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GFFFX vs. BPTRX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GFFFX vs. BPTRX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Funds The Growth Fund of America (GFFFX) and Baron Partners Fund (BPTRX). The values are adjusted to include any dividend payments, if applicable.

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GFFFX vs. BPTRX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GFFFX
American Funds The Growth Fund of America
-8.03%19.96%28.28%37.51%-30.61%19.55%38.16%28.43%-2.96%26.38%
BPTRX
Baron Partners Fund
-5.39%24.54%32.75%43.09%-42.53%31.35%148.81%44.99%-2.01%31.54%

Returns By Period

In the year-to-date period, GFFFX achieves a -8.03% return, which is significantly lower than BPTRX's -5.39% return. Over the past 10 years, GFFFX has underperformed BPTRX with an annualized return of 14.56%, while BPTRX has yielded a comparatively higher 23.66% annualized return.


GFFFX

1D
3.56%
1M
-6.33%
YTD
-8.03%
6M
-7.08%
1Y
17.05%
3Y*
20.50%
5Y*
9.18%
10Y*
14.56%

BPTRX

1D
2.10%
1M
-5.26%
YTD
-5.39%
6M
11.85%
1Y
41.12%
3Y*
21.98%
5Y*
10.95%
10Y*
23.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GFFFX vs. BPTRX - Expense Ratio Comparison

GFFFX has a 0.40% expense ratio, which is lower than BPTRX's 1.36% expense ratio.


Return for Risk

GFFFX vs. BPTRX — Risk / Return Rank

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

GFFFX
GFFFX Risk / Return Rank: 4444
Overall Rank
GFFFX Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
GFFFX Sortino Ratio Rank: 4343
Sortino Ratio Rank
GFFFX Omega Ratio Rank: 4242
Omega Ratio Rank
GFFFX Calmar Ratio Rank: 5050
Calmar Ratio Rank
GFFFX Martin Ratio Rank: 4747
Martin Ratio Rank

BPTRX
BPTRX Risk / Return Rank: 8484
Overall Rank
BPTRX Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
BPTRX Sortino Ratio Rank: 8787
Sortino Ratio Rank
BPTRX Omega Ratio Rank: 7777
Omega Ratio Rank
BPTRX Calmar Ratio Rank: 9292
Calmar Ratio Rank
BPTRX Martin Ratio Rank: 9090
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

GFFFX vs. BPTRX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for American Funds The Growth Fund of America (GFFFX) and Baron Partners Fund (BPTRX). 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.


GFFFXBPTRXDifference

Sharpe ratio

Return per unit of total volatility

0.85

1.29

-0.43

Sortino ratio

Return per unit of downside risk

1.36

2.38

-1.02

Omega ratio

Gain probability vs. loss probability

1.19

1.30

-0.11

Calmar ratio

Return relative to maximum drawdown

1.28

2.85

-1.57

Martin ratio

Return relative to average drawdown

4.85

10.35

-5.50

GFFFX vs. BPTRX - Sharpe Ratio Comparison

The current GFFFX Sharpe Ratio is 0.85, which is lower than the BPTRX Sharpe Ratio of 1.29. The chart below compares the historical Sharpe Ratios of GFFFX and BPTRX, 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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Sharpe Ratios by Period


GFFFXBPTRXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.85

1.29

-0.43

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.46

0.32

+0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.74

0.73

+0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.75

0.55

+0.21

Correlation

The correlation between GFFFX and BPTRX is 0.83, 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.


Dividends

GFFFX vs. BPTRX - Dividend Comparison

GFFFX's dividend yield for the trailing twelve months is around 11.90%, more than BPTRX's 3.55% yield.


TTM20252024202320222021202020192018201720162015
GFFFX
American Funds The Growth Fund of America
11.90%10.95%9.23%7.64%4.32%8.42%4.51%7.38%12.29%7.27%6.87%9.13%
BPTRX
Baron Partners Fund
3.55%3.36%0.76%0.00%3.19%7.72%3.67%0.26%0.00%0.00%0.00%0.35%

Drawdowns

GFFFX vs. BPTRX - Drawdown Comparison

The maximum GFFFX drawdown since its inception was -36.26%, smaller than the maximum BPTRX drawdown of -64.11%. Use the drawdown chart below to compare losses from any high point for GFFFX and BPTRX.


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Drawdown Indicators


GFFFXBPTRXDifference

Max Drawdown

Largest peak-to-trough decline

-36.26%

-64.11%

+27.85%

Max Drawdown (1Y)

Largest decline over 1 year

-13.74%

-14.79%

+1.05%

Max Drawdown (5Y)

Largest decline over 5 years

-36.26%

-49.87%

+13.61%

Max Drawdown (10Y)

Largest decline over 10 years

-36.26%

-51.26%

+15.00%

Current Drawdown

Current decline from peak

-10.67%

-8.65%

-2.02%

Average Drawdown

Average peak-to-trough decline

-5.60%

-13.82%

+8.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.62%

4.08%

-0.46%

Volatility

GFFFX vs. BPTRX - Volatility Comparison

American Funds The Growth Fund of America (GFFFX) has a higher volatility of 6.76% compared to Baron Partners Fund (BPTRX) at 4.78%. This indicates that GFFFX's price experiences larger fluctuations and is considered to be riskier than BPTRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GFFFXBPTRXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.76%

4.78%

+1.98%

Volatility (6M)

Calculated over the trailing 6-month period

12.14%

22.21%

-10.07%

Volatility (1Y)

Calculated over the trailing 1-year period

21.02%

33.35%

-12.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.23%

33.90%

-13.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.64%

32.72%

-13.08%