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PGOFX vs. BFGFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PGOFX vs. BFGFX - Performance Comparison

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

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PGOFX vs. BFGFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PGOFX
Pioneer Select Mid Cap Growth Fund
0.39%20.66%23.84%18.66%-31.26%8.06%38.86%32.73%-5.77%29.88%
BFGFX
Baron Focused Growth Fund
-5.00%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, PGOFX achieves a 0.39% return, which is significantly higher than BFGFX's -5.00% return. Over the past 10 years, PGOFX has underperformed BFGFX with an annualized return of 12.30%, while BFGFX has yielded a comparatively higher 20.15% annualized return.


PGOFX

1D
1.75%
1M
-1.99%
YTD
0.39%
6M
-0.90%
1Y
29.86%
3Y*
18.59%
5Y*
4.96%
10Y*
12.30%

BFGFX

1D
0.05%
1M
-5.79%
YTD
-5.00%
6M
6.15%
1Y
23.31%
3Y*
18.68%
5Y*
10.01%
10Y*
20.15%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PGOFX vs. BFGFX - Expense Ratio Comparison

PGOFX has a 0.99% expense ratio, which is lower than BFGFX's 1.32% expense ratio.


Return for Risk

PGOFX vs. BFGFX — Risk / Return Rank

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

PGOFX
PGOFX Risk / Return Rank: 7272
Overall Rank
PGOFX Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
PGOFX Sortino Ratio Rank: 6464
Sortino Ratio Rank
PGOFX Omega Ratio Rank: 5757
Omega Ratio Rank
PGOFX Calmar Ratio Rank: 8585
Calmar Ratio Rank
PGOFX Martin Ratio Rank: 8888
Martin Ratio Rank

BFGFX
BFGFX Risk / Return Rank: 6565
Overall Rank
BFGFX Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
BFGFX Sortino Ratio Rank: 7070
Sortino Ratio Rank
BFGFX Omega Ratio Rank: 5656
Omega Ratio Rank
BFGFX Calmar Ratio Rank: 7878
Calmar Ratio Rank
BFGFX Martin Ratio Rank: 7070
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.

PGOFX vs. BFGFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pioneer Select Mid Cap Growth Fund (PGOFX) 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.


PGOFXBFGFXDifference

Sharpe ratio

Return per unit of total volatility

1.32

1.11

+0.21

Sortino ratio

Return per unit of downside risk

1.88

1.96

-0.08

Omega ratio

Gain probability vs. loss probability

1.26

1.25

0.00

Calmar ratio

Return relative to maximum drawdown

2.46

2.17

+0.29

Martin ratio

Return relative to average drawdown

10.47

8.03

+2.43

PGOFX vs. BFGFX - Sharpe Ratio Comparison

The current PGOFX Sharpe Ratio is 1.32, which is comparable to the BFGFX Sharpe Ratio of 1.11. The chart below compares the historical Sharpe Ratios of PGOFX 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.


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Sharpe Ratios by Period


PGOFXBFGFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.32

1.11

+0.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.21

0.45

-0.23

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

0.84

-0.31

Sharpe Ratio (All Time)

Calculated using the full available price history

0.43

0.69

-0.26

Correlation

The correlation between PGOFX and BFGFX 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.


Dividends

PGOFX vs. BFGFX - Dividend Comparison

PGOFX's dividend yield for the trailing twelve months is around 16.54%, while BFGFX has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
PGOFX
Pioneer Select Mid Cap Growth Fund
16.54%16.61%12.14%0.00%1.84%11.47%13.77%1.37%16.05%8.32%1.69%8.90%
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

PGOFX vs. BFGFX - Drawdown Comparison

The maximum PGOFX drawdown since its inception was -62.17%, roughly equal to the maximum BFGFX drawdown of -59.52%. Use the drawdown chart below to compare losses from any high point for PGOFX and BFGFX.


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Drawdown Indicators


PGOFXBFGFXDifference

Max Drawdown

Largest peak-to-trough decline

-62.17%

-59.52%

-2.65%

Max Drawdown (1Y)

Largest decline over 1 year

-10.45%

-9.74%

-0.71%

Max Drawdown (5Y)

Largest decline over 5 years

-39.78%

-35.93%

-3.85%

Max Drawdown (10Y)

Largest decline over 10 years

-39.78%

-43.62%

+3.84%

Current Drawdown

Current decline from peak

-5.36%

-7.51%

+2.15%

Average Drawdown

Average peak-to-trough decline

-11.76%

-12.43%

+0.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.21%

3.23%

-0.02%

Volatility

PGOFX vs. BFGFX - Volatility Comparison

Pioneer Select Mid Cap Growth Fund (PGOFX) has a higher volatility of 7.96% compared to Baron Focused Growth Fund (BFGFX) at 5.00%. This indicates that PGOFX'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.


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Volatility by Period


PGOFXBFGFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.96%

5.00%

+2.96%

Volatility (6M)

Calculated over the trailing 6-month period

15.39%

15.78%

-0.39%

Volatility (1Y)

Calculated over the trailing 1-year period

24.58%

23.01%

+1.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.51%

22.56%

+0.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.93%

23.95%

-1.02%