BREIX vs. PRSCX

In the year-to-date period, BREIX achieves a -0.57% return, which is significantly lower than PRSCX's 0.93% return. Over the past 10 years, BREIX has outperformed PRSCX with an annualized return of 4.55%, while PRSCX has yielded a comparatively lower 3.89% annualized return.

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BREIX has a 1.05% expense ratio, which is higher than PRSCX's 0.84% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Baron Real Estate Fund (BREIX) and T. Rowe Price Science And Technology Fund (PRSCX). 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.

The current BREIX Sharpe Ratio is 0.76, which is lower than the PRSCX Sharpe Ratio of 1.20. The chart below compares the historical Sharpe Ratios of BREIX and PRSCX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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

The maximum BREIX drawdown since its inception was -42.73%, smaller than the maximum PRSCX drawdown of -87.38%. Use the drawdown chart below to compare losses from any high point for BREIX and PRSCX. For additional features, visit the drawdowns tool.

The current volatility for Baron Real Estate Fund (BREIX) is 7.17%, while T. Rowe Price Science And Technology Fund (PRSCX) has a volatility of 10.00%. This indicates that BREIX experiences smaller price fluctuations and is considered to be less risky than PRSCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.