PortfoliosLab logoPortfoliosLab logo
BGAIX vs. VMNVX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BGAIX vs. VMNVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Baron Global Advantage Fund (BGAIX) and Vanguard Global Minimum Volatility Fund Admiral Shares (VMNVX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

BGAIX vs. VMNVX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BGAIX
Baron Global Advantage Fund
-4.80%27.53%26.42%25.56%-51.56%0.90%79.46%45.45%-3.66%49.82%
VMNVX
Vanguard Global Minimum Volatility Fund Admiral Shares
2.89%12.83%13.42%7.94%-4.46%15.40%-3.94%22.66%-1.70%16.03%

Returns By Period

In the year-to-date period, BGAIX achieves a -4.80% return, which is significantly lower than VMNVX's 2.89% return. Over the past 10 years, BGAIX has outperformed VMNVX with an annualized return of 13.93%, while VMNVX has yielded a comparatively lower 8.38% annualized return.


BGAIX

1D
3.34%
1M
-3.19%
YTD
-4.80%
6M
1.29%
1Y
33.48%
3Y*
20.77%
5Y*
-1.24%
10Y*
13.93%

VMNVX

1D
1.15%
1M
-4.95%
YTD
2.89%
6M
4.27%
1Y
9.34%
3Y*
11.89%
5Y*
8.55%
10Y*
8.38%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


BGAIX vs. VMNVX - Expense Ratio Comparison

BGAIX has a 0.90% expense ratio, which is higher than VMNVX's 0.14% expense ratio.


Return for Risk

BGAIX vs. VMNVX — Risk / Return Rank

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

BGAIX
BGAIX Risk / Return Rank: 8080
Overall Rank
BGAIX Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
BGAIX Sortino Ratio Rank: 8080
Sortino Ratio Rank
BGAIX Omega Ratio Rank: 7171
Omega Ratio Rank
BGAIX Calmar Ratio Rank: 9191
Calmar Ratio Rank
BGAIX Martin Ratio Rank: 8484
Martin Ratio Rank

VMNVX
VMNVX Risk / Return Rank: 5050
Overall Rank
VMNVX Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
VMNVX Sortino Ratio Rank: 4343
Sortino Ratio Rank
VMNVX Omega Ratio Rank: 4646
Omega Ratio Rank
VMNVX Calmar Ratio Rank: 5151
Calmar Ratio Rank
VMNVX Martin Ratio Rank: 6464
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.

BGAIX vs. VMNVX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Baron Global Advantage Fund (BGAIX) and Vanguard Global Minimum Volatility Fund Admiral Shares (VMNVX). 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.


BGAIXVMNVXDifference

Sharpe ratio

Return per unit of total volatility

1.35

0.94

+0.41

Sortino ratio

Return per unit of downside risk

2.14

1.35

+0.79

Omega ratio

Gain probability vs. loss probability

1.29

1.20

+0.08

Calmar ratio

Return relative to maximum drawdown

2.78

1.30

+1.48

Martin ratio

Return relative to average drawdown

9.22

6.22

+3.00

BGAIX vs. VMNVX - Sharpe Ratio Comparison

The current BGAIX Sharpe Ratio is 1.35, which is higher than the VMNVX Sharpe Ratio of 0.94. The chart below compares the historical Sharpe Ratios of BGAIX and VMNVX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


BGAIXVMNVXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.35

0.94

+0.41

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.04

0.90

-0.94

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

0.70

-0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

0.51

0.76

-0.26

Correlation

The correlation between BGAIX and VMNVX is 0.60, 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

BGAIX vs. VMNVX - Dividend Comparison

BGAIX's dividend yield for the trailing twelve months is around 0.20%, less than VMNVX's 9.78% yield.


TTM20252024202320222021202020192018201720162015
BGAIX
Baron Global Advantage Fund
0.20%0.19%0.00%0.00%1.98%0.00%0.00%0.00%0.00%0.00%0.00%0.42%
VMNVX
Vanguard Global Minimum Volatility Fund Admiral Shares
9.78%10.07%3.84%3.13%5.03%6.33%2.15%4.62%7.37%2.31%2.82%3.30%

Drawdowns

BGAIX vs. VMNVX - Drawdown Comparison

The maximum BGAIX drawdown since its inception was -61.14%, which is greater than VMNVX's maximum drawdown of -33.11%. Use the drawdown chart below to compare losses from any high point for BGAIX and VMNVX.


Loading graphics...

Drawdown Indicators


BGAIXVMNVXDifference

Max Drawdown

Largest peak-to-trough decline

-61.14%

-33.11%

-28.03%

Max Drawdown (1Y)

Largest decline over 1 year

-11.50%

-7.93%

-3.57%

Max Drawdown (5Y)

Largest decline over 5 years

-61.14%

-12.93%

-48.21%

Max Drawdown (10Y)

Largest decline over 10 years

-61.14%

-33.11%

-28.03%

Current Drawdown

Current decline from peak

-22.49%

-4.95%

-17.54%

Average Drawdown

Average peak-to-trough decline

-17.04%

-2.82%

-14.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.47%

1.66%

+1.81%

Volatility

BGAIX vs. VMNVX - Volatility Comparison

Baron Global Advantage Fund (BGAIX) has a higher volatility of 6.87% compared to Vanguard Global Minimum Volatility Fund Admiral Shares (VMNVX) at 2.93%. This indicates that BGAIX's price experiences larger fluctuations and is considered to be riskier than VMNVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


BGAIXVMNVXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.87%

2.93%

+3.94%

Volatility (6M)

Calculated over the trailing 6-month period

16.63%

5.02%

+11.61%

Volatility (1Y)

Calculated over the trailing 1-year period

25.40%

10.09%

+15.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.30%

9.53%

+20.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.68%

11.96%

+14.72%