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BGRFX vs. IWM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BGRFX and IWM is 0.87, 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.


-0.50.00.51.00.9

Performance

BGRFX vs. IWM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Baron Growth Fund (BGRFX) and iShares Russell 2000 ETF (IWM). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
-12.64%
-2.31%
BGRFX
IWM

Key characteristics

Sharpe Ratio

BGRFX:

-0.56

IWM:

0.34

Sortino Ratio

BGRFX:

-0.59

IWM:

0.63

Omega Ratio

BGRFX:

0.91

IWM:

1.07

Calmar Ratio

BGRFX:

-0.32

IWM:

0.39

Martin Ratio

BGRFX:

-1.28

IWM:

1.43

Ulcer Index

BGRFX:

8.00%

IWM:

4.76%

Daily Std Dev

BGRFX:

18.29%

IWM:

19.85%

Max Drawdown

BGRFX:

-58.19%

IWM:

-59.05%

Current Drawdown

BGRFX:

-30.98%

IWM:

-12.12%

Returns By Period

In the year-to-date period, BGRFX achieves a -1.98% return, which is significantly higher than IWM's -3.88% return. Over the past 10 years, BGRFX has underperformed IWM with an annualized return of 1.63%, while IWM has yielded a comparatively higher 7.00% annualized return.


BGRFX

YTD

-1.98%

1M

-4.93%

6M

-12.64%

1Y

-11.08%

5Y*

1.90%

10Y*

1.63%

IWM

YTD

-3.88%

1M

-6.33%

6M

-2.31%

1Y

6.21%

5Y*

9.16%

10Y*

7.00%

*Annualized

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


BGRFX vs. IWM - Expense Ratio Comparison

BGRFX has a 1.29% expense ratio, which is higher than IWM's 0.19% expense ratio.


Expense ratio chart for BGRFX: current value at 1.29% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.29%
Expense ratio chart for IWM: current value at 0.19% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.19%

Risk-Adjusted Performance

BGRFX vs. IWM — Risk-Adjusted Performance Rank

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

BGRFX
The Risk-Adjusted Performance Rank of BGRFX is 22
Overall Rank
The Sharpe Ratio Rank of BGRFX is 22
Sharpe Ratio Rank
The Sortino Ratio Rank of BGRFX is 22
Sortino Ratio Rank
The Omega Ratio Rank of BGRFX is 22
Omega Ratio Rank
The Calmar Ratio Rank of BGRFX is 22
Calmar Ratio Rank
The Martin Ratio Rank of BGRFX is 11
Martin Ratio Rank

IWM
The Risk-Adjusted Performance Rank of IWM is 1818
Overall Rank
The Sharpe Ratio Rank of IWM is 1616
Sharpe Ratio Rank
The Sortino Ratio Rank of IWM is 1717
Sortino Ratio Rank
The Omega Ratio Rank of IWM is 1616
Omega Ratio Rank
The Calmar Ratio Rank of IWM is 2222
Calmar Ratio Rank
The Martin Ratio Rank of IWM is 2020
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

BGRFX vs. IWM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Baron Growth Fund (BGRFX) and iShares Russell 2000 ETF (IWM). 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.


The chart of Sharpe ratio for BGRFX, currently valued at -0.56, compared to the broader market-1.000.001.002.003.004.00-0.560.34
The chart of Sortino ratio for BGRFX, currently valued at -0.59, compared to the broader market0.002.004.006.008.0010.0012.00-0.590.63
The chart of Omega ratio for BGRFX, currently valued at 0.91, compared to the broader market1.002.003.004.000.911.07
The chart of Calmar ratio for BGRFX, currently valued at -0.32, compared to the broader market0.005.0010.0015.00-0.320.39
The chart of Martin ratio for BGRFX, currently valued at -1.28, compared to the broader market0.0020.0040.0060.0080.00-1.281.43
BGRFX
IWM

The current BGRFX Sharpe Ratio is -0.56, which is lower than the IWM Sharpe Ratio of 0.34. The chart below compares the historical Sharpe Ratios of BGRFX and IWM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.00SeptemberOctoberNovemberDecember2025February
-0.56
0.34
BGRFX
IWM

Dividends

BGRFX vs. IWM - Dividend Comparison

BGRFX has not paid dividends to shareholders, while IWM's dividend yield for the trailing twelve months is around 1.19%.


TTM20242023202220212020201920182017201620152014
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%0.00%
IWM
iShares Russell 2000 ETF
1.19%1.15%1.35%1.48%0.94%1.04%1.26%1.40%1.26%1.38%1.54%1.26%

Drawdowns

BGRFX vs. IWM - Drawdown Comparison

The maximum BGRFX drawdown since its inception was -58.19%, roughly equal to the maximum IWM drawdown of -59.05%. Use the drawdown chart below to compare losses from any high point for BGRFX and IWM. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-30.98%
-12.12%
BGRFX
IWM

Volatility

BGRFX vs. IWM - Volatility Comparison

The current volatility for Baron Growth Fund (BGRFX) is 3.66%, while iShares Russell 2000 ETF (IWM) has a volatility of 4.74%. This indicates that BGRFX experiences smaller price fluctuations and is considered to be less risky than IWM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%SeptemberOctoberNovemberDecember2025February
3.66%
4.74%
BGRFX
IWM