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BPTRX vs. FSELX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BPTRX and FSELX is 0.50, 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.


-0.50.00.51.00.5

Performance

BPTRX vs. FSELX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Baron Partners Fund (BPTRX) and Fidelity Select Semiconductors Portfolio (FSELX). The values are adjusted to include any dividend payments, if applicable.

5,000.00%6,000.00%7,000.00%8,000.00%9,000.00%10,000.00%JulyAugustSeptemberOctoberNovemberDecember
7,609.48%
9,058.47%
BPTRX
FSELX

Key characteristics

Sharpe Ratio

BPTRX:

1.26

FSELX:

0.93

Sortino Ratio

BPTRX:

1.99

FSELX:

1.42

Omega Ratio

BPTRX:

1.25

FSELX:

1.18

Calmar Ratio

BPTRX:

0.86

FSELX:

1.39

Martin Ratio

BPTRX:

3.72

FSELX:

3.87

Ulcer Index

BPTRX:

9.82%

FSELX:

8.72%

Daily Std Dev

BPTRX:

29.05%

FSELX:

36.41%

Max Drawdown

BPTRX:

-68.06%

FSELX:

-81.70%

Current Drawdown

BPTRX:

-6.70%

FSELX:

-11.44%

Returns By Period

In the year-to-date period, BPTRX achieves a 34.76% return, which is significantly lower than FSELX's 38.23% return. Over the past 10 years, BPTRX has outperformed FSELX with an annualized return of 19.34%, while FSELX has yielded a comparatively lower 16.98% annualized return.


BPTRX

YTD

34.76%

1M

15.65%

6M

53.40%

1Y

33.62%

5Y*

25.76%

10Y*

19.34%

FSELX

YTD

38.23%

1M

-1.64%

6M

-6.19%

1Y

39.26%

5Y*

22.02%

10Y*

16.98%

Compare stocks, funds, or ETFs

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


BPTRX vs. FSELX - Expense Ratio Comparison

BPTRX has a 1.36% expense ratio, which is higher than FSELX's 0.68% expense ratio.


BPTRX
Baron Partners Fund
Expense ratio chart for BPTRX: current value at 1.36% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.36%
Expense ratio chart for FSELX: current value at 0.68% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.68%

Risk-Adjusted Performance

BPTRX vs. FSELX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Baron Partners Fund (BPTRX) and Fidelity Select Semiconductors Portfolio (FSELX). 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 BPTRX, currently valued at 1.26, compared to the broader market-1.000.001.002.003.004.001.260.93
The chart of Sortino ratio for BPTRX, currently valued at 1.99, compared to the broader market-2.000.002.004.006.008.0010.001.991.42
The chart of Omega ratio for BPTRX, currently valued at 1.25, compared to the broader market0.501.001.502.002.503.003.501.251.18
The chart of Calmar ratio for BPTRX, currently valued at 0.86, compared to the broader market0.002.004.006.008.0010.0012.0014.000.861.39
The chart of Martin ratio for BPTRX, currently valued at 3.72, compared to the broader market0.0020.0040.0060.003.723.87
BPTRX
FSELX

The current BPTRX Sharpe Ratio is 1.26, which is higher than the FSELX Sharpe Ratio of 0.93. The chart below compares the historical Sharpe Ratios of BPTRX and FSELX, 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 Ratio-0.500.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
1.26
0.93
BPTRX
FSELX

Dividends

BPTRX vs. FSELX - Dividend Comparison

Neither BPTRX nor FSELX has paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
BPTRX
Baron Partners Fund
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.35%0.00%0.00%
FSELX
Fidelity Select Semiconductors Portfolio
0.00%0.10%0.18%0.04%0.51%0.76%0.76%1.04%0.71%16.31%3.48%0.61%

Drawdowns

BPTRX vs. FSELX - Drawdown Comparison

The maximum BPTRX drawdown since its inception was -68.06%, smaller than the maximum FSELX drawdown of -81.70%. Use the drawdown chart below to compare losses from any high point for BPTRX and FSELX. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-6.70%
-11.44%
BPTRX
FSELX

Volatility

BPTRX vs. FSELX - Volatility Comparison

Baron Partners Fund (BPTRX) has a higher volatility of 12.37% compared to Fidelity Select Semiconductors Portfolio (FSELX) at 8.36%. This indicates that BPTRX's price experiences larger fluctuations and is considered to be riskier than FSELX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
12.37%
8.36%
BPTRX
FSELX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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