PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
BGRFX vs. PRWCX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


BGRFXPRWCX
YTD Return4.50%11.85%
1Y Return13.79%20.46%
3Y Return (Ann)-3.00%5.69%
5Y Return (Ann)9.13%11.26%
10Y Return (Ann)10.29%10.61%
Sharpe Ratio1.212.84
Sortino Ratio1.763.97
Omega Ratio1.211.54
Calmar Ratio0.845.91
Martin Ratio3.9423.13
Ulcer Index4.37%0.93%
Daily Std Dev13.93%7.54%
Max Drawdown-56.10%-41.77%
Current Drawdown-8.68%-1.51%

Correlation

-0.50.00.51.00.8

The correlation between BGRFX and PRWCX is 0.78, 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. PRWCX - Performance Comparison

In the year-to-date period, BGRFX achieves a 4.50% return, which is significantly lower than PRWCX's 11.85% return. Both investments have delivered pretty close results over the past 10 years, with BGRFX having a 10.29% annualized return and PRWCX not far ahead at 10.61%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
6.06%
6.84%
BGRFX
PRWCX

Compare stocks, funds, or ETFs

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


BGRFX vs. PRWCX - Expense Ratio Comparison

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


BGRFX
Baron Growth Fund
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 PRWCX: current value at 0.68% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.68%

Risk-Adjusted Performance

BGRFX vs. PRWCX - Risk-Adjusted Performance Comparison

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.


BGRFX
Sharpe ratio
The chart of Sharpe ratio for BGRFX, currently valued at 1.21, compared to the broader market0.002.004.001.21
Sortino ratio
The chart of Sortino ratio for BGRFX, currently valued at 1.76, compared to the broader market0.005.0010.001.76
Omega ratio
The chart of Omega ratio for BGRFX, currently valued at 1.21, compared to the broader market1.002.003.004.001.21
Calmar ratio
The chart of Calmar ratio for BGRFX, currently valued at 0.84, compared to the broader market0.005.0010.0015.0020.000.84
Martin ratio
The chart of Martin ratio for BGRFX, currently valued at 3.94, compared to the broader market0.0020.0040.0060.0080.00100.003.94
PRWCX
Sharpe ratio
The chart of Sharpe ratio for PRWCX, currently valued at 2.84, compared to the broader market0.002.004.002.84
Sortino ratio
The chart of Sortino ratio for PRWCX, currently valued at 3.97, compared to the broader market0.005.0010.003.97
Omega ratio
The chart of Omega ratio for PRWCX, currently valued at 1.54, compared to the broader market1.002.003.004.001.54
Calmar ratio
The chart of Calmar ratio for PRWCX, currently valued at 5.91, compared to the broader market0.005.0010.0015.0020.005.91
Martin ratio
The chart of Martin ratio for PRWCX, currently valued at 23.13, compared to the broader market0.0020.0040.0060.0080.00100.0023.13

BGRFX vs. PRWCX - Sharpe Ratio Comparison

The current BGRFX Sharpe Ratio is 1.21, which is lower than the PRWCX Sharpe Ratio of 2.84. 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.


Rolling 12-month Sharpe Ratio0.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
1.21
2.84
BGRFX
PRWCX

Dividends

BGRFX vs. PRWCX - Dividend Comparison

BGRFX's dividend yield for the trailing twelve months is around 1.70%, less than PRWCX's 3.71% yield.


TTM20232022202120202019201820172016201520142013
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%
PRWCX
T. Rowe Price Capital Appreciation Fund
3.71%4.15%9.44%9.23%7.97%5.83%7.46%6.82%3.51%9.86%10.03%6.00%

Drawdowns

BGRFX vs. PRWCX - Drawdown Comparison

The maximum BGRFX drawdown since its inception was -56.10%, which is greater than PRWCX's maximum drawdown of -41.77%. Use the drawdown chart below to compare losses from any high point for BGRFX and PRWCX. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-8.68%
-1.51%
BGRFX
PRWCX

Volatility

BGRFX vs. PRWCX - Volatility Comparison

Baron Growth Fund (BGRFX) has a higher volatility of 4.17% compared to T. Rowe Price Capital Appreciation Fund (PRWCX) at 2.02%. 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.


1.00%2.00%3.00%4.00%5.00%6.00%7.00%JuneJulyAugustSeptemberOctoberNovember
4.17%
2.02%
BGRFX
PRWCX