Compare Mutual Funds Side by Side

The compare tool puts up to four mutual funds side by side so differences that are invisible on separate fund pages become obvious: which fund actually grew more, which took more risk to get there, and which quietly charges more every year.

What the comparison shows

• Rebased NAV growth — every fund's NAV is rebased to the same starting value, so the chart shows pure relative performance regardless of whether one fund's NAV is ₹15 and another's is ₹450 (why NAV level does not matter is covered in What is NAV).
• Trailing and rolling returns — trailing returns answer "what did it deliver to today"; rolling returns answer "how consistently did it deliver across every possible start date", which is much harder to flatter.
• Risk statistics — volatility, Sharpe ratio and drawdown behaviour, so you can see whether extra return came with extra risk.
• Costs — expense ratios side by side, where a 0.5% gap compounds into a meaningful difference over a decade.
• Portfolio overlap — how much two equity funds hold the same stocks. High overlap means owning both adds little diversification.

How to read a comparison

Compare funds within the same category first — a small cap fund beating a large cap fund over a bull run tells you about the category, not the manager. Within a category, favour consistency (rolling returns), sensible risk for your horizon, and lower cost. The Best Funds lists and the screener are good places to build your shortlist before comparing; the methodology page explains every metric used.

Frequently asked questions

How many funds can I compare at once?

Up to four. Beyond that, charts stop being readable — if you are choosing among more, narrow the list in the screener first.

What is portfolio overlap and why does it matter?

Overlap measures the percentage of holdings two funds share. Two flexi cap funds with 70% overlap behave almost identically — holding both doubles your paperwork, not your diversification.

Why do rolling returns matter more than a point-to-point return?

A single trailing return depends heavily on the start and end dates. Rolling returns compute the return from every start date in a window, showing the range of outcomes an investor could have experienced — a much better picture of consistency.