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BREIX vs. BEXIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BREIX vs. BEXIX - Performance Comparison

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

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BREIX vs. BEXIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BREIX
Baron Real Estate Fund
-5.39%5.18%12.46%25.04%-28.45%24.41%44.35%44.60%-22.05%31.44%
BEXIX
Baron Emerging Markets Fund
0.47%30.11%7.91%8.29%-25.82%-6.06%29.71%18.85%-18.48%40.63%

Returns By Period

In the year-to-date period, BREIX achieves a -5.39% return, which is significantly lower than BEXIX's 0.47% return. Over the past 10 years, BREIX has outperformed BEXIX with an annualized return of 10.64%, while BEXIX has yielded a comparatively lower 6.94% annualized return.


BREIX

1D
2.62%
1M
-6.45%
YTD
-5.39%
6M
-6.87%
1Y
6.36%
3Y*
9.33%
5Y*
1.95%
10Y*
10.64%

BEXIX

1D
2.89%
1M
-8.87%
YTD
0.47%
6M
-1.76%
1Y
26.18%
3Y*
14.15%
5Y*
0.99%
10Y*
6.94%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BREIX vs. BEXIX - Expense Ratio Comparison

BREIX has a 1.05% expense ratio, which is lower than BEXIX's 1.12% expense ratio.


Return for Risk

BREIX vs. BEXIX — Risk / Return Rank

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

BREIX
BREIX Risk / Return Rank: 1313
Overall Rank
BREIX Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
BREIX Sortino Ratio Rank: 1212
Sortino Ratio Rank
BREIX Omega Ratio Rank: 1111
Omega Ratio Rank
BREIX Calmar Ratio Rank: 1717
Calmar Ratio Rank
BREIX Martin Ratio Rank: 1515
Martin Ratio Rank

BEXIX
BEXIX Risk / Return Rank: 7171
Overall Rank
BEXIX Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
BEXIX Sortino Ratio Rank: 7272
Sortino Ratio Rank
BEXIX Omega Ratio Rank: 6868
Omega Ratio Rank
BEXIX Calmar Ratio Rank: 7777
Calmar Ratio Rank
BEXIX Martin Ratio Rank: 6666
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. BEXIX - Risk-Adjusted Trends Comparison

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


BREIXBEXIXDifference

Sharpe ratio

Return per unit of total volatility

0.33

1.40

-1.07

Sortino ratio

Return per unit of downside risk

0.62

1.91

-1.29

Omega ratio

Gain probability vs. loss probability

1.08

1.27

-0.20

Calmar ratio

Return relative to maximum drawdown

0.57

1.98

-1.41

Martin ratio

Return relative to average drawdown

1.66

6.84

-5.18

BREIX vs. BEXIX - Sharpe Ratio Comparison

The current BREIX Sharpe Ratio is 0.33, which is lower than the BEXIX Sharpe Ratio of 1.40. The chart below compares the historical Sharpe Ratios of BREIX and BEXIX, 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


BREIXBEXIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.33

1.40

-1.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.09

0.06

+0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

0.39

+0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.62

0.31

+0.31

Correlation

The correlation between BREIX and BEXIX is 0.60, 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.


Dividends

BREIX vs. BEXIX - Dividend Comparison

BREIX's dividend yield for the trailing twelve months is around 4.01%, more than BEXIX's 2.03% yield.


TTM20252024202320222021202020192018201720162015
BREIX
Baron Real Estate Fund
4.01%3.79%0.40%0.43%2.85%7.95%6.18%13.78%12.19%4.71%1.17%1.96%
BEXIX
Baron Emerging Markets Fund
2.03%2.04%0.81%0.69%0.00%1.88%0.35%0.46%0.49%0.45%0.76%0.39%

Drawdowns

BREIX vs. BEXIX - Drawdown Comparison

The maximum BREIX drawdown since its inception was -38.47%, smaller than the maximum BEXIX drawdown of -45.58%. Use the drawdown chart below to compare losses from any high point for BREIX and BEXIX.


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Drawdown Indicators


BREIXBEXIXDifference

Max Drawdown

Largest peak-to-trough decline

-38.47%

-45.58%

+7.11%

Max Drawdown (1Y)

Largest decline over 1 year

-12.86%

-13.32%

+0.46%

Max Drawdown (5Y)

Largest decline over 5 years

-33.93%

-42.00%

+8.07%

Max Drawdown (10Y)

Largest decline over 10 years

-38.47%

-45.58%

+7.11%

Current Drawdown

Current decline from peak

-10.28%

-10.81%

+0.53%

Average Drawdown

Average peak-to-trough decline

-7.59%

-13.91%

+6.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.41%

3.85%

+0.56%

Volatility

BREIX vs. BEXIX - Volatility Comparison

The current volatility for Baron Real Estate Fund (BREIX) is 6.13%, while Baron Emerging Markets Fund (BEXIX) has a volatility of 9.74%. This indicates that BREIX experiences smaller price fluctuations and is considered to be less risky than BEXIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BREIXBEXIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.13%

9.74%

-3.61%

Volatility (6M)

Calculated over the trailing 6-month period

11.91%

14.64%

-2.73%

Volatility (1Y)

Calculated over the trailing 1-year period

20.02%

19.32%

+0.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.71%

17.01%

+3.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.15%

17.73%

+3.42%