BGRFX vs. IWM

In the year-to-date period, BGRFX achieves a -5.51% return, which is significantly lower than IWM's 12.61% return. Over the past 10 years, BGRFX has underperformed IWM with an annualized return of 2.17%, while IWM has yielded a comparatively higher 7.80% annualized return.

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

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 current BGRFX Sharpe Ratio is -0.30, which is lower than the IWM Sharpe Ratio of 0.59. 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.

BGRFX has not paid dividends to shareholders, while IWM's dividend yield for the trailing twelve months is around 1.13%.

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.

Baron Growth Fund (BGRFX) has a higher volatility of 12.84% compared to iShares Russell 2000 ETF (IWM) at 5.62%. This indicates that BGRFX's price experiences larger fluctuations and is considered to be riskier than IWM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.