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

Performance

BPTRX vs. MRFOX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Baron Partners Fund (BPTRX) and Marshfield Concentrated Opportunity Fund (MRFOX). The values are adjusted to include any dividend payments, if applicable.

0.00%10.00%20.00%30.00%40.00%JuneJulyAugustSeptemberOctoberNovember
33.19%
8.19%
BPTRX
MRFOX

Returns By Period

In the year-to-date period, BPTRX achieves a 16.52% return, which is significantly lower than MRFOX's 17.42% return.


BPTRX

YTD

16.52%

1M

18.87%

6M

30.11%

1Y

24.11%

5Y (annualized)

23.78%

10Y (annualized)

17.69%

MRFOX

YTD

17.42%

1M

0.03%

6M

7.56%

1Y

21.85%

5Y (annualized)

12.79%

10Y (annualized)

N/A

Key characteristics


BPTRXMRFOX
Sharpe Ratio0.962.63
Sortino Ratio1.553.84
Omega Ratio1.191.49
Calmar Ratio0.615.50
Martin Ratio2.6214.19
Ulcer Index9.80%1.57%
Daily Std Dev26.62%8.47%
Max Drawdown-68.06%-29.10%
Current Drawdown-17.95%-0.93%

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BPTRX vs. MRFOX - Expense Ratio Comparison

BPTRX has a 1.36% expense ratio, which is higher than MRFOX's 1.05% 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 MRFOX: current value at 1.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.05%

Correlation

-0.50.00.51.00.6

The correlation between BPTRX and MRFOX is 0.62, 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.

Risk-Adjusted Performance

BPTRX vs. MRFOX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Baron Partners Fund (BPTRX) and Marshfield Concentrated Opportunity Fund (MRFOX). 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 0.96, compared to the broader market-1.000.001.002.003.004.005.000.962.63
The chart of Sortino ratio for BPTRX, currently valued at 1.55, compared to the broader market0.005.0010.001.553.84
The chart of Omega ratio for BPTRX, currently valued at 1.19, compared to the broader market1.002.003.004.001.191.49
The chart of Calmar ratio for BPTRX, currently valued at 0.61, compared to the broader market0.005.0010.0015.0020.0025.000.615.50
The chart of Martin ratio for BPTRX, currently valued at 2.62, compared to the broader market0.0020.0040.0060.0080.00100.002.6214.19
BPTRX
MRFOX

The current BPTRX Sharpe Ratio is 0.96, which is lower than the MRFOX Sharpe Ratio of 2.63. The chart below compares the historical Sharpe Ratios of BPTRX and MRFOX, 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-1.000.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
0.96
2.63
BPTRX
MRFOX

Dividends

BPTRX vs. MRFOX - Dividend Comparison

BPTRX has not paid dividends to shareholders, while MRFOX's dividend yield for the trailing twelve months is around 0.40%.


TTM2023202220212020201920182017201620152014
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%
MRFOX
Marshfield Concentrated Opportunity Fund
0.40%0.46%0.14%0.00%0.00%0.09%0.02%0.06%0.17%0.00%0.00%

Drawdowns

BPTRX vs. MRFOX - Drawdown Comparison

The maximum BPTRX drawdown since its inception was -68.06%, which is greater than MRFOX's maximum drawdown of -29.10%. Use the drawdown chart below to compare losses from any high point for BPTRX and MRFOX. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-17.95%
-0.93%
BPTRX
MRFOX

Volatility

BPTRX vs. MRFOX - Volatility Comparison

Baron Partners Fund (BPTRX) has a higher volatility of 13.70% compared to Marshfield Concentrated Opportunity Fund (MRFOX) at 2.75%. This indicates that BPTRX's price experiences larger fluctuations and is considered to be riskier than MRFOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%JuneJulyAugustSeptemberOctoberNovember
13.70%
2.75%
BPTRX
MRFOX