BSCFX vs. QQQ
Compare and contrast key facts about Baron Small Cap Fund (BSCFX) and Invesco QQQ (QQQ).
BSCFX is managed by Baron Capital Group, Inc.. It was launched on Sep 30, 1997. QQQ is a passively managed fund by Invesco that tracks the performance of the NASDAQ-100 Index. It was launched on Mar 10, 1999.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BSCFX or QQQ.
Key characteristics
| BSCFX | QQQ | |
|---|---|---|
| YTD Return | 19.70% | 25.63% |
| 1Y Return | 29.40% | 33.85% |
| 3Y Return (Ann) | -6.45% | 9.83% |
| 5Y Return (Ann) | 3.03% | 21.21% |
| 10Y Return (Ann) | 0.33% | 18.37% |
| Sharpe Ratio | 1.87 | 2.12 |
| Sortino Ratio | 2.65 | 2.79 |
| Omega Ratio | 1.32 | 1.38 |
| Calmar Ratio | 0.93 | 2.71 |
| Martin Ratio | 9.40 | 9.88 |
| Ulcer Index | 3.72% | 3.72% |
| Daily Std Dev | 18.70% | 17.31% |
| Max Drawdown | -58.53% | -82.98% |
| Current Drawdown | -18.79% | -0.37% |
Correlation
The correlation between BSCFX and QQQ is 0.75, 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. QQQ - Performance Comparison
In the year-to-date period, BSCFX achieves a 19.70% return, which is significantly lower than QQQ's 25.63% return. Over the past 10 years, BSCFX has underperformed QQQ with an annualized return of 0.33%, while QQQ has yielded a comparatively higher 18.37% 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. QQQ - Expense Ratio Comparison
BSCFX has a 1.29% expense ratio, which is higher than QQQ's 0.20% expense ratio.
Risk-Adjusted Performance
BSCFX vs. QQQ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Baron Small Cap Fund (BSCFX) and Invesco QQQ (QQQ). 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. QQQ - Dividend Comparison
BSCFX has not paid dividends to shareholders, while QQQ's dividend yield for the trailing twelve months is around 0.59%.
| 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% |
QQQ Invesco QQQ | 0.59% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% | 1.02% |
Drawdowns
BSCFX vs. QQQ - Drawdown Comparison
The maximum BSCFX drawdown since its inception was -58.53%, smaller than the maximum QQQ drawdown of -82.98%. Use the drawdown chart below to compare losses from any high point for BSCFX and QQQ. For additional features, visit the drawdowns tool.
Volatility
BSCFX vs. QQQ - Volatility Comparison
Baron Small Cap Fund (BSCFX) has a higher volatility of 6.19% compared to Invesco QQQ (QQQ) at 4.91%. This indicates that BSCFX's price experiences larger fluctuations and is considered to be riskier than QQQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.