BGRFX vs. IWM
Compare and contrast key facts about Baron Growth Fund (BGRFX) and iShares Russell 2000 ETF (IWM).
BGRFX is managed by Baron Capital Group, Inc.. It was launched on Dec 30, 1994. IWM is a passively managed fund by iShares that tracks the performance of the Russell 2000 Index. It was launched on May 22, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BGRFX or IWM.
Key characteristics
| BGRFX | IWM | |
|---|---|---|
| YTD Return | 4.50% | 12.70% |
| 1Y Return | 14.36% | 31.75% |
| 3Y Return (Ann) | -3.00% | -1.15% |
| 5Y Return (Ann) | 9.15% | 8.60% |
| 10Y Return (Ann) | 10.29% | 8.20% |
| Sharpe Ratio | 1.21 | 1.44 |
| Sortino Ratio | 1.76 | 2.10 |
| Omega Ratio | 1.21 | 1.25 |
| Calmar Ratio | 0.84 | 1.04 |
| Martin Ratio | 3.94 | 8.00 |
| Ulcer Index | 4.37% | 3.76% |
| Daily Std Dev | 13.93% | 20.88% |
| Max Drawdown | -56.10% | -59.05% |
| Current Drawdown | -8.68% | -3.70% |
Correlation
The correlation between BGRFX and IWM is 0.88, 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. IWM - Performance Comparison
In the year-to-date period, BGRFX achieves a 4.50% return, which is significantly lower than IWM's 12.70% return. Over the past 10 years, BGRFX has outperformed IWM with an annualized return of 10.29%, while IWM has yielded a comparatively lower 8.20% 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. IWM - Expense Ratio Comparison
BGRFX has a 1.29% expense ratio, which is higher than IWM's 0.19% expense ratio.
Risk-Adjusted Performance
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.
Dividends
BGRFX vs. IWM - Dividend Comparison
BGRFX's dividend yield for the trailing twelve months is around 1.70%, more than IWM's 1.15% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BGRFX Baron Growth Fund | 1.70% | 1.79% | 6.02% | 7.73% | 4.64% | 3.68% | 8.38% | 11.68% | 12.84% | 9.53% | 4.46% | 2.48% |
IWM iShares Russell 2000 ETF | 1.15% | 1.35% | 1.48% | 0.94% | 1.04% | 1.26% | 1.40% | 1.26% | 1.38% | 1.54% | 1.26% | 1.23% |
Drawdowns
BGRFX vs. IWM - Drawdown Comparison
The maximum BGRFX drawdown since its inception was -56.10%, 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.
Volatility
BGRFX vs. IWM - Volatility Comparison
The current volatility for Baron Growth Fund (BGRFX) is 3.51%, while iShares Russell 2000 ETF (IWM) has a volatility of 4.65%. 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.