PortfoliosLab logoPortfoliosLab logo
BIOPX vs. VGHAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BIOPX vs. VGHAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Baron Opportunity Fund (BIOPX) and Vanguard Health Care Fund Admiral Shares (VGHAX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

BIOPX vs. VGHAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BIOPX
Baron Opportunity Fund
-8.95%19.44%39.87%49.55%-42.96%11.90%88.78%40.34%8.06%40.58%
VGHAX
Vanguard Health Care Fund Admiral Shares
-3.02%19.72%9.10%5.51%-1.00%12.82%12.62%22.99%1.07%19.64%

Returns By Period

In the year-to-date period, BIOPX achieves a -8.95% return, which is significantly lower than VGHAX's -3.02% return. Over the past 10 years, BIOPX has outperformed VGHAX with an annualized return of 19.59%, while VGHAX has yielded a comparatively lower 9.49% annualized return.


BIOPX

1D
3.58%
1M
-4.64%
YTD
-8.95%
6M
-5.34%
1Y
22.42%
3Y*
24.52%
5Y*
7.16%
10Y*
19.59%

VGHAX

1D
3.05%
1M
-4.71%
YTD
-3.02%
6M
6.85%
1Y
14.74%
3Y*
10.37%
5Y*
8.69%
10Y*
9.49%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


BIOPX vs. VGHAX - Expense Ratio Comparison

BIOPX has a 1.31% expense ratio, which is higher than VGHAX's 0.25% expense ratio.


Return for Risk

BIOPX vs. VGHAX — Risk / Return Rank

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

BIOPX
BIOPX Risk / Return Rank: 5252
Overall Rank
BIOPX Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
BIOPX Sortino Ratio Rank: 5252
Sortino Ratio Rank
BIOPX Omega Ratio Rank: 4646
Omega Ratio Rank
BIOPX Calmar Ratio Rank: 6767
Calmar Ratio Rank
BIOPX Martin Ratio Rank: 5353
Martin Ratio Rank

VGHAX
VGHAX Risk / Return Rank: 3434
Overall Rank
VGHAX Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
VGHAX Sortino Ratio Rank: 3030
Sortino Ratio Rank
VGHAX Omega Ratio Rank: 2424
Omega Ratio Rank
VGHAX Calmar Ratio Rank: 5555
Calmar Ratio Rank
VGHAX Martin Ratio Rank: 3131
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.

BIOPX vs. VGHAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Baron Opportunity Fund (BIOPX) and Vanguard Health Care Fund Admiral Shares (VGHAX). 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.


BIOPXVGHAXDifference

Sharpe ratio

Return per unit of total volatility

0.93

0.75

+0.18

Sortino ratio

Return per unit of downside risk

1.50

1.13

+0.37

Omega ratio

Gain probability vs. loss probability

1.21

1.14

+0.06

Calmar ratio

Return relative to maximum drawdown

1.64

1.36

+0.28

Martin ratio

Return relative to average drawdown

5.38

3.42

+1.96

BIOPX vs. VGHAX - Sharpe Ratio Comparison

The current BIOPX Sharpe Ratio is 0.93, which is comparable to the VGHAX Sharpe Ratio of 0.75. The chart below compares the historical Sharpe Ratios of BIOPX and VGHAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


BIOPXVGHAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.93

0.75

+0.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.27

0.48

-0.22

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.79

0.54

+0.25

Sharpe Ratio (All Time)

Calculated using the full available price history

0.38

0.60

-0.22

Correlation

The correlation between BIOPX and VGHAX is 0.65, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

BIOPX vs. VGHAX - Dividend Comparison

BIOPX's dividend yield for the trailing twelve months is around 4.65%, less than VGHAX's 6.88% yield.


TTM20252024202320222021202020192018201720162015
BIOPX
Baron Opportunity Fund
4.65%4.24%4.95%0.00%0.00%8.71%6.96%7.33%5.29%15.58%13.52%10.92%
VGHAX
Vanguard Health Care Fund Admiral Shares
6.88%6.07%22.84%7.22%5.49%7.05%8.02%11.87%9.15%7.36%8.60%8.21%

Drawdowns

BIOPX vs. VGHAX - Drawdown Comparison

The maximum BIOPX drawdown since its inception was -67.91%, which is greater than VGHAX's maximum drawdown of -36.85%. Use the drawdown chart below to compare losses from any high point for BIOPX and VGHAX.


Loading graphics...

Drawdown Indicators


BIOPXVGHAXDifference

Max Drawdown

Largest peak-to-trough decline

-67.91%

-36.85%

-31.06%

Max Drawdown (1Y)

Largest decline over 1 year

-14.16%

-9.19%

-4.97%

Max Drawdown (5Y)

Largest decline over 5 years

-51.45%

-16.92%

-34.53%

Max Drawdown (10Y)

Largest decline over 10 years

-51.45%

-27.17%

-24.28%

Current Drawdown

Current decline from peak

-11.09%

-6.01%

-5.08%

Average Drawdown

Average peak-to-trough decline

-16.97%

-5.61%

-11.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.33%

3.67%

+0.66%

Volatility

BIOPX vs. VGHAX - Volatility Comparison

Baron Opportunity Fund (BIOPX) has a higher volatility of 6.73% compared to Vanguard Health Care Fund Admiral Shares (VGHAX) at 5.81%. This indicates that BIOPX's price experiences larger fluctuations and is considered to be riskier than VGHAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


BIOPXVGHAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.73%

5.81%

+0.92%

Volatility (6M)

Calculated over the trailing 6-month period

14.24%

10.63%

+3.61%

Volatility (1Y)

Calculated over the trailing 1-year period

25.54%

17.66%

+7.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.84%

18.01%

+8.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.84%

17.58%

+7.26%