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PRNHX vs. BFGIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PRNHX vs. BFGIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price New Horizons Fund (PRNHX) and Baron Focused Growth Fund Institutional Shares (BFGIX). The values are adjusted to include any dividend payments, if applicable.

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PRNHX vs. BFGIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PRNHX
T. Rowe Price New Horizons Fund
-5.34%3.27%8.80%21.35%-36.96%9.96%58.05%56.50%3.79%31.59%
BFGIX
Baron Focused Growth Fund Institutional Shares
-7.21%22.26%29.85%27.78%-28.05%19.00%122.92%30.34%4.08%26.58%

Returns By Period

In the year-to-date period, PRNHX achieves a -5.34% return, which is significantly higher than BFGIX's -7.21% return. Over the past 10 years, PRNHX has underperformed BFGIX with an annualized return of 12.93%, while BFGIX has yielded a comparatively higher 20.17% annualized return.


PRNHX

1D
-1.77%
1M
-10.89%
YTD
-5.34%
6M
-3.56%
1Y
10.01%
3Y*
6.27%
5Y*
-1.84%
10Y*
12.93%

BFGIX

1D
0.04%
1M
-7.76%
YTD
-7.21%
6M
4.24%
1Y
23.24%
3Y*
18.02%
5Y*
9.99%
10Y*
20.17%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PRNHX vs. BFGIX - Expense Ratio Comparison

PRNHX has a 0.75% expense ratio, which is lower than BFGIX's 1.05% expense ratio.


Return for Risk

PRNHX vs. BFGIX — Risk / Return Rank

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

PRNHX
PRNHX Risk / Return Rank: 1616
Overall Rank
PRNHX Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
PRNHX Sortino Ratio Rank: 1616
Sortino Ratio Rank
PRNHX Omega Ratio Rank: 1515
Omega Ratio Rank
PRNHX Calmar Ratio Rank: 1616
Calmar Ratio Rank
PRNHX Martin Ratio Rank: 1717
Martin Ratio Rank

BFGIX
BFGIX Risk / Return Rank: 7171
Overall Rank
BFGIX Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
BFGIX Sortino Ratio Rank: 7777
Sortino Ratio Rank
BFGIX Omega Ratio Rank: 6666
Omega Ratio Rank
BFGIX Calmar Ratio Rank: 7878
Calmar Ratio Rank
BFGIX Martin Ratio Rank: 7373
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.

PRNHX vs. BFGIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price New Horizons Fund (PRNHX) and Baron Focused Growth Fund Institutional Shares (BFGIX). 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.


PRNHXBFGIXDifference

Sharpe ratio

Return per unit of total volatility

0.37

1.08

-0.71

Sortino ratio

Return per unit of downside risk

0.70

1.92

-1.22

Omega ratio

Gain probability vs. loss probability

1.09

1.25

-0.16

Calmar ratio

Return relative to maximum drawdown

0.46

1.84

-1.38

Martin ratio

Return relative to average drawdown

1.71

7.02

-5.30

PRNHX vs. BFGIX - Sharpe Ratio Comparison

The current PRNHX Sharpe Ratio is 0.37, which is lower than the BFGIX Sharpe Ratio of 1.08. The chart below compares the historical Sharpe Ratios of PRNHX and BFGIX, 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


PRNHXBFGIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.37

1.08

-0.71

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.08

0.45

-0.52

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

0.85

-0.27

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

0.76

-0.29

Correlation

The correlation between PRNHX and BFGIX 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

PRNHX vs. BFGIX - Dividend Comparison

PRNHX's dividend yield for the trailing twelve months is around 12.52%, while BFGIX has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
PRNHX
T. Rowe Price New Horizons Fund
12.52%11.85%9.82%0.00%4.72%17.09%13.67%23.46%13.94%8.27%5.77%7.72%
BFGIX
Baron Focused Growth Fund Institutional Shares
0.00%0.00%0.00%0.00%11.79%15.01%2.78%1.74%1.05%2.07%5.92%6.01%

Drawdowns

PRNHX vs. BFGIX - Drawdown Comparison

The maximum PRNHX drawdown since its inception was -70.96%, which is greater than BFGIX's maximum drawdown of -43.62%. Use the drawdown chart below to compare losses from any high point for PRNHX and BFGIX.


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Drawdown Indicators


PRNHXBFGIXDifference

Max Drawdown

Largest peak-to-trough decline

-70.96%

-43.62%

-27.34%

Max Drawdown (1Y)

Largest decline over 1 year

-13.70%

-11.96%

-1.74%

Max Drawdown (5Y)

Largest decline over 5 years

-48.37%

-35.71%

-12.66%

Max Drawdown (10Y)

Largest decline over 10 years

-48.37%

-43.62%

-4.75%

Current Drawdown

Current decline from peak

-27.08%

-9.66%

-17.42%

Average Drawdown

Average peak-to-trough decline

-18.39%

-7.89%

-10.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.67%

3.14%

+0.53%

Volatility

PRNHX vs. BFGIX - Volatility Comparison

T. Rowe Price New Horizons Fund (PRNHX) has a higher volatility of 7.88% compared to Baron Focused Growth Fund Institutional Shares (BFGIX) at 4.23%. This indicates that PRNHX's price experiences larger fluctuations and is considered to be riskier than BFGIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


PRNHXBFGIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.88%

4.23%

+3.65%

Volatility (6M)

Calculated over the trailing 6-month period

14.48%

15.65%

-1.17%

Volatility (1Y)

Calculated over the trailing 1-year period

23.87%

22.99%

+0.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.41%

22.58%

+1.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.67%

23.95%

-1.28%