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Brown Advisory Sustainable Bond Fund (BASBX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISIN

US1152334470

CUSIP

115233447

Inception Date

Aug 7, 2017

Min. Investment

$100

Asset Class

Bond

Expense Ratio

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


Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Brown Advisory Sustainable Bond Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%50.00%100.00%150.00%December2025FebruaryMarchAprilMay
3.77%
128.30%
BASBX (Brown Advisory Sustainable Bond Fund)
Benchmark (^GSPC)

Returns By Period

Brown Advisory Sustainable Bond Fund (BASBX) returned 1.95% year-to-date (YTD) and 5.02% over the past 12 months.


BASBX

YTD

1.95%

1M

0.15%

6M

1.16%

1Y

5.02%

5Y*

-1.00%

10Y*

N/A

^GSPC (Benchmark)

YTD

-3.70%

1M

13.67%

6M

-5.18%

1Y

9.18%

5Y*

14.14%

10Y*

10.43%

*Annualized

Monthly Returns

The table below presents the monthly returns of BASBX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20250.60%2.14%-0.11%0.27%-0.94%1.95%
2024-0.36%-1.42%0.92%-2.58%1.73%0.95%2.23%1.49%1.26%-2.60%1.05%-1.57%0.94%
20232.67%-2.46%2.47%0.49%-1.29%-0.96%-0.26%-0.68%-2.75%-1.69%4.44%3.72%3.43%
2022-1.76%-1.19%-2.28%-3.55%-0.29%-1.24%1.80%-2.63%-4.03%-1.90%3.16%-0.22%-13.46%
2021-0.27%-1.32%-0.81%0.69%0.40%0.79%0.97%-0.17%-0.68%0.19%0.12%-1.61%-1.73%
20202.40%1.84%-4.83%2.71%1.57%2.13%1.89%-0.04%0.17%-0.51%1.06%-1.54%6.79%
20190.98%0.13%2.11%0.16%1.78%1.23%0.28%2.62%-0.55%0.26%-0.10%-1.40%7.68%
2018-0.84%-0.95%0.56%-0.82%0.65%-0.10%-0.06%0.64%-0.81%-0.87%0.65%1.43%-0.57%
20170.44%-0.68%-0.07%0.17%0.39%0.25%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of BASBX is 69, indicating average performance compared to other mutual funds on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of BASBX is 6969
Overall Rank
The Sharpe Ratio Rank of BASBX is 7979
Sharpe Ratio Rank
The Sortino Ratio Rank of BASBX is 8080
Sortino Ratio Rank
The Omega Ratio Rank of BASBX is 7676
Omega Ratio Rank
The Calmar Ratio Rank of BASBX is 4848
Calmar Ratio Rank
The Martin Ratio Rank of BASBX is 6464
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Brown Advisory Sustainable Bond Fund (BASBX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The current Brown Advisory Sustainable Bond Fund Sharpe ratio is 0.98. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Brown Advisory Sustainable Bond Fund with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.001.002.003.00December2025FebruaryMarchAprilMay
0.98
0.48
BASBX (Brown Advisory Sustainable Bond Fund)
Benchmark (^GSPC)

Dividends

Dividend History

Brown Advisory Sustainable Bond Fund provided a 4.48% dividend yield over the last twelve months, with an annual payout of $0.38 per share. The fund has been increasing its distributions for 3 consecutive years.


1.00%2.00%3.00%4.00%$0.00$0.10$0.20$0.30$0.4020172018201920202021202220232024
Dividends
Dividend Yield
PeriodTTM20242023202220212020201920182017
Dividend$0.38$0.37$0.32$0.18$0.14$0.22$0.30$0.25$0.07

Dividend yield

4.48%4.41%3.68%2.07%1.35%2.09%2.93%2.60%0.65%

Monthly Dividends

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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025$0.03$0.03$0.03$0.03$0.00$0.12
2024$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.04$0.03$0.03$0.03$0.04$0.37
2023$0.02$0.02$0.02$0.02$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.03$0.32
2022$0.01$0.01$0.01$0.02$0.01$0.02$0.01$0.02$0.02$0.02$0.02$0.02$0.18
2021$0.01$0.01$0.02$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.01$0.14
2020$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.01$0.02$0.22
2019$0.02$0.02$0.03$0.03$0.03$0.02$0.03$0.03$0.02$0.03$0.02$0.03$0.30
2018$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.02$0.03$0.02$0.03$0.25
2017$0.00$0.01$0.01$0.02$0.02$0.07

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.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-10.96%
-7.82%
BASBX (Brown Advisory Sustainable Bond Fund)
Benchmark (^GSPC)

Worst Drawdowns

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 20.62%, occurring on Oct 19, 2023. The portfolio has not yet recovered.

The current Brown Advisory Sustainable Bond Fund drawdown is 10.96%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-20.62%Dec 15, 2020716Oct 19, 2023
-11.34%Mar 10, 202012Mar 25, 202071Jul 7, 202083
-3.32%Sep 11, 2017173May 17, 2018183Feb 8, 2019356
-2.32%Sep 5, 201974Dec 18, 201929Jan 31, 2020103
-0.9%Sep 4, 202040Oct 30, 202015Nov 20, 202055

Volatility

Volatility Chart

The current Brown Advisory Sustainable Bond Fund volatility is 1.64%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%December2025FebruaryMarchAprilMay
1.64%
11.21%
BASBX (Brown Advisory Sustainable Bond Fund)
Benchmark (^GSPC)