BPTRX vs. QQQ
Compare and contrast key facts about Baron Partners Fund (BPTRX) and Invesco QQQ (QQQ).
BPTRX is managed by Baron Capital Group, Inc.. It was launched on Apr 30, 2003. QQQ is a passively managed fund by Invesco that tracks the performance of the NASDAQ-100 Index. It was launched on Mar 10, 1999.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BPTRX or QQQ.
Performance
BPTRX vs. QQQ - Performance Comparison
Returns By Period
In the year-to-date period, BPTRX achieves a 16.97% return, which is significantly lower than QQQ's 23.84% return. Both investments have delivered pretty close results over the past 10 years, with BPTRX having a 17.66% annualized return and QQQ not far ahead at 18.03%.
BPTRX
16.97%
19.56%
33.71%
25.90%
23.85%
17.66%
QQQ
23.84%
1.82%
11.65%
30.35%
20.97%
18.03%
Key characteristics
| BPTRX | QQQ | |
|---|---|---|
| Sharpe Ratio | 0.92 | 1.78 |
| Sortino Ratio | 1.50 | 2.37 |
| Omega Ratio | 1.18 | 1.32 |
| Calmar Ratio | 0.58 | 2.28 |
| Martin Ratio | 2.51 | 8.27 |
| Ulcer Index | 9.80% | 3.73% |
| Daily Std Dev | 26.59% | 17.37% |
| Max Drawdown | -68.06% | -82.98% |
| Current Drawdown | -17.64% | -1.78% |
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BPTRX vs. QQQ - Expense Ratio Comparison
BPTRX has a 1.36% expense ratio, which is higher than QQQ's 0.20% expense ratio.
Correlation
The correlation between BPTRX and QQQ 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.
Risk-Adjusted Performance
BPTRX vs. QQQ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Baron Partners Fund (BPTRX) and Invesco QQQ (QQQ). 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.
Dividends
BPTRX vs. QQQ - Dividend Comparison
BPTRX has not paid dividends to shareholders, while QQQ's dividend yield for the trailing twelve months is around 0.60%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
QQQ Invesco QQQ | 0.60% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% | 1.02% |
Drawdowns
BPTRX vs. QQQ - Drawdown Comparison
The maximum BPTRX drawdown since its inception was -68.06%, smaller than the maximum QQQ drawdown of -82.98%. Use the drawdown chart below to compare losses from any high point for BPTRX and QQQ. For additional features, visit the drawdowns tool.
Volatility
BPTRX vs. QQQ - Volatility Comparison
Baron Partners Fund (BPTRX) has a higher volatility of 13.44% compared to Invesco QQQ (QQQ) at 5.41%. This indicates that BPTRX's price experiences larger fluctuations and is considered to be riskier than QQQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.