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BGRFX vs. BIGFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BGRFX vs. BIGFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Baron Growth Fund (BGRFX) and Baron International Growth Fund (BIGFX). The values are adjusted to include any dividend payments, if applicable.

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BGRFX vs. BIGFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BGRFX
Baron Growth Fund
-12.11%-14.51%4.62%14.68%-22.55%19.82%32.77%40.18%-2.93%27.14%
BIGFX
Baron International Growth Fund
-1.11%20.80%4.11%7.33%-27.47%9.63%30.52%29.06%-17.88%36.95%

Returns By Period

In the year-to-date period, BGRFX achieves a -12.11% return, which is significantly lower than BIGFX's -1.11% return. Both investments have delivered pretty close results over the past 10 years, with BGRFX having a 7.30% annualized return and BIGFX not far ahead at 7.59%.


BGRFX

1D
1.77%
1M
-7.27%
YTD
-12.11%
6M
-13.84%
1Y
-21.46%
3Y*
-5.79%
5Y*
-4.08%
10Y*
7.30%

BIGFX

1D
3.52%
1M
-7.84%
YTD
-1.11%
6M
-4.80%
1Y
18.34%
3Y*
8.80%
5Y*
0.40%
10Y*
7.59%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BGRFX vs. BIGFX - Expense Ratio Comparison

BGRFX has a 1.29% expense ratio, which is higher than BIGFX's 1.20% expense ratio.


Return for Risk

BGRFX vs. BIGFX — Risk / Return Rank

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

BGRFX
BGRFX Risk / Return Rank: 00
Overall Rank
BGRFX Sharpe Ratio Rank: 00
Sharpe Ratio Rank
BGRFX Sortino Ratio Rank: 00
Sortino Ratio Rank
BGRFX Omega Ratio Rank: 00
Omega Ratio Rank
BGRFX Calmar Ratio Rank: 00
Calmar Ratio Rank
BGRFX Martin Ratio Rank: 11
Martin Ratio Rank

BIGFX
BIGFX Risk / Return Rank: 4848
Overall Rank
BIGFX Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
BIGFX Sortino Ratio Rank: 5151
Sortino Ratio Rank
BIGFX Omega Ratio Rank: 4646
Omega Ratio Rank
BIGFX Calmar Ratio Rank: 5252
Calmar Ratio Rank
BIGFX Martin Ratio Rank: 4141
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.

BGRFX vs. BIGFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Baron Growth Fund (BGRFX) and Baron International Growth Fund (BIGFX). 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.


BGRFXBIGFXDifference

Sharpe ratio

Return per unit of total volatility

-1.02

1.05

-2.06

Sortino ratio

Return per unit of downside risk

-1.39

1.51

-2.91

Omega ratio

Gain probability vs. loss probability

0.83

1.21

-0.38

Calmar ratio

Return relative to maximum drawdown

-0.82

1.41

-2.23

Martin ratio

Return relative to average drawdown

-1.76

4.68

-6.43

BGRFX vs. BIGFX - Sharpe Ratio Comparison

The current BGRFX Sharpe Ratio is -1.02, which is lower than the BIGFX Sharpe Ratio of 1.05. The chart below compares the historical Sharpe Ratios of BGRFX and BIGFX, 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


BGRFXBIGFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.02

1.05

-2.06

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.21

0.02

-0.23

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.35

0.45

-0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.48

0.52

-0.04

Correlation

The correlation between BGRFX and BIGFX is 0.71, 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

BGRFX vs. BIGFX - Dividend Comparison

BGRFX's dividend yield for the trailing twelve months is around 23.79%, more than BIGFX's 0.86% yield.


TTM20252024202320222021202020192018201720162015
BGRFX
Baron Growth Fund
23.79%20.91%12.05%1.79%6.02%7.73%4.64%3.68%8.38%11.68%12.84%9.53%
BIGFX
Baron International Growth Fund
0.86%0.85%0.80%0.35%1.25%5.24%0.02%0.08%3.56%3.54%0.93%0.62%

Drawdowns

BGRFX vs. BIGFX - Drawdown Comparison

The maximum BGRFX drawdown since its inception was -56.10%, which is greater than BIGFX's maximum drawdown of -41.12%. Use the drawdown chart below to compare losses from any high point for BGRFX and BIGFX.


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Drawdown Indicators


BGRFXBIGFXDifference

Max Drawdown

Largest peak-to-trough decline

-56.10%

-41.12%

-14.98%

Max Drawdown (1Y)

Largest decline over 1 year

-25.59%

-12.71%

-12.88%

Max Drawdown (5Y)

Largest decline over 5 years

-34.70%

-41.12%

+6.42%

Max Drawdown (10Y)

Largest decline over 10 years

-41.14%

-41.12%

-0.02%

Current Drawdown

Current decline from peak

-31.30%

-9.63%

-21.67%

Average Drawdown

Average peak-to-trough decline

-8.72%

-10.11%

+1.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.94%

3.83%

+8.11%

Volatility

BGRFX vs. BIGFX - Volatility Comparison

The current volatility for Baron Growth Fund (BGRFX) is 5.53%, while Baron International Growth Fund (BIGFX) has a volatility of 8.57%. This indicates that BGRFX experiences smaller price fluctuations and is considered to be less risky than BIGFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BGRFXBIGFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.53%

8.57%

-3.04%

Volatility (6M)

Calculated over the trailing 6-month period

13.28%

12.29%

+0.99%

Volatility (1Y)

Calculated over the trailing 1-year period

21.24%

17.93%

+3.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.89%

16.86%

+3.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.97%

17.10%

+3.87%