BRIIX vs. SSO

In the year-to-date period, BRIIX achieves a -3.32% return, which is significantly higher than SSO's -5.41% return.

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BRIIX has a 1.08% expense ratio, which is higher than SSO's 0.90% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Baron Real Estate Income Fund (BRIIX) and ProShares Ultra S&P 500 (SSO). 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 BRIIX Sharpe Ratio is 0.88, which is higher than the SSO Sharpe Ratio of 0.31. The chart below compares the historical Sharpe Ratios of BRIIX and SSO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

BRIIX's dividend yield for the trailing twelve months is around 1.43%, more than SSO's 0.89% yield.

The maximum BRIIX drawdown since its inception was -37.06%, smaller than the maximum SSO drawdown of -84.67%. Use the drawdown chart below to compare losses from any high point for BRIIX and SSO. For additional features, visit the drawdowns tool.

The current volatility for Baron Real Estate Income Fund (BRIIX) is 4.14%, while ProShares Ultra S&P 500 (SSO) has a volatility of 9.20%. This indicates that BRIIX experiences smaller price fluctuations and is considered to be less risky than SSO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.