- ISIN
- US1152332078
- Issuer
- Brown Advisory Funds
- Inception Date
- Jun 29, 2012
- Category
- Large Cap Growth Equities
- Min. Investment
- $1,000,000
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Growth
Share Price Chart
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Performance
BAFWX Performance Chart
Brown Advisory Sustainable Growth Fund Institutional Shares (BAFWX) is up 3.5% since the beginning of the year. BAFWX is currently trading at $48 per share. Investors who bought $1,000 worth of BAFWX shares 5 years ago would now be looking at an investment worth $1,473.
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Returns By Period
Brown Advisory Sustainable Growth Fund Institutional Shares (BAFWX) has returned 3.52% so far this year and 6.52% over the past 12 months. Looking at the last ten years, BAFWX has achieved an annualized return of 15.56%, outperforming the S&P 500 Index benchmark, which averaged 13.88% per year.
Brown Advisory Sustainable Growth Fund Institutional Shares
- 1D
- 1.62%
- 1M
- 2.65%
- YTD
- 3.52%
- 6M
- 2.72%
- 1Y
- 6.52%
- 3Y*
- 13.14%
- 5Y*
- 8.06%
- 10Y*
- 15.56%
Benchmark (S&P 500 Index)
- 1D
- -0.37%
- 1M
- -0.01%
- YTD
- 9.16%
- 6M
- 8.64%
- 1Y
- 25.22%
- 3Y*
- 19.78%
- 5Y*
- 11.99%
- 10Y*
- 13.88%
BAFWX Monthly Returns History
Based on dividend-adjusted daily data since Jun 29, 2012, BAFWX's average daily return is +0.06%, while the average monthly return is +1.29%. At this rate, an investment would double in approximately 4.5 years.
Historically, 63% of months were positive and 37% were negative. The best month was Apr 2020 with a return of +15.8%, while the worst month was Apr 2022 at -13.0%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 5 months.
On a daily basis, BAFWX closed higher 54% of trading days. The best single day was Apr 9, 2025 with a return of +11.3%, while the worst single day was Mar 16, 2020 at -11.8%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | -4.54% | -4.03% | -4.43% | 11.09% | 7.21% | -0.73% | 3.52% | ||||||
| 2025 | 3.36% | -5.13% | -8.20% | 0.95% | 9.52% | 5.78% | 1.81% | -2.42% | 1.70% | 1.40% | -3.58% | -0.62% | 3.35% |
| 2024 | 3.06% | 5.77% | 1.74% | -5.51% | 3.43% | 5.33% | -1.20% | 2.32% | 1.37% | -1.30% | 5.83% | -1.51% | 20.35% |
| 2023 | 9.74% | -1.63% | 6.00% | -0.78% | 3.97% | 5.51% | 4.36% | -0.65% | -6.02% | -3.17% | 12.94% | 4.78% | 39.07% |
| 2022 | -12.66% | -3.68% | 3.63% | -12.95% | 0.53% | -7.25% | 12.99% | -6.25% | -10.26% | 3.09% | 5.93% | -5.93% | -30.90% |
| 2021 | -2.12% | 1.33% | 1.13% | 6.43% | -1.03% | 7.55% | 6.28% | 4.46% | -5.42% | 9.19% | -1.27% | 1.07% | 30.01% |
Benchmark Metrics
Brown Advisory Sustainable Growth Fund Institutional Shares has an annualized alpha of 1.24%, beta of 1.09, and R2 of 0.86 versus S&P 500 Index. Calculated based on daily prices since June 29, 2012.
- This fund captured 106.94% of S&P 500 Index gains but only 97.58% of its losses - a favorable profile for investors.
- With beta of 1.09 and R2 of 0.86, this fund moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- 1.24%
- Beta
- 1.09
- R²
- 0.86
- Upside Capture
- 106.94%
- Downside Capture
- 97.58%
Expense Ratio
BAFWX has an expense ratio of 0.64%, placing it in the medium range.
Return for Risk
Risk / Return Rank
BAFWX ranks 5 for risk / return — in the bottom 5% of mutual funds on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Brown Advisory Sustainable Growth Fund Institutional Shares (BAFWX) and compare them to S&P 500 Index.
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.
| BAFWX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.68 | ||
| Sortino ratioReturn per unit of downside risk | -2.17 | ||
| Omega ratioGain probability vs. loss probability | 1.07 | 1.37 | -0.29 |
| Calmar ratioReturn relative to maximum drawdown | 0.30 | 2.78 | -2.48 |
| Martin ratioReturn relative to average drawdown | 0.78 | 12.44 | -11.66 |
Dividends
Dividend History
Brown Advisory Sustainable Growth Fund Institutional Shares provided a 23.02% dividend yield over the last twelve months, with an annual payout of $10.97 per share. The fund has been increasing its distributions for 3 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $10.97 | $10.97 | $2.88 | $0.01 | $0.00 | $0.91 | $0.00 | $0.42 | $0.78 | $0.35 | $0.12 | $0.75 |
Dividend yield | 23.02% | 23.83% | 5.23% | 0.01% | 0.00% | 1.82% | 0.00% | 1.48% | 3.71% | 1.70% | 0.71% | 4.73% |
Monthly Dividends
The table displays the monthly dividend distributions for Brown Advisory Sustainable Growth Fund Institutional Shares. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | ||||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $10.97 | $10.97 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $2.88 | $2.88 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.01 | $0.01 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.91 | $0.91 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Brown Advisory Sustainable Growth Fund Institutional Shares. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the Brown Advisory Sustainable Growth Fund Institutional Shares was 36.86%, occurring on Oct 14, 2022. Recovery took 329 trading sessions.
The current Brown Advisory Sustainable Growth Fund Institutional Shares drawdown is 3.48%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Bear market2022 | -36.86%Oct 2022 | 10mo 26d | 1y 3mo | 2y 2moNov 2021 - Feb 2024 |
COVID crash2020 | -30.44%Mar 2020 | 1mo 2d | 2mo 7d | 3mo 9dFeb 2020 - May 2020 |
2025 selloff2025 | -25.03%Apr 2025 | 2mo 14d | 2mo 26d | 5mo 10dJan 2025 - Jul 2025 |
2026 correction2026 | -19.93%Mar 2026 | 5mo | 2mo 6d | 7mo 6dOct 2025 - Jun 2026 |
Rate-hike selloffLate 2018 | -18.37%Dec 2018 | 3mo 8d | 2mo 7d | 5mo 15dSep 2018 - Mar 2019 |
Drawdown Indicators
| BAFWX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.86% | -56.78% | +19.92% |
Max Drawdown (1Y)Largest decline over 1 year | -19.93% | -9.10% | -10.83% |
Max Drawdown (3Y)Largest decline over 3 years | -25.03% | -18.90% | -6.13% |
Max Drawdown (5Y)Largest decline over 5 years | -36.86% | -25.43% | -11.43% |
Max Drawdown (10Y)Largest decline over 10 years | -36.86% | -33.92% | -2.94% |
Current DrawdownCurrent decline from peak | -3.48% | -1.80% | -1.68% |
Average DrawdownAverage peak-to-trough decline | -5.70% | -10.71% | +5.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.69% | 2.03% | +5.66% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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