BSCFX vs. IJR
Compare and contrast key facts about Baron Small Cap Fund (BSCFX) and iShares Core S&P Small-Cap ETF (IJR).
BSCFX is managed by Baron Capital Group, Inc.. It was launched on Sep 30, 1997. IJR is a passively managed fund by iShares that tracks the performance of the S&P SmallCap 600 Index. It was launched on May 22, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BSCFX or IJR.
Key characteristics
| BSCFX | IJR | |
|---|---|---|
| YTD Return | 21.78% | 17.93% |
| 1Y Return | 37.76% | 40.00% |
| 3Y Return (Ann) | -5.93% | 3.45% |
| 5Y Return (Ann) | 3.63% | 11.08% |
| 10Y Return (Ann) | 0.51% | 10.10% |
| Sharpe Ratio | 2.12 | 2.02 |
| Sortino Ratio | 2.95 | 2.94 |
| Omega Ratio | 1.36 | 1.35 |
| Calmar Ratio | 0.99 | 1.93 |
| Martin Ratio | 10.67 | 11.78 |
| Ulcer Index | 3.72% | 3.52% |
| Daily Std Dev | 18.68% | 20.59% |
| Max Drawdown | -58.53% | -58.15% |
| Current Drawdown | -17.38% | 0.00% |
Correlation
The correlation between BSCFX and IJR is 0.87, 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.
Performance
BSCFX vs. IJR - Performance Comparison
In the year-to-date period, BSCFX achieves a 21.78% return, which is significantly higher than IJR's 17.93% return. Over the past 10 years, BSCFX has underperformed IJR with an annualized return of 0.51%, while IJR has yielded a comparatively higher 10.10% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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BSCFX vs. IJR - Expense Ratio Comparison
BSCFX has a 1.29% expense ratio, which is higher than IJR's 0.07% expense ratio.
Risk-Adjusted Performance
BSCFX vs. IJR - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Baron Small Cap Fund (BSCFX) and iShares Core S&P Small-Cap ETF (IJR). 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.
Dividends
BSCFX vs. IJR - Dividend Comparison
BSCFX has not paid dividends to shareholders, while IJR's dividend yield for the trailing twelve months is around 1.20%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BSCFX Baron Small Cap Fund | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IJR iShares Core S&P Small-Cap ETF | 1.20% | 1.31% | 1.41% | 1.53% | 1.11% | 1.44% | 1.58% | 1.20% | 1.21% | 1.48% | 1.23% | 1.00% |
Drawdowns
BSCFX vs. IJR - Drawdown Comparison
The maximum BSCFX drawdown since its inception was -58.53%, roughly equal to the maximum IJR drawdown of -58.15%. Use the drawdown chart below to compare losses from any high point for BSCFX and IJR. For additional features, visit the drawdowns tool.
Volatility
BSCFX vs. IJR - Volatility Comparison
The current volatility for Baron Small Cap Fund (BSCFX) is 6.02%, while iShares Core S&P Small-Cap ETF (IJR) has a volatility of 7.27%. This indicates that BSCFX experiences smaller price fluctuations and is considered to be less risky than IJR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.