BGRFX vs. DIA
Compare and contrast key facts about Baron Growth Fund (BGRFX) and SPDR Dow Jones Industrial Average ETF (DIA).
BGRFX is managed by Baron Capital Group, Inc.. It was launched on Dec 30, 1994. DIA is a passively managed fund by State Street that tracks the performance of the Dow Jones Industrial Average. It was launched on Jan 14, 1998.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BGRFX or DIA.
Key characteristics
| BGRFX | DIA | |
|---|---|---|
| YTD Return | 8.20% | 17.62% |
| 1Y Return | 15.81% | 30.50% |
| 3Y Return (Ann) | -6.59% | 8.32% |
| 5Y Return (Ann) | 4.86% | 11.71% |
| 10Y Return (Ann) | 3.43% | 11.87% |
| Sharpe Ratio | 1.11 | 2.75 |
| Sortino Ratio | 1.61 | 3.89 |
| Omega Ratio | 1.19 | 1.52 |
| Calmar Ratio | 0.52 | 5.01 |
| Martin Ratio | 3.61 | 15.88 |
| Ulcer Index | 4.39% | 1.91% |
| Daily Std Dev | 14.30% | 11.03% |
| Max Drawdown | -58.19% | -51.87% |
| Current Drawdown | -18.69% | 0.00% |
Correlation
The correlation between BGRFX and DIA is 0.75, 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.
Performance
BGRFX vs. DIA - Performance Comparison
In the year-to-date period, BGRFX achieves a 8.20% return, which is significantly lower than DIA's 17.62% return. Over the past 10 years, BGRFX has underperformed DIA with an annualized return of 3.43%, while DIA has yielded a comparatively higher 11.87% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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BGRFX vs. DIA - Expense Ratio Comparison
BGRFX has a 1.29% expense ratio, which is higher than DIA's 0.16% expense ratio.
Risk-Adjusted Performance
BGRFX vs. DIA - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Baron Growth Fund (BGRFX) and SPDR Dow Jones Industrial Average ETF (DIA). 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.
Dividends
BGRFX vs. DIA - Dividend Comparison
BGRFX has not paid dividends to shareholders, while DIA's dividend yield for the trailing twelve months is around 1.57%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BGRFX Baron Growth Fund | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.10% |
DIA SPDR Dow Jones Industrial Average ETF | 1.57% | 1.81% | 1.91% | 1.58% | 1.87% | 2.09% | 2.24% | 1.97% | 2.26% | 2.33% | 2.02% | 2.08% |
Drawdowns
BGRFX vs. DIA - Drawdown Comparison
The maximum BGRFX drawdown since its inception was -58.19%, which is greater than DIA's maximum drawdown of -51.87%. Use the drawdown chart below to compare losses from any high point for BGRFX and DIA. For additional features, visit the drawdowns tool.
Volatility
BGRFX vs. DIA - Volatility Comparison
The current volatility for Baron Growth Fund (BGRFX) is 4.19%, while SPDR Dow Jones Industrial Average ETF (DIA) has a volatility of 4.53%. This indicates that BGRFX experiences smaller price fluctuations and is considered to be less risky than DIA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.