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BGRIX vs. ^GSPC
Performance
Return for Risk
Drawdowns
Volatility

Performance

BGRIX vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Baron Growth Fund Institutional Shares (BGRIX) and S&P 500 Index (^GSPC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BGRIX achieves a -16.62% return, which is significantly lower than ^GSPC's 7.60% return. Over the past 10 years, BGRIX has underperformed ^GSPC with an annualized return of 7.04%, while ^GSPC has yielded a comparatively higher 13.71% annualized return.


BGRIX

1D
-2.41%
1M
-6.26%
YTD
-16.62%
6M
-17.64%
1Y
-24.65%
3Y*
-7.02%
5Y*
-5.81%
10Y*
7.04%

^GSPC

1D
-1.44%
1M
-1.45%
YTD
7.60%
6M
6.59%
1Y
22.24%
3Y*
19.20%
5Y*
11.54%
10Y*
13.71%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BGRIX vs. ^GSPC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BGRIX
Baron Growth Fund Institutional Shares
-16.62%-14.21%4.90%14.97%-22.35%20.13%33.10%40.54%-2.68%27.45%
^GSPC
S&P 500 Index
7.60%16.39%23.31%24.23%-19.44%26.89%16.26%28.88%-6.24%19.42%

Correlation

The correlation between BGRIX and ^GSPC is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.29

Correlation (3Y)
Calculated over the trailing 3-year period

0.56

Correlation (5Y)
Calculated over the trailing 5-year period

0.72

Correlation (10Y)
Calculated over the trailing 10-year period

0.78

Correlation (All Time)
Calculated using the full available price history since May 29, 2009

0.83

Over the past year, the correlation between BGRIX and ^GSPC has dropped to 0.29 - well below their long-term average of 0.83, suggesting their price drivers have been diverging.

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Return for Risk

BGRIX vs. ^GSPC — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BGRIX
BGRIX Risk / Return Rank: 00
Overall Rank
BGRIX Sharpe Ratio Rank: 00
Sharpe Ratio Rank
BGRIX Sortino Ratio Rank: 00
Sortino Ratio Rank
BGRIX Omega Ratio Rank: 00
Omega Ratio Rank
BGRIX Calmar Ratio Rank: 00
Calmar Ratio Rank
BGRIX Martin Ratio Rank: 00
Martin Ratio Rank

^GSPC
^GSPC Risk / Return Rank: 6161
Overall Rank
^GSPC Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
^GSPC Sortino Ratio Rank: 5757
Sortino Ratio Rank
^GSPC Omega Ratio Rank: 6262
Omega Ratio Rank
^GSPC Calmar Ratio Rank: 5757
Calmar Ratio Rank
^GSPC Martin Ratio Rank: 7272
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BGRIX vs. ^GSPC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Baron Growth Fund Institutional Shares (BGRIX) and S&P 500 Index (^GSPC). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


BGRIX^GSPCDifference
Sharpe ratioReturn per unit of total volatility

-3.00

Sortino ratioReturn per unit of downside risk

-4.12

Omega ratioGain probability vs. loss probability

0.81

1.32

-0.52

Calmar ratioReturn relative to maximum drawdown

-0.88

2.46

-3.34

Martin ratioReturn relative to average drawdown

-1.50

10.92

-12.42

BGRIX vs. ^GSPC - Sharpe Ratio Comparison

The current BGRIX Sharpe Ratio is -1.22, which is lower than the ^GSPC Sharpe Ratio of 1.78. The chart below compares the historical Sharpe Ratios of BGRIX and ^GSPC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

BGRIX vs. ^GSPC - Drawdown Comparison

The maximum BGRIX drawdown since its inception was -41.12%, smaller than the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for BGRIX and ^GSPC.


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Drawdown Indicators


BGRIX^GSPCDifference

Max Drawdown

Largest peak-to-trough decline

-41.12%

-56.78%

+15.66%

Max Drawdown (1Y)

Largest decline over 1 year

-26.95%

-9.10%

-17.85%

Max Drawdown (3Y)

Largest decline over 3 years

-32.57%

-18.90%

-13.67%

Max Drawdown (5Y)

Largest decline over 5 years

-34.60%

-25.43%

-9.17%

Max Drawdown (10Y)

Largest decline over 10 years

-41.12%

-33.92%

-7.20%

Current Drawdown

Current decline from peak

-34.06%

-3.21%

-30.85%

Average Drawdown

Average peak-to-trough decline

-7.60%

-10.71%

+3.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

15.78%

2.04%

+13.74%

Volatility

BGRIX vs. ^GSPC - Volatility Comparison

Baron Growth Fund Institutional Shares (BGRIX) has a higher volatility of 6.99% compared to S&P 500 Index (^GSPC) at 4.89%. This indicates that BGRIX's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BGRIX^GSPCDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.99%

4.89%

+2.10%

Volatility (6M)

Calculated over the trailing 6-month period

15.67%

9.93%

+5.74%

Volatility (1Y)

Calculated over the trailing 1-year period

19.55%

12.57%

+6.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.23%

17.00%

+3.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.20%

18.08%

+3.12%

Frequently Asked Questions


BGRIX and ^GSPC have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BGRIX has higher volatility (6.99%) compared to ^GSPC (4.89%). In terms of maximum drawdown, BGRIX dropped -41.12% vs ^GSPC's -56.78%.

^GSPC currently has the higher Sharpe Ratio (1.78 vs -1.22), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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