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OAKMX vs. BGRFX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between OAKMX and BGRFX is 0.78, 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.


-0.50.00.51.00.8

Performance

OAKMX vs. BGRFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Oakmark Fund Investor Class (OAKMX) and Baron Growth Fund (BGRFX). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
6.89%
-11.67%
OAKMX
BGRFX

Key characteristics

Sharpe Ratio

OAKMX:

1.42

BGRFX:

-0.47

Sortino Ratio

OAKMX:

2.05

BGRFX:

-0.46

Omega Ratio

OAKMX:

1.25

BGRFX:

0.93

Calmar Ratio

OAKMX:

2.53

BGRFX:

-0.27

Martin Ratio

OAKMX:

6.08

BGRFX:

-1.11

Ulcer Index

OAKMX:

2.95%

BGRFX:

7.71%

Daily Std Dev

OAKMX:

12.70%

BGRFX:

18.35%

Max Drawdown

OAKMX:

-61.02%

BGRFX:

-58.19%

Current Drawdown

OAKMX:

-2.34%

BGRFX:

-30.67%

Returns By Period

In the year-to-date period, OAKMX achieves a 3.83% return, which is significantly higher than BGRFX's -1.53% return. Over the past 10 years, OAKMX has outperformed BGRFX with an annualized return of 9.66%, while BGRFX has yielded a comparatively lower 1.68% annualized return.


OAKMX

YTD

3.83%

1M

-1.40%

6M

6.87%

1Y

16.50%

5Y*

17.11%

10Y*

9.66%

BGRFX

YTD

-1.53%

1M

-3.19%

6M

-11.35%

1Y

-10.50%

5Y*

-0.03%

10Y*

1.68%

*Annualized

Compare stocks, funds, or ETFs

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OAKMX vs. BGRFX - Expense Ratio Comparison

OAKMX has a 0.91% expense ratio, which is lower than BGRFX's 1.29% expense ratio.


Expense ratio chart for BGRFX: current value at 1.29% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.29%
Expense ratio chart for OAKMX: current value at 0.91% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.91%

Risk-Adjusted Performance

OAKMX vs. BGRFX — Risk-Adjusted Performance Rank

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

OAKMX
The Risk-Adjusted Performance Rank of OAKMX is 7676
Overall Rank
The Sharpe Ratio Rank of OAKMX is 7474
Sharpe Ratio Rank
The Sortino Ratio Rank of OAKMX is 7676
Sortino Ratio Rank
The Omega Ratio Rank of OAKMX is 7272
Omega Ratio Rank
The Calmar Ratio Rank of OAKMX is 8989
Calmar Ratio Rank
The Martin Ratio Rank of OAKMX is 7272
Martin Ratio Rank

BGRFX
The Risk-Adjusted Performance Rank of BGRFX is 22
Overall Rank
The Sharpe Ratio Rank of BGRFX is 22
Sharpe Ratio Rank
The Sortino Ratio Rank of BGRFX is 22
Sortino Ratio Rank
The Omega Ratio Rank of BGRFX is 22
Omega Ratio Rank
The Calmar Ratio Rank of BGRFX is 22
Calmar Ratio Rank
The Martin Ratio Rank of BGRFX is 11
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.

OAKMX vs. BGRFX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Oakmark Fund Investor Class (OAKMX) and Baron Growth Fund (BGRFX). 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 chart of Sharpe ratio for OAKMX, currently valued at 1.42, compared to the broader market-1.000.001.002.003.004.001.42-0.47
The chart of Sortino ratio for OAKMX, currently valued at 2.05, compared to the broader market0.002.004.006.008.0010.0012.002.05-0.46
The chart of Omega ratio for OAKMX, currently valued at 1.25, compared to the broader market1.002.003.004.001.250.93
The chart of Calmar ratio for OAKMX, currently valued at 2.53, compared to the broader market0.005.0010.0015.0020.002.53-0.27
The chart of Martin ratio for OAKMX, currently valued at 6.08, compared to the broader market0.0020.0040.0060.0080.006.08-1.11
OAKMX
BGRFX

The current OAKMX Sharpe Ratio is 1.42, which is higher than the BGRFX Sharpe Ratio of -0.47. The chart below compares the historical Sharpe Ratios of OAKMX and BGRFX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00SeptemberOctoberNovemberDecember2025February
1.42
-0.47
OAKMX
BGRFX

Dividends

OAKMX vs. BGRFX - Dividend Comparison

OAKMX's dividend yield for the trailing twelve months is around 1.07%, while BGRFX has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
OAKMX
Oakmark Fund Investor Class
1.07%1.12%1.02%0.92%0.52%0.17%0.81%0.73%0.47%1.06%0.95%0.64%
BGRFX
Baron Growth 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%

Drawdowns

OAKMX vs. BGRFX - Drawdown Comparison

The maximum OAKMX drawdown since its inception was -61.02%, roughly equal to the maximum BGRFX drawdown of -58.19%. Use the drawdown chart below to compare losses from any high point for OAKMX and BGRFX. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-2.34%
-30.67%
OAKMX
BGRFX

Volatility

OAKMX vs. BGRFX - Volatility Comparison

The current volatility for Oakmark Fund Investor Class (OAKMX) is 2.89%, while Baron Growth Fund (BGRFX) has a volatility of 3.97%. This indicates that OAKMX experiences smaller price fluctuations and is considered to be less risky than BGRFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%SeptemberOctoberNovemberDecember2025February
2.89%
3.97%
OAKMX
BGRFX