Time) Calculated using the full available price history since Nov 3, 2004 | 0.84 |
The correlation between BFTHX and POGRX shifts across timeframes, from 0.69 (1 year) to 0.84 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
BFTHX vs. POGRX — Risk / Return Rank
BFTHX
POGRX
BFTHX vs. POGRX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Baron Fifth Avenue Growth Fund (BFTHX) and PrimeCap Odyssey Growth Fund (POGRX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| BFTHX | POGRX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.28 | ||
| Sortino ratioReturn per unit of downside risk | -2.77 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.57 | -0.40 |
| Calmar ratioReturn relative to maximum drawdown | 1.21 | 4.44 | -3.23 |
| Martin ratioReturn relative to average drawdown | 3.80 | 18.70 | -14.90 |
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Drawdowns
BFTHX vs. POGRX - Drawdown Comparison
The maximum BFTHX drawdown since its inception was -58.84%, which is greater than POGRX's maximum drawdown of -51.63%. Use the drawdown chart below to compare losses from any high point for BFTHX and POGRX.
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Drawdown Indicators
| BFTHX | POGRX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.84% | -51.63% | -7.21% |
Max Drawdown (1Y)Largest decline over 1 year | -17.62% | -14.40% | -3.22% |
Max Drawdown (3Y)Largest decline over 3 years | -29.22% | -22.13% | -7.09% |
Max Drawdown (5Y)Largest decline over 5 years | -58.84% | -26.85% | -31.99% |
Max Drawdown (10Y)Largest decline over 10 years | -58.84% | -35.29% | -23.55% |
Current DrawdownCurrent decline from peak | -6.37% | -2.98% | -3.39% |
Average DrawdownAverage peak-to-trough decline | -11.85% | -7.12% | -4.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.61% | 3.41% | +2.20% |
Volatility
BFTHX vs. POGRX - Volatility Comparison
Baron Fifth Avenue Growth Fund (BFTHX) and PrimeCap Odyssey Growth Fund (POGRX) have volatilities of 9.88% and 9.45%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BFTHX | POGRX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.88% | 9.45% | +0.43% |
Volatility (6M)Calculated over the trailing 6-month period | 16.80% | 16.71% | +0.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.39% | 19.75% | +2.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 31.17% | 19.95% | +11.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.22% | 20.58% | +6.64% |
BFTHX vs. POGRX - Expense Ratio Comparison
BFTHX has a 1.00% expense ratio, which is higher than POGRX's 0.65% expense ratio.
Dividends
BFTHX vs. POGRX - Dividend Comparison
BFTHX's dividend yield for the trailing twelve months is around 3.88%, less than POGRX's 19.49% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BFTHX Baron Fifth Avenue Growth Fund | 3.88% | 4.11% | 0.79% | 0.00% | 0.00% | 3.19% | 0.36% | 2.95% | 0.00% | 0.00% | 0.00% | 0.00% |
POGRX PrimeCap Odyssey Growth Fund | 19.49% | 24.89% | 20.79% | 13.28% | 12.36% | 13.68% | 12.50% | 5.13% | 2.45% | 1.54% | 5.83% | 1.29% |
Frequently Asked Questions
BFTHX and POGRX have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BFTHX has higher volatility (9.88%) compared to POGRX (9.45%). In terms of maximum drawdown, BFTHX dropped -58.84% vs POGRX's -51.63%.
POGRX currently has the higher Sharpe Ratio (3.24 vs 0.95), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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