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VSNGX vs. BFGFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VSNGX vs. BFGFX - Performance Comparison

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

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VSNGX vs. BFGFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VSNGX
JPMorgan Mid Cap Equity Fund
-0.28%6.09%18.60%16.15%-16.03%19.97%22.62%32.73%-8.20%21.35%
BFGFX
Baron Focused Growth Fund
-5.05%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, VSNGX achieves a -0.28% return, which is significantly higher than BFGFX's -5.05% return. Over the past 10 years, VSNGX has underperformed BFGFX with an annualized return of 11.00%, while BFGFX has yielded a comparatively higher 20.15% annualized return.


VSNGX

1D
2.39%
1M
-5.61%
YTD
-0.28%
6M
-0.33%
1Y
10.22%
3Y*
12.18%
5Y*
6.02%
10Y*
11.00%

BFGFX

1D
2.40%
1M
-6.03%
YTD
-5.05%
6M
6.51%
1Y
25.31%
3Y*
18.65%
5Y*
10.00%
10Y*
20.15%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VSNGX vs. BFGFX - Expense Ratio Comparison

VSNGX has a 0.89% expense ratio, which is lower than BFGFX's 1.32% expense ratio.


Return for Risk

VSNGX vs. BFGFX — Risk / Return Rank

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

VSNGX
VSNGX Risk / Return Rank: 2525
Overall Rank
VSNGX Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
VSNGX Sortino Ratio Rank: 2222
Sortino Ratio Rank
VSNGX Omega Ratio Rank: 2020
Omega Ratio Rank
VSNGX Calmar Ratio Rank: 2727
Calmar Ratio Rank
VSNGX Martin Ratio Rank: 3333
Martin Ratio Rank

BFGFX
BFGFX Risk / Return Rank: 7575
Overall Rank
BFGFX Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
BFGFX Sortino Ratio Rank: 7878
Sortino Ratio Rank
BFGFX Omega Ratio Rank: 6666
Omega Ratio Rank
BFGFX Calmar Ratio Rank: 8787
Calmar Ratio Rank
BFGFX Martin Ratio Rank: 8383
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.

VSNGX vs. BFGFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Mid Cap Equity Fund (VSNGX) 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.


VSNGXBFGFXDifference

Sharpe ratio

Return per unit of total volatility

0.61

1.13

-0.52

Sortino ratio

Return per unit of downside risk

0.99

1.99

-1.00

Omega ratio

Gain probability vs. loss probability

1.14

1.26

-0.12

Calmar ratio

Return relative to maximum drawdown

0.90

2.29

-1.39

Martin ratio

Return relative to average drawdown

4.00

8.56

-4.56

VSNGX vs. BFGFX - Sharpe Ratio Comparison

The current VSNGX Sharpe Ratio is 0.61, which is lower than the BFGFX Sharpe Ratio of 1.13. The chart below compares the historical Sharpe Ratios of VSNGX 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


VSNGXBFGFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.61

1.13

-0.52

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.35

0.45

-0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

0.84

-0.28

Sharpe Ratio (All Time)

Calculated using the full available price history

0.52

0.69

-0.17

Correlation

The correlation between VSNGX 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

VSNGX vs. BFGFX - Dividend Comparison

VSNGX's dividend yield for the trailing twelve months is around 6.17%, while BFGFX has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
VSNGX
JPMorgan Mid Cap Equity Fund
6.17%6.15%8.60%0.50%2.81%7.63%11.65%8.60%12.95%5.79%3.37%5.15%
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

VSNGX vs. BFGFX - Drawdown Comparison

The maximum VSNGX drawdown since its inception was -54.50%, smaller than the maximum BFGFX drawdown of -59.52%. Use the drawdown chart below to compare losses from any high point for VSNGX and BFGFX.


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Drawdown Indicators


VSNGXBFGFXDifference

Max Drawdown

Largest peak-to-trough decline

-54.50%

-59.52%

+5.02%

Max Drawdown (1Y)

Largest decline over 1 year

-12.36%

-11.95%

-0.41%

Max Drawdown (5Y)

Largest decline over 5 years

-25.08%

-35.93%

+10.85%

Max Drawdown (10Y)

Largest decline over 10 years

-38.33%

-43.62%

+5.29%

Current Drawdown

Current decline from peak

-6.04%

-7.56%

+1.52%

Average Drawdown

Average peak-to-trough decline

-7.47%

-12.43%

+4.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.79%

3.19%

-0.40%

Volatility

VSNGX vs. BFGFX - Volatility Comparison

JPMorgan Mid Cap Equity Fund (VSNGX) and Baron Focused Growth Fund (BFGFX) have volatilities of 5.20% and 4.99%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VSNGXBFGFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.20%

4.99%

+0.21%

Volatility (6M)

Calculated over the trailing 6-month period

9.48%

15.79%

-6.31%

Volatility (1Y)

Calculated over the trailing 1-year period

17.70%

23.03%

-5.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.44%

22.57%

-5.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.58%

23.96%

-4.38%