BPTRX vs. FUMIX
BPTRX (Baron Partners Fund) and FUMIX (Fidelity SAI U.S. Momentum Index Fund) are both Large Cap Growth Equities funds. BPTRX is actively managed, while FUMIX is passively managed. Over the past 5 years, BPTRX returned 10.37%/yr vs 14.32%/yr for FUMIX. Their 0.66 correlation means they have sometimes moved together and sometimes differently. BPTRX charges 1.36%/yr vs 0.11%/yr for FUMIX.
Performance
BPTRX vs. FUMIX - Performance Comparison
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Returns By Period
In the year-to-date period, BPTRX achieves a -3.59% return, which is significantly lower than FUMIX's 20.70% return.
BPTRX
- 1D
- -2.14%
- 1M
- -12.60%
- 6M
- -0.09%
- YTD
- -3.59%
- 1Y
- 28.55%
- 3Y*
- 16.04%
- 5Y*
- 10.37%
- 10Y*
- 22.97%
- ALL TIME*
- 15.49%
FUMIX
- 1D
- 4.41%
- 1M
- -3.93%
- 6M
- 18.40%
- YTD
- 20.70%
- 1Y
- 26.41%
- 3Y*
- 27.49%
- 5Y*
- 14.32%
- 10Y*
- —
- ALL TIME*
- 16.80%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
BPTRX Baron Partners Fund | $0.00 | $0.00 | $0.00 |
| $0.00 | $0.00 | $0.00 |
BPTRX vs. FUMIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BPTRX Baron Partners Fund | -3.59% | 24.54% | 32.75% | 43.09% | -42.53% | 31.35% | 148.81% | 44.99% | -2.01% | 21.78% |
FUMIX Fidelity SAI U.S. Momentum Index Fund | 20.70% | 17.01% | 33.39% | 14.67% | -15.79% | 22.56% | 29.92% | 24.16% | -1.41% | 22.71% |
Correlation
The correlation between BPTRX and FUMIX is 0.32, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.32 |
Correlation (3Y) Balances recent behavior with more history. | 0.50 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.58 |
Correlation (All Time) Calculated using the full available price history since Feb 9, 2017 | 0.66 |
Over the past year, the correlation between BPTRX and FUMIX has dropped to 0.32 - well below their long-term average of 0.66, suggesting their price drivers have been diverging.
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Return for Risk
BPTRX vs. FUMIX — Risk / Return Rank
BPTRX
FUMIX
BPTRX vs. FUMIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Baron Partners Fund (BPTRX) and Fidelity SAI U.S. Momentum Index Fund (FUMIX). 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.
| BPTRX | FUMIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.33 | ||
| Sortino ratioReturn per unit of downside risk | +0.09 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.22 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 1.31 | 1.92 | -0.62 |
| Martin ratioReturn relative to average drawdown | 4.23 | 7.85 | -3.62 |
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Drawdowns
BPTRX vs. FUMIX - Drawdown Comparison
The maximum BPTRX drawdown since its inception was -64.11%, which is greater than FUMIX's maximum drawdown of -33.36%. Use the drawdown chart below to compare losses from any high point for BPTRX and FUMIX.
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Drawdown Indicators
| BPTRX | FUMIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -64.11% | -33.36% | -30.75% |
Max Drawdown (1Y)Largest decline over 1 year | -19.60% | -12.87% | -6.73% |
Max Drawdown (3Y)Largest decline over 3 years | -33.34% | -19.90% | -13.44% |
Max Drawdown (5Y)Largest decline over 5 years | -49.87% | -27.66% | -22.21% |
Max Drawdown (10Y)Largest decline over 10 years | -51.26% | — | — |
Current DrawdownCurrent decline from peak | -18.16% | -9.03% | -9.13% |
Average DrawdownAverage peak-to-trough decline | -13.76% | -6.28% | -7.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.04% | 3.14% | +2.90% |
Volatility
BPTRX vs. FUMIX - Volatility Comparison
The current volatility for Baron Partners Fund (BPTRX) is 7.29%, while Fidelity SAI U.S. Momentum Index Fund (FUMIX) has a volatility of 8.78%. This indicates that BPTRX experiences smaller price fluctuations and is considered to be less risky than FUMIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BPTRX | FUMIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.29% | 8.78% | -1.49% |
Volatility (6M)Calculated over the trailing 6-month period | 19.10% | 18.87% | +0.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 30.34% | 21.08% | +9.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 34.24% | 21.82% | +12.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 32.93% | 21.99% | +10.94% |
BPTRX vs. FUMIX - Expense Ratio Comparison
BPTRX has a 1.36% expense ratio, which is higher than FUMIX's 0.11% expense ratio.
Dividends
BPTRX vs. FUMIX - Dividend Comparison
BPTRX's dividend yield for the trailing twelve months is around 3.49%, more than FUMIX's 2.30% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BPTRX Baron Partners Fund | 3.49% | 3.36% | 0.76% | 0.00% | 3.19% | 7.72% | 3.67% | 0.26% | 0.00% | 0.00% | 0.00% | 0.35% |
FUMIX Fidelity SAI U.S. Momentum Index Fund | 2.30% | 2.77% | 5.89% | 18.09% | 2.10% | 20.67% | 8.68% | 2.09% | 3.84% | 0.88% | 0.00% | 0.00% |
Frequently Asked Questions
BPTRX and FUMIX have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FUMIX has higher volatility (8.78%) compared to BPTRX (7.29%). In terms of maximum drawdown, BPTRX dropped -64.11% vs FUMIX's -33.36%.
FUMIX currently has the higher Sharpe Ratio (1.18 vs 0.84), 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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