BSCFX vs. IJR
BSCFX (Baron Small Cap Fund) and IJR (iShares Core S&P Small-Cap ETF) are both funds - BSCFX is a Small Cap Growth Equities fund managed by Baron Capital, while IJR is a Small Cap Blend Equities fund tracking the S&P SmallCap 600 Index. Over the past 10 years, BSCFX returned 10.13%/yr vs 10.86%/yr for IJR. Their correlation of 0.87 means they have usually moved in the same direction. BSCFX charges 1.29%/yr vs 0.06%/yr for IJR.
Performance
BSCFX vs. IJR - Performance Comparison
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Returns By Period
In the year-to-date period, BSCFX achieves a 0.54% return, which is significantly lower than IJR's 21.59% return. Over the past 10 years, BSCFX has underperformed IJR with an annualized return of 10.13%, while IJR has yielded a comparatively higher 10.86% annualized return.
BSCFX
- 1D
- -0.55%
- 1M
- -4.06%
- 6M
- 0.35%
- YTD
- 0.54%
- 1Y
- -1.28%
- 3Y*
- 5.89%
- 5Y*
- 0.41%
- 10Y*
- 10.13%
- ALL TIME*
- 8.98%
IJR
- 1D
- -0.03%
- 1M
- -0.70%
- 6M
- 15.04%
- YTD
- 21.59%
- 1Y
- 35.87%
- 3Y*
- 13.39%
- 5Y*
- 7.39%
- 10Y*
- 10.86%
- ALL TIME*
- 10.14%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
BSCFX Baron Small Cap Fund | $0.00 | $0.00 | $0.00 |
| $499.82M | $465.35M | $539.29M |
BSCFX vs. IJR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BSCFX Baron Small Cap Fund | 0.54% | -0.92% | 13.11% | 26.90% | -31.19% | 15.42% | 40.38% | 34.60% | -7.39% | 27.34% |
IJR iShares Core S&P Small-Cap ETF | 21.59% | 5.89% | 8.63% | 16.06% | -16.20% | 26.58% | 11.28% | 22.82% | -8.51% | 13.15% |
Correlation
The correlation between BSCFX and IJR is 0.80, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.80 |
Correlation (3Y) Balances recent behavior with more history. | 0.84 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.86 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.84 |
Correlation (All Time) Calculated using the full available price history since May 26, 2000 | 0.87 |
The correlation between BSCFX and IJR has been stable across timeframes, ranging from 0.80 to 0.87 - a consistent structural relationship.
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Return for Risk
BSCFX vs. IJR — Risk / Return Rank
BSCFX
IJR
BSCFX vs. IJR - Risk-Adjusted Trends 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| BSCFX | IJR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.14 | ||
| Sortino ratioReturn per unit of downside risk | -3.00 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 1.34 | -0.36 |
| Calmar ratioReturn relative to maximum drawdown | -0.22 | 3.89 | -4.11 |
| Martin ratioReturn relative to average drawdown | -0.56 | 13.29 | -13.85 |
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Drawdowns
BSCFX vs. IJR - Drawdown Comparison
The maximum BSCFX drawdown since its inception was -55.59%, 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.
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Drawdown Indicators
| BSCFX | IJR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.59% | -58.15% | +2.56% |
Max Drawdown (1Y)Largest decline over 1 year | -15.00% | -8.68% | -6.32% |
Max Drawdown (3Y)Largest decline over 3 years | -26.91% | -28.02% | +1.11% |
Max Drawdown (5Y)Largest decline over 5 years | -37.94% | -28.02% | -9.92% |
Max Drawdown (10Y)Largest decline over 10 years | -39.58% | -44.36% | +4.78% |
Current DrawdownCurrent decline from peak | -8.77% | -1.92% | -6.85% |
Average DrawdownAverage peak-to-trough decline | -11.07% | -9.23% | -1.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.97% | 2.54% | +3.43% |
Volatility
BSCFX vs. IJR - Volatility Comparison
Baron Small Cap Fund (BSCFX) has a higher volatility of 4.65% compared to iShares Core S&P Small-Cap ETF (IJR) at 3.40%. This indicates that BSCFX's price experiences larger fluctuations and is considered to be riskier than IJR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BSCFX | IJR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.65% | 3.40% | +1.25% |
Volatility (6M)Calculated over the trailing 6-month period | 13.86% | 11.62% | +2.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.25% | 17.33% | +0.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.45% | 21.25% | +1.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.38% | 22.85% | -0.47% |
BSCFX vs. IJR - Expense Ratio Comparison
BSCFX has a 1.29% expense ratio, which is higher than IJR's 0.06% expense ratio.
Dividends
BSCFX vs. IJR - Dividend Comparison
BSCFX's dividend yield for the trailing twelve months is around 9.88%, more than IJR's 1.13% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BSCFX Baron Small Cap Fund | 9.88% | 9.50% | 13.96% | 3.04% | 5.90% | 12.47% | 11.17% | 9.60% | 10.91% | 13.57% | 22.41% | 12.56% |
IJR iShares Core S&P Small-Cap ETF | 1.13% | 1.44% | 2.05% | 1.31% | 1.41% | 1.53% | 1.11% | 1.44% | 1.58% | 1.20% | 1.22% | 1.48% |
Frequently Asked Questions
BSCFX and IJR have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BSCFX has higher volatility (4.65%) compared to IJR (3.40%). In terms of maximum drawdown, BSCFX dropped -55.59% vs IJR's -58.15%.
IJR currently has the higher Sharpe Ratio (1.95 vs -0.18), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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