BGRFX vs. COST
BGRFX (Baron Growth Fund) is Mid Cap Growth Equities fund managed by Baron Capital Group, Inc., while COST (Costco Wholesale Corporation) is a stock. Over the past 10 years, BGRFX returned 7.14%/yr vs 22.34%/yr for COST. At a 0.46 correlation, their price movements are largely independent.
Performance
BGRFX vs. COST - Performance Comparison
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Returns By Period
In the year-to-date period, BGRFX achieves a -11.42% return, which is significantly lower than COST's 11.85% return. Over the past 10 years, BGRFX has underperformed COST with an annualized return of 7.14%, while COST has yielded a comparatively higher 22.34% annualized return.
BGRFX
- 1D
- -2.94%
- 1M
- 3.18%
- YTD
- -11.42%
- 6M
- -10.03%
- 1Y
- -20.59%
- 3Y*
- -5.72%
- 5Y*
- -4.22%
- 10Y*
- 7.14%
COST
- 1D
- 0.79%
- 1M
- -5.03%
- YTD
- 11.85%
- 6M
- 4.58%
- 1Y
- -8.37%
- 3Y*
- 25.00%
- 5Y*
- 21.24%
- 10Y*
- 22.34%
BGRFX vs. COST - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BGRFX Baron Growth Fund | -11.42% | -14.51% | 4.62% | 14.68% | -22.55% | 19.82% | 32.77% | 40.18% | -2.93% | 27.14% |
COST Costco Wholesale Corporation | 11.85% | -5.39% | 39.62% | 49.00% | -19.05% | 51.82% | 32.67% | 45.70% | 10.60% | 22.37% |
Correlation
The correlation between BGRFX and COST is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.16 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.34 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.46 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.45 |
Correlation (All Time) Calculated using the full available price history since Aug 8, 1995 | 0.46 |
Over the past year, the correlation between BGRFX and COST has dropped to 0.16 - well below their long-term average of 0.46, suggesting their price drivers have been diverging.
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Return for Risk
BGRFX vs. COST — Risk / Return Rank
BGRFX
COST
BGRFX vs. COST - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Baron Growth Fund (BGRFX) and Costco Wholesale Corporation (COST). 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.
| BGRFX | COST | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.64 | ||
| Sortino ratioReturn per unit of downside risk | -0.98 | ||
| Omega ratioGain probability vs. loss probability | 0.83 | 0.94 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | -0.76 | -0.44 | -0.31 |
| Martin ratioReturn relative to average drawdown | -1.36 | -0.88 | -0.49 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| BGRFX | COST | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -1.08 | -0.44 | -0.64 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.21 | 0.94 | -1.15 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.34 | 1.02 | -0.68 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.59 | -0.11 |
Drawdowns
BGRFX vs. COST - Drawdown Comparison
The maximum BGRFX drawdown since its inception was -56.10%, which is greater than COST's maximum drawdown of -53.39%. Use the drawdown chart below to compare losses from any high point for BGRFX and COST.
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Drawdown Indicators
| BGRFX | COST | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.10% | -53.39% | -2.71% |
Max Drawdown (1Y)Largest decline over 1 year | -26.95% | -18.95% | -8.00% |
Max Drawdown (3Y)Largest decline over 3 years | -32.68% | -20.74% | -11.94% |
Max Drawdown (5Y)Largest decline over 5 years | -34.70% | -31.40% | -3.30% |
Max Drawdown (10Y)Largest decline over 10 years | -41.14% | -31.40% | -9.74% |
Current DrawdownCurrent decline from peak | -30.76% | -12.11% | -18.65% |
Average DrawdownAverage peak-to-trough decline | -8.84% | -13.36% | +4.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 14.96% | 9.86% | +5.10% |
Volatility
BGRFX vs. COST - Volatility Comparison
The current volatility for Baron Growth Fund (BGRFX) is 7.60%, while Costco Wholesale Corporation (COST) has a volatility of 8.05%. This indicates that BGRFX experiences smaller price fluctuations and is considered to be less risky than COST based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BGRFX | COST | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.60% | 8.05% | -0.45% |
Volatility (6M)Calculated over the trailing 6-month period | 15.12% | 14.83% | +0.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.99% | 19.12% | -0.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.14% | 22.73% | -2.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.15% | 21.95% | -0.80% |
Dividends
BGRFX vs. COST - Dividend Comparison
BGRFX's dividend yield for the trailing twelve months is around 23.60%, more than COST's 0.56% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BGRFX Baron Growth Fund | 23.60% | 20.91% | 12.05% | 1.79% | 6.02% | 7.73% | 4.64% | 3.68% | 8.38% | 11.68% | 12.84% | 9.53% |
COST Costco Wholesale Corporation | 0.56% | 0.59% | 0.49% | 2.87% | 0.76% | 0.54% | 3.38% | 0.86% | 1.08% | 4.81% | 1.09% | 4.06% |
Frequently Asked Questions
BGRFX and COST have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
COST has higher volatility (8.05%) compared to BGRFX (7.60%). In terms of maximum drawdown, BGRFX dropped -56.10% vs COST's -53.39%.
COST currently has the higher Sharpe Ratio (-0.44 vs -1.08), 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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