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BREIX vs. BDFIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BREIX vs. BDFIX - Performance Comparison

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

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BREIX vs. BDFIX - 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%
BDFIX
Baron Discovery Fund
-13.78%10.96%16.28%22.58%-35.12%4.84%66.15%26.85%0.66%35.84%

Returns By Period

In the year-to-date period, BREIX achieves a -7.81% return, which is significantly higher than BDFIX's -13.78% return. Over the past 10 years, BREIX has underperformed BDFIX with an annualized return of 10.35%, while BDFIX has yielded a comparatively higher 12.88% annualized return.


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%

BDFIX

1D
-0.57%
1M
-12.67%
YTD
-13.78%
6M
-13.61%
1Y
1.96%
3Y*
7.04%
5Y*
-2.90%
10Y*
12.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BREIX vs. BDFIX - Expense Ratio Comparison

Both BREIX and BDFIX have an expense ratio of 1.05%.


Return for Risk

BREIX vs. BDFIX — 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

BDFIX
BDFIX Risk / Return Rank: 66
Overall Rank
BDFIX Sharpe Ratio Rank: 66
Sharpe Ratio Rank
BDFIX Sortino Ratio Rank: 77
Sortino Ratio Rank
BDFIX Omega Ratio Rank: 77
Omega Ratio Rank
BDFIX Calmar Ratio Rank: 66
Calmar Ratio Rank
BDFIX Martin Ratio Rank: 55
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. BDFIX - Risk-Adjusted Trends Comparison

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


BREIXBDFIXDifference

Sharpe ratio

Return per unit of total volatility

0.23

0.06

+0.17

Sortino ratio

Return per unit of downside risk

0.47

0.27

+0.20

Omega ratio

Gain probability vs. loss probability

1.06

1.03

+0.03

Calmar ratio

Return relative to maximum drawdown

0.22

-0.05

+0.27

Martin ratio

Return relative to average drawdown

0.65

-0.19

+0.84

BREIX vs. BDFIX - Sharpe Ratio Comparison

The current BREIX Sharpe Ratio is 0.23, which is higher than the BDFIX Sharpe Ratio of 0.06. The chart below compares the historical Sharpe Ratios of BREIX and BDFIX, 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


BREIXBDFIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.23

0.06

+0.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.09

-0.11

+0.20

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

0.46

+0.15

Correlation

The correlation between BREIX and BDFIX is 0.78, 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. BDFIX - Dividend Comparison

BREIX's dividend yield for the trailing twelve months is around 4.12%, while BDFIX has not paid dividends to shareholders.


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%
BDFIX
Baron Discovery Fund
0.00%0.00%0.00%0.00%0.00%3.68%3.05%0.13%8.78%0.21%1.97%0.00%

Drawdowns

BREIX vs. BDFIX - Drawdown Comparison

The maximum BREIX drawdown since its inception was -38.47%, smaller than the maximum BDFIX drawdown of -46.39%. Use the drawdown chart below to compare losses from any high point for BREIX and BDFIX.


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Drawdown Indicators


BREIXBDFIXDifference

Max Drawdown

Largest peak-to-trough decline

-38.47%

-46.39%

+7.92%

Max Drawdown (1Y)

Largest decline over 1 year

-12.86%

-17.94%

+5.08%

Max Drawdown (5Y)

Largest decline over 5 years

-33.93%

-45.38%

+11.45%

Max Drawdown (10Y)

Largest decline over 10 years

-38.47%

-46.39%

+7.92%

Current Drawdown

Current decline from peak

-12.56%

-21.60%

+9.04%

Average Drawdown

Average peak-to-trough decline

-7.59%

-14.64%

+7.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.36%

4.86%

-0.50%

Volatility

BREIX vs. BDFIX - Volatility Comparison

The current volatility for Baron Real Estate Fund (BREIX) is 5.33%, while Baron Discovery Fund (BDFIX) has a volatility of 6.26%. This indicates that BREIX experiences smaller price fluctuations and is considered to be less risky than BDFIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BREIXBDFIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.33%

6.26%

-0.93%

Volatility (6M)

Calculated over the trailing 6-month period

11.62%

13.70%

-2.08%

Volatility (1Y)

Calculated over the trailing 1-year period

19.89%

24.03%

-4.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.67%

26.33%

-5.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.14%

25.13%

-3.99%