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BHCHX vs. SHSSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BHCHX vs. SHSSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Baron Health Care Fund (BHCHX) and Health Sciences Opportunities Fund Class Institutional (SHSSX). The values are adjusted to include any dividend payments, if applicable.

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BHCHX vs. SHSSX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
BHCHX
Baron Health Care Fund
-6.97%10.28%1.55%6.42%-16.90%15.71%47.71%18.75%
SHSSX
Health Sciences Opportunities Fund Class Institutional
-4.56%16.13%4.00%3.86%-5.72%12.17%19.54%20.62%

Returns By Period

In the year-to-date period, BHCHX achieves a -6.97% return, which is significantly lower than SHSSX's -4.56% return.


BHCHX

1D
3.02%
1M
-4.73%
YTD
-6.97%
6M
3.13%
1Y
7.10%
3Y*
4.81%
5Y*
1.07%
10Y*

SHSSX

1D
2.49%
1M
-6.00%
YTD
-4.56%
6M
4.46%
1Y
8.75%
3Y*
7.04%
5Y*
4.75%
10Y*
10.24%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BHCHX vs. SHSSX - Expense Ratio Comparison

BHCHX has a 0.85% expense ratio, which is higher than SHSSX's 0.84% expense ratio.


Return for Risk

BHCHX vs. SHSSX — Risk / Return Rank

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

BHCHX
BHCHX Risk / Return Rank: 99
Overall Rank
BHCHX Sharpe Ratio Rank: 99
Sharpe Ratio Rank
BHCHX Sortino Ratio Rank: 99
Sortino Ratio Rank
BHCHX Omega Ratio Rank: 88
Omega Ratio Rank
BHCHX Calmar Ratio Rank: 1111
Calmar Ratio Rank
BHCHX Martin Ratio Rank: 99
Martin Ratio Rank

SHSSX
SHSSX Risk / Return Rank: 1313
Overall Rank
SHSSX Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
SHSSX Sortino Ratio Rank: 1111
Sortino Ratio Rank
SHSSX Omega Ratio Rank: 1010
Omega Ratio Rank
SHSSX Calmar Ratio Rank: 1818
Calmar Ratio Rank
SHSSX Martin Ratio Rank: 1212
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.

BHCHX vs. SHSSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Baron Health Care Fund (BHCHX) and Health Sciences Opportunities Fund Class Institutional (SHSSX). 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.


BHCHXSHSSXDifference

Sharpe ratio

Return per unit of total volatility

0.30

0.42

-0.13

Sortino ratio

Return per unit of downside risk

0.54

0.70

-0.16

Omega ratio

Gain probability vs. loss probability

1.07

1.09

-0.02

Calmar ratio

Return relative to maximum drawdown

0.39

0.75

-0.35

Martin ratio

Return relative to average drawdown

1.04

1.75

-0.71

BHCHX vs. SHSSX - Sharpe Ratio Comparison

The current BHCHX Sharpe Ratio is 0.30, which is lower than the SHSSX Sharpe Ratio of 0.42. The chart below compares the historical Sharpe Ratios of BHCHX and SHSSX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


BHCHXSHSSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.30

0.42

-0.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.06

0.34

-0.27

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.62

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

0.69

-0.21

Correlation

The correlation between BHCHX and SHSSX 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.


Dividends

BHCHX vs. SHSSX - Dividend Comparison

BHCHX has not paid dividends to shareholders, while SHSSX's dividend yield for the trailing twelve months is around 10.38%.


TTM20252024202320222021202020192018201720162015
BHCHX
Baron Health Care Fund
0.00%0.00%0.49%0.00%0.00%1.41%0.99%0.00%0.00%0.00%0.00%0.00%
SHSSX
Health Sciences Opportunities Fund Class Institutional
10.38%9.90%8.68%3.82%7.20%8.96%4.18%3.87%8.44%3.59%2.33%12.29%

Drawdowns

BHCHX vs. SHSSX - Drawdown Comparison

The maximum BHCHX drawdown since its inception was -28.53%, smaller than the maximum SHSSX drawdown of -35.40%. Use the drawdown chart below to compare losses from any high point for BHCHX and SHSSX.


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Drawdown Indicators


BHCHXSHSSXDifference

Max Drawdown

Largest peak-to-trough decline

-28.53%

-35.40%

+6.87%

Max Drawdown (1Y)

Largest decline over 1 year

-14.24%

-9.83%

-4.41%

Max Drawdown (5Y)

Largest decline over 5 years

-28.53%

-17.90%

-10.63%

Max Drawdown (10Y)

Largest decline over 10 years

-28.34%

Current Drawdown

Current decline from peak

-11.89%

-7.31%

-4.58%

Average Drawdown

Average peak-to-trough decline

-11.05%

-5.98%

-5.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.37%

4.20%

+1.17%

Volatility

BHCHX vs. SHSSX - Volatility Comparison

Baron Health Care Fund (BHCHX) has a higher volatility of 6.58% compared to Health Sciences Opportunities Fund Class Institutional (SHSSX) at 5.42%. This indicates that BHCHX's price experiences larger fluctuations and is considered to be riskier than SHSSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BHCHXSHSSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.58%

5.42%

+1.16%

Volatility (6M)

Calculated over the trailing 6-month period

10.85%

10.02%

+0.83%

Volatility (1Y)

Calculated over the trailing 1-year period

17.94%

16.47%

+1.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.90%

14.23%

+2.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.77%

16.54%

+3.23%