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

Key characteristics


VHIAXBPTRX
YTD Return32.25%18.35%
1Y Return42.48%35.69%
3Y Return (Ann)2.75%-2.92%
5Y Return (Ann)12.36%24.56%
10Y Return (Ann)10.66%17.91%
Sharpe Ratio2.601.44
Sortino Ratio3.372.16
Omega Ratio1.471.27
Calmar Ratio1.840.90
Martin Ratio13.523.92
Ulcer Index3.34%9.79%
Daily Std Dev17.32%26.65%
Max Drawdown-53.94%-68.06%
Current Drawdown0.00%-16.66%

Correlation

-0.50.00.51.00.8

The correlation between VHIAX and BPTRX 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.

Performance

VHIAX vs. BPTRX - Performance Comparison

In the year-to-date period, VHIAX achieves a 32.25% return, which is significantly higher than BPTRX's 18.35% return. Over the past 10 years, VHIAX has underperformed BPTRX with an annualized return of 10.66%, while BPTRX has yielded a comparatively higher 17.91% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%10.00%20.00%30.00%JuneJulyAugustSeptemberOctoberNovember
16.87%
33.26%
VHIAX
BPTRX

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VHIAX vs. BPTRX - Expense Ratio Comparison

VHIAX has a 1.04% 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 VHIAX: current value at 1.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.04%

Risk-Adjusted Performance

VHIAX vs. BPTRX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Growth Advantage Fund (VHIAX) 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.


VHIAX
Sharpe ratio
The chart of Sharpe ratio for VHIAX, currently valued at 2.60, compared to the broader market0.002.004.002.60
Sortino ratio
The chart of Sortino ratio for VHIAX, currently valued at 3.37, compared to the broader market0.005.0010.003.37
Omega ratio
The chart of Omega ratio for VHIAX, currently valued at 1.47, compared to the broader market1.002.003.004.001.47
Calmar ratio
The chart of Calmar ratio for VHIAX, currently valued at 1.83, compared to the broader market0.005.0010.0015.0020.0025.001.84
Martin ratio
The chart of Martin ratio for VHIAX, currently valued at 13.52, compared to the broader market0.0020.0040.0060.0080.00100.0013.52
BPTRX
Sharpe ratio
The chart of Sharpe ratio for BPTRX, currently valued at 1.44, compared to the broader market0.002.004.001.44
Sortino ratio
The chart of Sortino ratio for BPTRX, currently valued at 2.16, compared to the broader market0.005.0010.002.16
Omega ratio
The chart of Omega ratio for BPTRX, currently valued at 1.27, compared to the broader market1.002.003.004.001.27
Calmar ratio
The chart of Calmar ratio for BPTRX, currently valued at 0.90, compared to the broader market0.005.0010.0015.0020.0025.000.90
Martin ratio
The chart of Martin ratio for BPTRX, currently valued at 3.92, compared to the broader market0.0020.0040.0060.0080.00100.003.92

VHIAX vs. BPTRX - Sharpe Ratio Comparison

The current VHIAX Sharpe Ratio is 2.60, which is higher than the BPTRX Sharpe Ratio of 1.44. The chart below compares the historical Sharpe Ratios of VHIAX 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-1.000.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
2.60
1.44
VHIAX
BPTRX

Dividends

VHIAX vs. BPTRX - Dividend Comparison

Neither VHIAX nor BPTRX has paid dividends to shareholders.


TTM2023202220212020201920182017201620152014
VHIAX
JPMorgan Growth Advantage Fund
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
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%

Drawdowns

VHIAX vs. BPTRX - Drawdown Comparison

The maximum VHIAX drawdown since its inception was -53.94%, smaller than the maximum BPTRX drawdown of -68.06%. Use the drawdown chart below to compare losses from any high point for VHIAX and BPTRX. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember0
-16.66%
VHIAX
BPTRX

Volatility

VHIAX vs. BPTRX - Volatility Comparison

The current volatility for JPMorgan Growth Advantage Fund (VHIAX) is 5.16%, while Baron Partners Fund (BPTRX) has a volatility of 12.70%. This indicates that VHIAX 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%JuneJulyAugustSeptemberOctoberNovember
5.16%
12.70%
VHIAX
BPTRX