BGRFX vs. PRWCX

In the year-to-date period, BGRFX achieves a -6.38% return, which is significantly lower than PRWCX's 13.21% return. Over the past 10 years, BGRFX has underperformed PRWCX with an annualized return of 2.12%, while PRWCX has yielded a comparatively higher 8.33% annualized return.

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BGRFX has a 1.29% expense ratio, which is higher than PRWCX's 0.68% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Baron Growth Fund (BGRFX) and T. Rowe Price Capital Appreciation Fund (PRWCX). 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 -0.20, which is lower than the PRWCX Sharpe Ratio of 1.94. The chart below compares the historical Sharpe Ratios of BGRFX and PRWCX, 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 PRWCX's dividend yield for the trailing twelve months is around 10.31%.

The maximum BGRFX drawdown since its inception was -58.19%, which is greater than PRWCX's maximum drawdown of -45.33%. Use the drawdown chart below to compare losses from any high point for BGRFX and PRWCX. For additional features, visit the drawdowns tool.

Baron Growth Fund (BGRFX) has a higher volatility of 13.06% compared to T. Rowe Price Capital Appreciation Fund (PRWCX) at 2.32%. This indicates that BGRFX's price experiences larger fluctuations and is considered to be riskier than PRWCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.