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VGHAX vs. BPTRX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

VGHAX vs. BPTRX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Health Care Fund Admiral Shares (VGHAX) and Baron Partners Fund (BPTRX). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%40.00%JuneJulyAugustSeptemberOctoberNovember
-3.91%
33.70%
VGHAX
BPTRX

Returns By Period

In the year-to-date period, VGHAX achieves a -0.98% return, which is significantly lower than BPTRX's 16.97% return. Over the past 10 years, VGHAX has underperformed BPTRX with an annualized return of -0.04%, while BPTRX has yielded a comparatively higher 17.66% annualized return.


VGHAX

YTD

-0.98%

1M

-7.32%

6M

-3.91%

1Y

2.05%

5Y (annualized)

0.26%

10Y (annualized)

-0.04%

BPTRX

YTD

16.97%

1M

19.56%

6M

33.71%

1Y

25.90%

5Y (annualized)

23.85%

10Y (annualized)

17.66%

Key characteristics


VGHAXBPTRX
Sharpe Ratio0.210.92
Sortino Ratio0.371.50
Omega Ratio1.051.18
Calmar Ratio0.160.58
Martin Ratio0.602.51
Ulcer Index4.25%9.80%
Daily Std Dev12.01%26.59%
Max Drawdown-45.79%-68.06%
Current Drawdown-14.01%-17.64%

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VGHAX vs. BPTRX - Expense Ratio Comparison

VGHAX has a 0.25% expense ratio, which is lower than BPTRX's 1.36% expense ratio.


BPTRX
Baron Partners Fund
Expense ratio chart for BPTRX: current value at 1.36% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.36%
Expense ratio chart for VGHAX: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%

Correlation

-0.50.00.51.00.6

The correlation between VGHAX and BPTRX is 0.61, 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.

Risk-Adjusted Performance

VGHAX vs. BPTRX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Health Care Fund Admiral Shares (VGHAX) 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.


Sharpe ratio
The chart of Sharpe ratio for VGHAX, currently valued at 0.21, compared to the broader market-1.000.001.002.003.004.005.000.210.92
The chart of Sortino ratio for VGHAX, currently valued at 0.37, compared to the broader market0.005.0010.000.371.50
The chart of Omega ratio for VGHAX, currently valued at 1.05, compared to the broader market1.002.003.004.001.051.18
The chart of Calmar ratio for VGHAX, currently valued at 0.16, compared to the broader market0.005.0010.0015.0020.000.160.58
The chart of Martin ratio for VGHAX, currently valued at 0.60, compared to the broader market0.0020.0040.0060.0080.00100.000.602.51
VGHAX
BPTRX

The current VGHAX Sharpe Ratio is 0.21, which is lower than the BPTRX Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of VGHAX 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.

Rolling 12-month Sharpe Ratio-0.500.000.501.001.50JuneJulyAugustSeptemberOctoberNovember
0.21
0.92
VGHAX
BPTRX

Dividends

VGHAX vs. BPTRX - Dividend Comparison

VGHAX's dividend yield for the trailing twelve months is around 0.92%, while BPTRX has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
VGHAX
Vanguard Health Care Fund Admiral Shares
0.92%0.89%0.83%0.91%0.93%1.22%1.28%1.06%1.06%1.24%1.05%1.32%
BPTRX
Baron Partners Fund
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.35%0.00%0.00%

Drawdowns

VGHAX vs. BPTRX - Drawdown Comparison

The maximum VGHAX drawdown since its inception was -45.79%, smaller than the maximum BPTRX drawdown of -68.06%. Use the drawdown chart below to compare losses from any high point for VGHAX and BPTRX. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-14.01%
-17.64%
VGHAX
BPTRX

Volatility

VGHAX vs. BPTRX - Volatility Comparison

The current volatility for Vanguard Health Care Fund Admiral Shares (VGHAX) is 4.22%, while Baron Partners Fund (BPTRX) has a volatility of 13.44%. This indicates that VGHAX experiences smaller price fluctuations and is considered to be less risky than BPTRX 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%JuneJulyAugustSeptemberOctoberNovember
4.22%
13.44%
VGHAX
BPTRX