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BREIX vs. BARAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BREIX vs. BARAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Baron Real Estate Fund (BREIX) and Baron Asset Fund (BARAX). The values are adjusted to include any dividend payments, if applicable.

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BREIX vs. BARAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BREIX
Baron Real Estate Fund
-7.81%5.18%12.46%25.04%-28.45%24.41%44.35%44.60%-22.05%31.44%
BARAX
Baron Asset Fund
-9.35%7.89%10.35%17.05%-26.06%13.88%32.98%37.64%-0.15%26.18%

Returns By Period

In the year-to-date period, BREIX achieves a -7.81% return, which is significantly higher than BARAX's -9.35% return. Both investments have delivered pretty close results over the past 10 years, with BREIX having a 10.35% annualized return and BARAX not far behind at 10.14%.


BREIX

1D
-0.21%
1M
-9.59%
YTD
-7.81%
6M
-9.03%
1Y
3.92%
3Y*
8.39%
5Y*
1.79%
10Y*
10.35%

BARAX

1D
0.01%
1M
-7.56%
YTD
-9.35%
6M
-2.30%
1Y
0.78%
3Y*
6.27%
5Y*
1.47%
10Y*
10.14%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BREIX vs. BARAX - Expense Ratio Comparison

BREIX has a 1.05% expense ratio, which is lower than BARAX's 1.29% expense ratio.


Return for Risk

BREIX vs. BARAX — Risk / Return Rank

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

BREIX
BREIX Risk / Return Rank: 1010
Overall Rank
BREIX Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
BREIX Sortino Ratio Rank: 1111
Sortino Ratio Rank
BREIX Omega Ratio Rank: 1010
Omega Ratio Rank
BREIX Calmar Ratio Rank: 1010
Calmar Ratio Rank
BREIX Martin Ratio Rank: 1010
Martin Ratio Rank

BARAX
BARAX Risk / Return Rank: 88
Overall Rank
BARAX Sharpe Ratio Rank: 88
Sharpe Ratio Rank
BARAX Sortino Ratio Rank: 88
Sortino Ratio Rank
BARAX Omega Ratio Rank: 88
Omega Ratio Rank
BARAX Calmar Ratio Rank: 77
Calmar Ratio Rank
BARAX Martin Ratio Rank: 77
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.

BREIX vs. BARAX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Baron Real Estate Fund (BREIX) and Baron Asset Fund (BARAX). 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.


BREIXBARAXDifference

Sharpe ratio

Return per unit of total volatility

0.23

0.12

+0.11

Sortino ratio

Return per unit of downside risk

0.47

0.34

+0.13

Omega ratio

Gain probability vs. loss probability

1.06

1.04

+0.01

Calmar ratio

Return relative to maximum drawdown

0.22

0.07

+0.15

Martin ratio

Return relative to average drawdown

0.65

0.17

+0.48

BREIX vs. BARAX - Sharpe Ratio Comparison

The current BREIX Sharpe Ratio is 0.23, which is higher than the BARAX Sharpe Ratio of 0.12. The chart below compares the historical Sharpe Ratios of BREIX and BARAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


BREIXBARAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.23

0.12

+0.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.09

0.08

+0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.49

0.51

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.61

0.48

+0.13

Correlation

The correlation between BREIX and BARAX is 0.84, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

BREIX vs. BARAX - Dividend Comparison

BREIX's dividend yield for the trailing twelve months is around 4.12%, less than BARAX's 12.69% yield.


TTM20252024202320222021202020192018201720162015
BREIX
Baron Real Estate Fund
4.12%3.79%0.40%0.43%2.85%7.95%6.18%13.78%12.19%4.71%1.17%1.96%
BARAX
Baron Asset Fund
12.69%11.51%19.23%3.48%0.01%7.65%3.05%1.78%7.42%7.25%4.88%11.50%

Drawdowns

BREIX vs. BARAX - Drawdown Comparison

The maximum BREIX drawdown since its inception was -38.47%, smaller than the maximum BARAX drawdown of -59.71%. Use the drawdown chart below to compare losses from any high point for BREIX and BARAX.


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Drawdown Indicators


BREIXBARAXDifference

Max Drawdown

Largest peak-to-trough decline

-38.47%

-59.71%

+21.24%

Max Drawdown (1Y)

Largest decline over 1 year

-12.86%

-11.12%

-1.74%

Max Drawdown (5Y)

Largest decline over 5 years

-33.93%

-37.53%

+3.60%

Max Drawdown (10Y)

Largest decline over 10 years

-38.47%

-37.53%

-0.94%

Current Drawdown

Current decline from peak

-12.56%

-10.74%

-1.82%

Average Drawdown

Average peak-to-trough decline

-7.59%

-11.44%

+3.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.36%

4.40%

-0.04%

Volatility

BREIX vs. BARAX - Volatility Comparison

Baron Real Estate Fund (BREIX) has a higher volatility of 5.33% compared to Baron Asset Fund (BARAX) at 3.35%. This indicates that BREIX's price experiences larger fluctuations and is considered to be riskier than BARAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BREIXBARAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.33%

3.35%

+1.98%

Volatility (6M)

Calculated over the trailing 6-month period

11.62%

11.72%

-0.10%

Volatility (1Y)

Calculated over the trailing 1-year period

19.89%

18.99%

+0.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.67%

19.55%

+1.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.14%

19.79%

+1.35%