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BGRFX vs. BSCFX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BGRFX vs. BSCFX - Performance Comparison

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

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Returns By Period

In the year-to-date period, BGRFX achieves a -6.97% return, which is significantly lower than BSCFX's 3.84% return. Over the past 10 years, BGRFX has underperformed BSCFX with an annualized return of 7.18%, while BSCFX has yielded a comparatively higher 10.38% annualized return.


BGRFX

1D
0.77%
1M
2.29%
6M
1.04%
YTD
-6.97%
1Y
-15.70%
3Y*
-4.81%
5Y*
-4.63%
10Y*
7.18%
ALL TIME*
9.62%

BSCFX

1D
2.87%
1M
-0.91%
6M
5.46%
YTD
3.84%
1Y
0.62%
3Y*
7.61%
5Y*
1.11%
10Y*
10.38%
ALL TIME*
9.10%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$0.00$0.00$0.00

BGRFX vs. BSCFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BGRFX
Baron Growth Fund
-6.97%-14.51%4.62%14.68%-22.55%19.82%32.77%40.18%-2.93%27.14%
BSCFX
Baron Small Cap Fund
3.84%-0.92%13.11%26.90%-31.19%15.42%40.38%34.60%-7.39%27.34%

Correlation

The correlation between BGRFX and BSCFX is 0.55, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.55

Correlation (3Y)
Balances recent behavior with more history.

0.70

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.81

Correlation (10Y)
Provides a long-term view across more market conditions.

0.86

Correlation (All Time)
Calculated using the full available price history since Sep 30, 1997

0.89

Over the past year, the correlation between BGRFX and BSCFX has dropped to 0.55 - well below their long-term average of 0.89, suggesting their price drivers have been diverging.

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Return for Risk

BGRFX vs. BSCFX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

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

BSCFX
BSCFX Risk / Return Rank: 55
Overall Rank
BSCFX Sharpe Ratio Rank: 55
Sharpe Ratio Rank
BSCFX Sortino Ratio Rank: 55
Sortino Ratio Rank
BSCFX Omega Ratio Rank: 55
Omega Ratio Rank
BSCFX Calmar Ratio Rank: 55
Calmar Ratio Rank
BSCFX Martin Ratio Rank: 55
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

BGRFX vs. BSCFX - Risk-Adjusted Trends Comparison

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


BGRFXBSCFXDifference
Sharpe ratioReturn per unit of total volatility

-0.72

Sortino ratioReturn per unit of downside risk

-1.05

Omega ratioGain probability vs. loss probability

0.91

1.03

-0.12

Calmar ratioReturn relative to maximum drawdown

-0.56

0.13

-0.70

Martin ratioReturn relative to average drawdown

-0.94

0.33

-1.27

BGRFX vs. BSCFX - Sharpe Ratio Comparison

The current BGRFX Sharpe Ratio is -0.61, which is lower than the BSCFX Sharpe Ratio of 0.11. The chart below compares the historical Sharpe Ratios of BGRFX and BSCFX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

BGRFX vs. BSCFX - Drawdown Comparison

The maximum BGRFX drawdown since its inception was -56.10%, roughly equal to the maximum BSCFX drawdown of -55.59%. Use the drawdown chart below to compare losses from any high point for BGRFX and BSCFX.


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Drawdown Indicators


BGRFXBSCFXDifference

Max Drawdown

Largest peak-to-trough decline

-56.10%

-55.59%

-0.51%

Max Drawdown (1Y)

Largest decline over 1 year

-23.86%

-15.00%

-8.86%

Max Drawdown (3Y)

Largest decline over 3 years

-33.03%

-26.91%

-6.12%

Max Drawdown (5Y)

Largest decline over 5 years

-35.02%

-37.94%

+2.92%

Max Drawdown (10Y)

Largest decline over 10 years

-41.14%

-39.58%

-1.56%

Current Drawdown

Current decline from peak

-27.28%

-5.77%

-21.51%

Average Drawdown

Average peak-to-trough decline

-8.95%

-11.07%

+2.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

14.77%

5.95%

+8.82%

Volatility

BGRFX vs. BSCFX - Volatility Comparison

Baron Growth Fund (BGRFX) has a higher volatility of 10.19% compared to Baron Small Cap Fund (BSCFX) at 5.46%. This indicates that BGRFX's price experiences larger fluctuations and is considered to be riskier than BSCFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BGRFXBSCFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.19%

5.46%

+4.73%

Volatility (6M)

Calculated over the trailing 6-month period

19.44%

14.05%

+5.39%

Volatility (1Y)

Calculated over the trailing 1-year period

22.87%

18.44%

+4.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.92%

22.48%

-1.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.47%

22.41%

-0.94%

BGRFX vs. BSCFX - Expense Ratio Comparison

Both BGRFX and BSCFX have an expense ratio of 1.29%.


Dividends

BGRFX vs. BSCFX - Dividend Comparison

BGRFX's dividend yield for the trailing twelve months is around 22.48%, more than BSCFX's 9.57% yield.


PositionTTM20252024202320222021202020192018201720162015
BGRFX
Baron Growth Fund
22.48%20.91%12.05%1.79%6.02%7.73%4.64%3.68%8.38%11.68%12.84%9.53%
BSCFX
Baron Small Cap Fund
9.57%9.50%13.96%3.04%5.90%12.47%11.17%9.60%10.91%13.57%22.41%12.56%

Frequently Asked Questions


BGRFX and BSCFX have a correlation of 0.55, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BGRFX has higher volatility (10.19%) compared to BSCFX (5.46%). In terms of maximum drawdown, BGRFX dropped -56.10% vs BSCFX's -55.59%.

BSCFX currently has the higher Sharpe Ratio (0.11 vs -0.61), 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.

Portfolio Optimizer

Find the right allocation for BGRFX and BSCFX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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