Brown Advisory Sustainable Bond Fund (BASBX)
The fund's investment objective by investing at least 80% of the value of its net assets (plus any borrowings for investment purposes) in either fixed income securities of issuers that satisfy the fund's ESG criteria or in securities where the use of the proceeds satisfy the fund's ESG criteria. The fund may invest up to 20% of its assets in high-yield securities ("junk bonds" ).
Fund Info
| ISIN | US1152334470 |
|---|---|
| CUSIP | 115233447 |
| Issuer | Brown Advisory Funds |
| Inception Date | Aug 7, 2017 |
| Category | Intermediate Core-Plus Bond |
| Min. Investment | $100 |
| Asset Class | Bond |
Expense Ratio
The Brown Advisory Sustainable Bond Fund has a high expense ratio of 0.49%, indicating higher-than-average management fees.
Share Price Chart
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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.
Returns By Period
Brown Advisory Sustainable Bond Fund had a return of -3.31% year-to-date (YTD) and -2.00% in the last 12 months.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | -3.31% | 5.06% |
| 1 month | -1.69% | -3.23% |
| 6 months | 5.40% | 17.14% |
| 1 year | -2.00% | 20.62% |
| 5 years (annualized) | -0.14% | 11.54% |
| 10 years (annualized) | N/A | 10.37% |
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -0.35% | -1.42% | 0.92% | |||||||||
| 2023 | -2.75% | -1.70% | 4.44% | 3.72% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
Brown Advisory Sustainable Bond Fund(BASBX)
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.
Dividends
Dividend History
Brown Advisory Sustainable Bond Fund granted a 4.06% dividend yield in the last twelve months. The annual payout for that period amounted to $0.34 per share.
| Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|
| Dividend | $0.34 | $0.32 | $0.18 | $0.28 | $0.43 | $0.41 | $0.25 | $0.06 |
Dividend yield | 4.06% | 3.66% | 2.07% | 2.73% | 4.04% | 4.07% | 2.59% | 0.64% |
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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | $0.03 | $0.03 | $0.03 | |||||||||
| 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 |
| 2022 | $0.01 | $0.01 | $0.01 | $0.02 | $0.01 | $0.01 | $0.01 | $0.02 | $0.02 | $0.02 | $0.02 | $0.02 |
| 2021 | $0.01 | $0.01 | $0.02 | $0.01 | $0.01 | $0.01 | $0.01 | $0.01 | $0.01 | $0.01 | $0.01 | $0.15 |
| 2020 | $0.02 | $0.02 | $0.02 | $0.02 | $0.02 | $0.02 | $0.02 | $0.02 | $0.02 | $0.01 | $0.01 | $0.22 |
| 2019 | $0.02 | $0.02 | $0.02 | $0.03 | $0.03 | $0.02 | $0.03 | $0.02 | $0.02 | $0.03 | $0.02 | $0.14 |
| 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 |
| 2017 | $0.00 | $0.01 | $0.01 | $0.02 | $0.02 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
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 18.78%, occurring on Oct 19, 2023. The portfolio has not yet recovered.
The current Brown Advisory Sustainable Bond Fund drawdown is 14.39%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -18.78% | Aug 5, 2021 | 556 | Oct 19, 2023 | — | — | — |
| -11.34% | Mar 10, 2020 | 12 | Mar 25, 2020 | 71 | Jul 7, 2020 | 83 |
| -3.33% | Sep 11, 2017 | 173 | May 17, 2018 | 183 | Feb 8, 2019 | 356 |
| -2.74% | Jan 5, 2021 | 51 | Mar 18, 2021 | 76 | Jul 7, 2021 | 127 |
| -2.02% | Sep 5, 2019 | 7 | Sep 13, 2019 | 88 | Jan 21, 2020 | 95 |
Volatility
Volatility Chart
The current Brown Advisory Sustainable Bond Fund volatility is 2.07%, 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.