PortfoliosLab logoPortfoliosLab logo
GGOIX vs. BFGFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GGOIX vs. BFGFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Goldman Sachs Mid Cap Growth Fund (GGOIX) and Baron Focused Growth Fund (BFGFX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

GGOIX vs. BFGFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GGOIX
Goldman Sachs Mid Cap Growth Fund
-6.71%7.55%31.58%19.20%-26.37%11.40%44.78%34.92%-5.04%27.13%
BFGFX
Baron Focused Growth Fund
-7.28%21.94%29.52%27.40%-28.21%18.67%122.38%30.05%3.76%26.36%

Returns By Period

In the year-to-date period, GGOIX achieves a -6.71% return, which is significantly higher than BFGFX's -7.28% return. Over the past 10 years, GGOIX has underperformed BFGFX with an annualized return of 11.97%, while BFGFX has yielded a comparatively higher 19.86% annualized return.


GGOIX

1D
-1.57%
1M
-10.71%
YTD
-6.71%
6M
-9.09%
1Y
10.41%
3Y*
13.90%
5Y*
5.33%
10Y*
11.97%

BFGFX

1D
0.02%
1M
-7.79%
YTD
-7.28%
6M
4.10%
1Y
22.91%
3Y*
17.72%
5Y*
9.71%
10Y*
19.86%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


GGOIX vs. BFGFX - Expense Ratio Comparison

GGOIX has a 0.90% expense ratio, which is lower than BFGFX's 1.32% expense ratio.


Return for Risk

GGOIX vs. BFGFX — Risk / Return Rank

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

GGOIX
GGOIX Risk / Return Rank: 1717
Overall Rank
GGOIX Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
GGOIX Sortino Ratio Rank: 1818
Sortino Ratio Rank
GGOIX Omega Ratio Rank: 1616
Omega Ratio Rank
GGOIX Calmar Ratio Rank: 1717
Calmar Ratio Rank
GGOIX Martin Ratio Rank: 1818
Martin Ratio Rank

BFGFX
BFGFX Risk / Return Rank: 7171
Overall Rank
BFGFX Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
BFGFX Sortino Ratio Rank: 7777
Sortino Ratio Rank
BFGFX Omega Ratio Rank: 6767
Omega Ratio Rank
BFGFX Calmar Ratio Rank: 7878
Calmar Ratio Rank
BFGFX Martin Ratio Rank: 7272
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.

GGOIX vs. BFGFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Mid Cap Growth Fund (GGOIX) and Baron Focused Growth Fund (BFGFX). 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.


GGOIXBFGFXDifference

Sharpe ratio

Return per unit of total volatility

0.45

1.07

-0.61

Sortino ratio

Return per unit of downside risk

0.79

1.90

-1.10

Omega ratio

Gain probability vs. loss probability

1.10

1.25

-0.14

Calmar ratio

Return relative to maximum drawdown

0.50

1.82

-1.32

Martin ratio

Return relative to average drawdown

1.87

6.88

-5.00

GGOIX vs. BFGFX - Sharpe Ratio Comparison

The current GGOIX Sharpe Ratio is 0.45, which is lower than the BFGFX Sharpe Ratio of 1.07. The chart below compares the historical Sharpe Ratios of GGOIX and BFGFX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


GGOIXBFGFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.45

1.07

-0.61

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.23

0.43

-0.20

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

0.83

-0.35

Sharpe Ratio (All Time)

Calculated using the full available price history

0.42

0.68

-0.26

Correlation

The correlation between GGOIX and BFGFX is 0.76, 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

GGOIX vs. BFGFX - Dividend Comparison

GGOIX's dividend yield for the trailing twelve months is around 14.93%, while BFGFX has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
GGOIX
Goldman Sachs Mid Cap Growth Fund
14.93%13.93%18.08%0.00%6.22%13.58%17.16%26.17%32.56%18.47%2.38%11.98%
BFGFX
Baron Focused Growth Fund
0.00%0.00%0.00%0.00%12.28%15.53%2.85%1.78%1.07%2.11%6.02%5.80%

Drawdowns

GGOIX vs. BFGFX - Drawdown Comparison

The maximum GGOIX drawdown since its inception was -54.80%, smaller than the maximum BFGFX drawdown of -59.52%. Use the drawdown chart below to compare losses from any high point for GGOIX and BFGFX.


Loading graphics...

Drawdown Indicators


GGOIXBFGFXDifference

Max Drawdown

Largest peak-to-trough decline

-54.80%

-59.52%

+4.72%

Max Drawdown (1Y)

Largest decline over 1 year

-12.97%

-11.95%

-1.02%

Max Drawdown (5Y)

Largest decline over 5 years

-38.94%

-35.93%

-3.01%

Max Drawdown (10Y)

Largest decline over 10 years

-38.94%

-43.62%

+4.68%

Current Drawdown

Current decline from peak

-11.72%

-9.72%

-2.00%

Average Drawdown

Average peak-to-trough decline

-9.85%

-12.43%

+2.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.44%

3.16%

+0.28%

Volatility

GGOIX vs. BFGFX - Volatility Comparison

Goldman Sachs Mid Cap Growth Fund (GGOIX) has a higher volatility of 6.78% compared to Baron Focused Growth Fund (BFGFX) at 4.23%. This indicates that GGOIX's price experiences larger fluctuations and is considered to be riskier than BFGFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


GGOIXBFGFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.78%

4.23%

+2.55%

Volatility (6M)

Calculated over the trailing 6-month period

13.37%

15.64%

-2.27%

Volatility (1Y)

Calculated over the trailing 1-year period

22.48%

22.97%

-0.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.86%

22.56%

+0.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.87%

23.94%

+0.93%