Brown Advisory Sustainable Bond Fund (BASBX)

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Brown Advisory Sustainable Bond Fund (BASBX) is up 0.3% since the beginning of the year. BASBX is currently trading at $8 per share. Investors who bought $1,000 worth of BASBX shares 5 years ago would now be looking at an investment worth $977.

Brown Advisory Sustainable Bond Fund (BASBX) has returned 0.29% so far this year and 5.09% over the past 12 months.

Based on dividend-adjusted daily data since Aug 22, 2017, BASBX's average daily return is +0.01%, while the average monthly return is +0.14%. At this rate, an investment would double in approximately 41.3 years.

Historically, 55% of months were positive and 45% were negative. The best month was Nov 2023 with a return of +4.4%, while the worst month was Mar 2020 at -4.8%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 7 months.

On a daily basis, BASBX closed higher 44% of trading days. The best single day was Mar 26, 2020 with a return of +3.1%, while the worst single day was Mar 18, 2020 at -2.2%.

Brown Advisory Sustainable Bond Fund has an annualized alpha of 1.66%, beta of 0.01, and R2 of 0.00 versus S&P 500 Index. Calculated based on daily prices since August 23, 2017.

• This fund participated in 20.86% of S&P 500 Index downside but only 12.42% of its upside - more exposed to losses than it benefited from rallies.
• Beta of 0.01 may look defensive, but with R2 of 0.00 this fund is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this fund's risk.
• R2 of 0.00 means this fund moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

BASBX has an expense ratio of 0.49%, placing it in the medium range.

BASBX ranks 18 for risk / return — in the bottom 18% 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.

The table below present risk-adjusted performance metrics for Brown Advisory Sustainable Bond Fund (BASBX) and compare them to S&P 500 Index.

Brown Advisory Sustainable Bond Fund provided a 4.30% dividend yield over the last twelve months, with an annual payout of $0.36 per share. The fund has been increasing its distributions for 3 consecutive years.

The table displays the monthly dividend distributions for Brown Advisory Sustainable Bond Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.

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.

The table below displays the maximum drawdowns of the Brown Advisory Sustainable Bond Fund. 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 Bond Fund was 18.78%, occurring on Oct 19, 2023. The portfolio has not yet recovered.

The current Brown Advisory Sustainable Bond Fund drawdown is 4.25%.

The chart below shows the rolling one-month volatility.