BGRWX vs. FOKFX

Last updated Jun 4, 2026

BGRWX (Barrett Growth Fund) and FOKFX (Fidelity OTC K6 Portfolio) are both Large Cap Growth Equities funds. Over the past 5 years, BGRWX returned 9.74%/yr vs 18.58%/yr for FOKFX. Their correlation of 0.90 suggests significant overlap in exposure. BGRWX charges 1.25%/yr vs 0.50%/yr for FOKFX.

Performance

BGRWX vs. FOKFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Barrett Growth Fund (BGRWX) and Fidelity OTC K6 Portfolio (FOKFX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, BGRWX achieves a -0.14% return, which is significantly lower than FOKFX's 28.00% return.

BGRWX

• 1D: -0.47%
• 1M: 2.18%
• YTD: -0.14%
• 6M: -0.56%
• 1Y: 10.19%
• 3Y*: 16.68%
• 5Y*: 9.74%
• 10Y*: 13.69%

FOKFX

• 1D: 0.90%
• 1M: 11.67%
• YTD: 28.00%
• 6M: 26.89%
• 1Y: 59.16%
• 3Y*: 32.88%
• 5Y*: 18.58%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

BGRWX vs. FOKFX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019
BGRWX Barrett Growth Fund	-0.14%	8.11%	28.38%	32.94%	-24.83%	21.22%	28.96%	10.54%
FOKFX Fidelity OTC K6 Portfolio	28.00%	20.30%	34.58%	43.48%	-32.32%	25.95%	47.52%	17.08%

Correlation

The correlation between BGRWX and FOKFX is 0.73, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.73
Correlation (3Y) Calculated over the trailing 3-year period	0.82
Correlation (5Y) Calculated over the trailing 5-year period	0.88
Correlation (All Time) Calculated using the full available price history since Jun 14, 2019	0.90

The correlation between BGRWX and FOKFX shifts across timeframes, from 0.73 (1 year) to 0.90 (all time), reflecting how their relationship changes across market environments.

Return for Risk

BGRWX vs. FOKFX — Risk / Return Rank

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

BGRWX

BGRWX Risk / Return Rank: 10
BGRWX Sharpe Ratio Rank: 12
BGRWX Sortino Ratio Rank: 11
BGRWX Omega Ratio Rank: 11
BGRWX Calmar Ratio Rank: 7
BGRWX Martin Ratio Rank: 8

FOKFX

FOKFX Risk / Return Rank: 89
FOKFX Sharpe Ratio Rank: 94
FOKFX Sortino Ratio Rank: 86
FOKFX Omega Ratio Rank: 82
FOKFX Calmar Ratio Rank: 91
FOKFX Martin Ratio Rank: 93

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.

BGRWX vs. FOKFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Barrett Growth Fund (BGRWX) and Fidelity OTC K6 Portfolio (FOKFX). 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.

	BGRWX	FOKFX	Difference
Sharpe ratio: Return per unit of total volatility	0.90	3.27	-2.38
Sortino ratio: Return per unit of downside risk	1.29	4.07	-2.78
Omega ratio: Gain probability vs. loss probability	1.16	1.54	-0.38
Calmar ratio: Return relative to maximum drawdown	0.72	4.82	-4.10
Martin ratio: Return relative to average drawdown	2.42	19.97	-17.55
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

BGRWX vs. FOKFX - Sharpe Ratio Comparison

The current BGRWX Sharpe Ratio is 0.90, which is lower than the FOKFX Sharpe Ratio of 3.27. The chart below compares the historical Sharpe Ratios of BGRWX and FOKFX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	BGRWX	FOKFX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.90	3.27	-2.38
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.52	0.81	-0.29
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.73	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.35	0.96	-0.62

Drawdowns

BGRWX vs. FOKFX - Drawdown Comparison

The maximum BGRWX drawdown since its inception was -56.87%, which is greater than FOKFX's maximum drawdown of -37.26%. Use the drawdown chart below to compare losses from any high point for BGRWX and FOKFX.

Drawdown Indicators

	BGRWX	FOKFX	Difference
Max Drawdown Largest peak-to-trough decline	-56.87%	-37.26%	-19.61%
Max Drawdown (1Y) Largest decline over 1 year	-14.80%	-12.53%	-2.27%
Max Drawdown (3Y) Largest decline over 3 years	-25.54%	-24.81%	-0.73%
Max Drawdown (5Y) Largest decline over 5 years	-29.69%	-37.26%	+7.57%
Max Drawdown (10Y) Largest decline over 10 years	-29.69%	—	—
Current Drawdown Current decline from peak	-5.20%	0.00%	-5.20%
Average Drawdown Average peak-to-trough decline	-17.95%	-9.20%	-8.75%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.40%	3.01%	+1.39%

Volatility

BGRWX vs. FOKFX - Volatility Comparison

The current volatility for Barrett Growth Fund (BGRWX) is 2.44%, while Fidelity OTC K6 Portfolio (FOKFX) has a volatility of 5.62%. This indicates that BGRWX experiences smaller price fluctuations and is considered to be less risky than FOKFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BGRWX	FOKFX	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.44%	5.62%	-3.18%
Volatility (6M) Calculated over the trailing 6-month period	9.26%	14.55%	-5.29%
Volatility (1Y) Calculated over the trailing 1-year period	11.89%	18.45%	-6.56%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.70%	23.01%	-4.31%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.81%	24.63%	-5.82%

BGRWX vs. FOKFX - Expense Ratio Comparison

BGRWX has a 1.25% expense ratio, which is higher than FOKFX's 0.50% expense ratio.

Dividends

BGRWX vs. FOKFX - Dividend Comparison

BGRWX's dividend yield for the trailing twelve months is around 11.80%, more than FOKFX's 3.28% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
BGRWX Barrett Growth Fund	11.80%	11.78%	10.42%	3.01%	22.03%	11.98%	6.78%	2.43%	3.49%	4.79%	0.00%	0.15%
FOKFX Fidelity OTC K6 Portfolio	3.28%	4.20%	4.58%	0.24%	0.08%	3.81%	0.39%	0.32%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both BGRWX and FOKFX in my portfolio?

BGRWX and FOKFX have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, BGRWX or FOKFX?

FOKFX has higher volatility (5.62%) compared to BGRWX (2.44%). In terms of maximum drawdown, BGRWX dropped -56.87% vs FOKFX's -37.26%.

Which has better risk-adjusted returns?

FOKFX currently has the higher Sharpe Ratio (3.27 vs 0.90), 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.