RPTTX vs. BFGFX
RPTTX (T. Rowe Price Diversified Mid Cap Growth I) and BFGFX (Baron Focused Growth Fund) are both Mid Cap Growth Equities funds. RPTTX is passively managed, while BFGFX is actively managed. Over the past 5 years, RPTTX returned 5.32%/yr vs 10.85%/yr for BFGFX. Their 0.79 correlation means they have sometimes moved together and sometimes differently. RPTTX charges 0.67%/yr vs 1.31%/yr for BFGFX.
Performance
RPTTX vs. BFGFX - Performance Comparison
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Returns By Period
In the year-to-date period, RPTTX achieves a 1.95% return, which is significantly higher than BFGFX's -0.09% return.
RPTTX
- 1D
- 2.45%
- 1M
- -3.50%
- 6M
- 2.17%
- YTD
- 1.95%
- 1Y
- 1.08%
- 3Y*
- 12.86%
- 5Y*
- 5.32%
- 10Y*
- —
- ALL TIME*
- 12.23%
BFGFX
- 1D
- -2.26%
- 1M
- -8.19%
- 6M
- 3.60%
- YTD
- -0.09%
- 1Y
- 16.60%
- 3Y*
- 16.67%
- 5Y*
- 10.85%
- 10Y*
- 20.27%
- ALL TIME*
- 13.61%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
RPTTX vs. BFGFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RPTTX T. Rowe Price Diversified Mid Cap Growth I | 1.95% | 10.48% | 23.99% | 21.00% | -24.50% | 13.69% | 32.02% | 38.08% | -3.02% | 13.20% |
BFGFX Baron Focused Growth Fund | -0.09% | 21.94% | 29.52% | 27.40% | -28.21% | 18.67% | 122.38% | 30.05% | 3.76% | 10.77% |
Correlation
The correlation between RPTTX and BFGFX is 0.58, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.58 |
Correlation (3Y) Balances recent behavior with more history. | 0.74 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.80 |
Correlation (All Time) Calculated using the full available price history since May 4, 2017 | 0.79 |
Over the past year, the correlation between RPTTX and BFGFX has dropped to 0.58 - well below their long-term average of 0.79, suggesting their price drivers have been diverging.
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Return for Risk
RPTTX vs. BFGFX — Risk / Return Rank
RPTTX
BFGFX
RPTTX vs. BFGFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price Diversified Mid Cap Growth I (RPTTX) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| RPTTX | BFGFX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.65 | ||
| Sortino ratioReturn per unit of downside risk | -1.09 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 1.14 | -0.13 |
| Calmar ratioReturn relative to maximum drawdown | -0.06 | 0.85 | -0.91 |
| Martin ratioReturn relative to average drawdown | -0.17 | 2.78 | -2.94 |
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Drawdowns
RPTTX vs. BFGFX - Drawdown Comparison
The maximum RPTTX drawdown since its inception was -35.91%, smaller than the maximum BFGFX drawdown of -59.52%. Use the drawdown chart below to compare losses from any high point for RPTTX and BFGFX.
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Drawdown Indicators
| RPTTX | BFGFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.91% | -59.52% | +23.61% |
Max Drawdown (1Y)Largest decline over 1 year | -14.08% | -16.49% | +2.41% |
Max Drawdown (3Y)Largest decline over 3 years | -25.04% | -21.00% | -4.04% |
Max Drawdown (5Y)Largest decline over 5 years | -35.62% | -35.93% | +0.31% |
Max Drawdown (10Y)Largest decline over 10 years | — | -43.62% | — |
Current DrawdownCurrent decline from peak | -5.85% | -13.67% | +7.82% |
Average DrawdownAverage peak-to-trough decline | -8.35% | -12.32% | +3.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.70% | 5.05% | -0.35% |
Volatility
RPTTX vs. BFGFX - Volatility Comparison
The current volatility for T. Rowe Price Diversified Mid Cap Growth I (RPTTX) is 5.22%, while Baron Focused Growth Fund (BFGFX) has a volatility of 7.16%. This indicates that RPTTX experiences smaller price fluctuations and is considered to be less risky 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
| RPTTX | BFGFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.22% | 7.16% | -1.94% |
Volatility (6M)Calculated over the trailing 6-month period | 14.46% | 17.27% | -2.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.03% | 23.12% | -5.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.02% | 22.99% | -0.97% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.03% | 24.28% | -2.25% |
RPTTX vs. BFGFX - Expense Ratio Comparison
RPTTX has a 0.67% expense ratio, which is lower than BFGFX's 1.31% expense ratio.
Dividends
RPTTX vs. BFGFX - Dividend Comparison
RPTTX's dividend yield for the trailing twelve months is around 7.74%, while BFGFX has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
RPTTX T. Rowe Price Diversified Mid Cap Growth I | 7.74% | 7.89% | 8.53% | 6.85% | 1.22% | 10.29% | 4.89% | 2.13% | 5.38% | 3.81% | 0.00% | 0.00% |
Frequently Asked Questions
RPTTX and BFGFX have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BFGFX has higher volatility (7.16%) compared to RPTTX (5.22%). In terms of maximum drawdown, RPTTX dropped -35.91% vs BFGFX's -59.52%.
BFGFX currently has the higher Sharpe Ratio (0.61 vs -0.04), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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