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

Performance

BGRFX vs. VTSAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Baron Growth Fund (BGRFX) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
6.40%
12.49%
BGRFX
VTSAX

Returns By Period

In the year-to-date period, BGRFX achieves a 6.87% return, which is significantly lower than VTSAX's 24.74% return. Over the past 10 years, BGRFX has underperformed VTSAX with an annualized return of 3.24%, while VTSAX has yielded a comparatively higher 12.63% annualized return.


BGRFX

YTD

6.87%

1M

-1.43%

6M

6.40%

1Y

10.30%

5Y (annualized)

4.11%

10Y (annualized)

3.24%

VTSAX

YTD

24.74%

1M

1.75%

6M

12.49%

1Y

32.61%

5Y (annualized)

14.94%

10Y (annualized)

12.63%

Key characteristics


BGRFXVTSAX
Sharpe Ratio0.752.57
Sortino Ratio1.113.44
Omega Ratio1.131.47
Calmar Ratio0.373.76
Martin Ratio2.4016.38
Ulcer Index4.40%1.97%
Daily Std Dev14.07%12.55%
Max Drawdown-58.19%-55.34%
Current Drawdown-19.69%-1.50%

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BGRFX vs. VTSAX - Expense Ratio Comparison

BGRFX has a 1.29% expense ratio, which is higher than VTSAX's 0.04% 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 VTSAX: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

Correlation

-0.50.00.51.00.9

The correlation between BGRFX and VTSAX is 0.89, 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.

Risk-Adjusted Performance

BGRFX vs. VTSAX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Baron Growth Fund (BGRFX) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX). 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.


Sharpe ratio
The chart of Sharpe ratio for BGRFX, currently valued at 0.75, compared to the broader market-1.000.001.002.003.004.005.000.752.57
The chart of Sortino ratio for BGRFX, currently valued at 1.11, compared to the broader market0.005.0010.001.113.44
The chart of Omega ratio for BGRFX, currently valued at 1.13, compared to the broader market1.002.003.004.001.131.47
The chart of Calmar ratio for BGRFX, currently valued at 0.37, compared to the broader market0.005.0010.0015.0020.0025.000.373.76
The chart of Martin ratio for BGRFX, currently valued at 2.40, compared to the broader market0.0020.0040.0060.0080.00100.002.4016.38
BGRFX
VTSAX

The current BGRFX Sharpe Ratio is 0.75, which is lower than the VTSAX Sharpe Ratio of 2.57. The chart below compares the historical Sharpe Ratios of BGRFX and VTSAX, 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
0.75
2.57
BGRFX
VTSAX

Dividends

BGRFX vs. VTSAX - Dividend Comparison

BGRFX has not paid dividends to shareholders, while VTSAX's dividend yield for the trailing twelve months is around 1.27%.


TTM20232022202120202019201820172016201520142013
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%0.10%
VTSAX
Vanguard Total Stock Market Index Fund Admiral Shares
1.27%1.43%1.65%1.20%1.41%1.77%2.04%1.71%1.92%1.98%1.76%1.74%

Drawdowns

BGRFX vs. VTSAX - Drawdown Comparison

The maximum BGRFX drawdown since its inception was -58.19%, which is greater than VTSAX's maximum drawdown of -55.34%. Use the drawdown chart below to compare losses from any high point for BGRFX and VTSAX. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-19.69%
-1.50%
BGRFX
VTSAX

Volatility

BGRFX vs. VTSAX - Volatility Comparison

Baron Growth Fund (BGRFX) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX) have volatilities of 4.31% and 4.25%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%JuneJulyAugustSeptemberOctoberNovember
4.31%
4.25%
BGRFX
VTSAX