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BSCFX vs. IJR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BSCFX and IJR is 0.85, 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

The chart below illustrates the hypothetical performance of a $10,000 investment in Baron Small Cap Fund (BSCFX) and iShares Core S&P Small-Cap ETF (IJR). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

BSCFX:

0.01

IJR:

-0.07

Sortino Ratio

BSCFX:

0.10

IJR:

-0.05

Omega Ratio

BSCFX:

1.01

IJR:

0.99

Calmar Ratio

BSCFX:

-0.04

IJR:

-0.13

Martin Ratio

BSCFX:

-0.13

IJR:

-0.36

Ulcer Index

BSCFX:

9.02%

IJR:

10.04%

Daily Std Dev

BSCFX:

23.54%

IJR:

24.13%

Max Drawdown

BSCFX:

-55.59%

IJR:

-58.15%

Current Drawdown

BSCFX:

-13.41%

IJR:

-17.35%

Returns By Period

In the year-to-date period, BSCFX achieves a -5.46% return, which is significantly higher than IJR's -9.47% return. Over the past 10 years, BSCFX has outperformed IJR with an annualized return of 9.20%, while IJR has yielded a comparatively lower 7.55% annualized return.


BSCFX

YTD

-5.46%

1M

6.77%

6M

-12.52%

1Y

-0.62%

3Y*

10.01%

5Y*

9.27%

10Y*

9.20%

IJR

YTD

-9.47%

1M

4.11%

6M

-15.81%

1Y

-2.47%

3Y*

4.43%

5Y*

12.01%

10Y*

7.55%

*Annualized

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Baron Small Cap Fund

iShares Core S&P Small-Cap ETF

BSCFX vs. IJR - Expense Ratio Comparison

BSCFX has a 1.29% expense ratio, which is higher than IJR's 0.07% expense ratio.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

BSCFX vs. IJR — Risk-Adjusted Performance Rank

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

BSCFX
The Risk-Adjusted Performance Rank of BSCFX is 1515
Overall Rank
The Sharpe Ratio Rank of BSCFX is 1515
Sharpe Ratio Rank
The Sortino Ratio Rank of BSCFX is 1717
Sortino Ratio Rank
The Omega Ratio Rank of BSCFX is 1616
Omega Ratio Rank
The Calmar Ratio Rank of BSCFX is 1515
Calmar Ratio Rank
The Martin Ratio Rank of BSCFX is 1515
Martin Ratio Rank

IJR
The Risk-Adjusted Performance Rank of IJR is 1313
Overall Rank
The Sharpe Ratio Rank of IJR is 1515
Sharpe Ratio Rank
The Sortino Ratio Rank of IJR is 1313
Sortino Ratio Rank
The Omega Ratio Rank of IJR is 1313
Omega Ratio Rank
The Calmar Ratio Rank of IJR is 1212
Calmar Ratio Rank
The Martin Ratio Rank of IJR is 1313
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The current BSCFX Sharpe Ratio is 0.01, which is higher than the IJR Sharpe Ratio of -0.07. The chart below compares the historical Sharpe Ratios of BSCFX and IJR, 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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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

BSCFX vs. IJR - Dividend Comparison

BSCFX's dividend yield for the trailing twelve months is around 14.77%, more than IJR's 2.27% yield.


TTM20242023202220212020201920182017201620152014
BSCFX
Baron Small Cap Fund
14.77%13.96%3.04%5.90%12.47%11.17%9.60%10.91%13.57%22.41%12.56%6.11%
IJR
iShares Core S&P Small-Cap ETF
2.27%2.05%1.31%1.41%1.53%1.11%1.44%1.58%1.20%1.21%1.48%1.23%

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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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

BSCFX vs. IJR - Volatility Comparison

The current volatility for Baron Small Cap Fund (BSCFX) is 5.44%, while iShares Core S&P Small-Cap ETF (IJR) has a volatility of 6.01%. 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.


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