PortfoliosLab logoPortfoliosLab logo
GVEQX vs. BPTRX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GVEQX vs. BPTRX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Government Street Equity Fund (GVEQX) and Baron Partners Fund (BPTRX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

GVEQX vs. BPTRX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GVEQX
Government Street Equity Fund
-2.89%19.40%30.96%20.83%-17.25%29.20%22.30%35.61%-8.59%22.41%
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, GVEQX achieves a -2.89% return, which is significantly higher than BPTRX's -5.39% return. Over the past 10 years, GVEQX has underperformed BPTRX with an annualized return of 14.38%, while BPTRX has yielded a comparatively higher 23.66% annualized return.


GVEQX

1D
3.20%
1M
-5.87%
YTD
-2.89%
6M
-1.72%
1Y
21.48%
3Y*
20.17%
5Y*
12.95%
10Y*
14.38%

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)

Compare stocks, funds, or ETFs

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


GVEQX vs. BPTRX - Expense Ratio Comparison

GVEQX has a 0.85% expense ratio, which is lower than BPTRX's 1.36% expense ratio.


Return for Risk

GVEQX vs. BPTRX — Risk / Return Rank

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

GVEQX
GVEQX Risk / Return Rank: 6565
Overall Rank
GVEQX Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
GVEQX Sortino Ratio Rank: 6060
Sortino Ratio Rank
GVEQX Omega Ratio Rank: 5959
Omega Ratio Rank
GVEQX Calmar Ratio Rank: 7575
Calmar Ratio Rank
GVEQX Martin Ratio Rank: 7474
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.

GVEQX vs. BPTRX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Government Street Equity Fund (GVEQX) 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.


GVEQXBPTRXDifference

Sharpe ratio

Return per unit of total volatility

1.16

1.29

-0.12

Sortino ratio

Return per unit of downside risk

1.71

2.38

-0.67

Omega ratio

Gain probability vs. loss probability

1.25

1.30

-0.05

Calmar ratio

Return relative to maximum drawdown

1.96

2.85

-0.90

Martin ratio

Return relative to average drawdown

8.00

10.35

-2.35

GVEQX vs. BPTRX - Sharpe Ratio Comparison

The current GVEQX Sharpe Ratio is 1.16, which is comparable to the BPTRX Sharpe Ratio of 1.29. The chart below compares the historical Sharpe Ratios of GVEQX 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.


Loading graphics...

Sharpe Ratios by Period


GVEQXBPTRXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.16

1.29

-0.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.77

0.32

+0.44

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.81

0.73

+0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.51

0.55

-0.03

Correlation

The correlation between GVEQX and BPTRX is 0.62, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

GVEQX vs. BPTRX - Dividend Comparison

GVEQX's dividend yield for the trailing twelve months is around 2.87%, less than BPTRX's 3.55% yield.


TTM20252024202320222021202020192018201720162015
GVEQX
Government Street Equity Fund
2.87%2.81%3.40%5.49%3.26%10.31%6.92%7.61%4.77%3.03%3.31%3.14%
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

GVEQX vs. BPTRX - Drawdown Comparison

The maximum GVEQX drawdown since its inception was -54.53%, smaller than the maximum BPTRX drawdown of -64.11%. Use the drawdown chart below to compare losses from any high point for GVEQX and BPTRX.


Loading graphics...

Drawdown Indicators


GVEQXBPTRXDifference

Max Drawdown

Largest peak-to-trough decline

-54.53%

-64.11%

+9.58%

Max Drawdown (1Y)

Largest decline over 1 year

-11.54%

-14.79%

+3.25%

Max Drawdown (5Y)

Largest decline over 5 years

-24.25%

-49.87%

+25.62%

Max Drawdown (10Y)

Largest decline over 10 years

-32.85%

-51.26%

+18.41%

Current Drawdown

Current decline from peak

-7.36%

-8.65%

+1.29%

Average Drawdown

Average peak-to-trough decline

-8.69%

-13.82%

+5.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.82%

4.08%

-1.26%

Volatility

GVEQX vs. BPTRX - Volatility Comparison

Government Street Equity Fund (GVEQX) has a higher volatility of 6.12% compared to Baron Partners Fund (BPTRX) at 4.78%. This indicates that GVEQX'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.


Loading graphics...

Volatility by Period


GVEQXBPTRXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.12%

4.78%

+1.34%

Volatility (6M)

Calculated over the trailing 6-month period

10.91%

22.21%

-11.30%

Volatility (1Y)

Calculated over the trailing 1-year period

19.08%

33.35%

-14.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.01%

33.90%

-16.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.80%

32.72%

-14.92%