- ISIN
- US1152334470
- CUSIP
- 115233447
- Issuer
- Brown Advisory
- Inception Date
- Aug 7, 2017
- Category
- Intermediate Core-Plus Bond
- Min. Investment
- $100
- Distribution Policy
- Distributing
- Asset Class
- Bond
Share Price Chart
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Performance
BASBX Performance Chart
Brown Advisory Sustainable Bond Fund (BASBX) is down 0.4% 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 $953.
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Returns By Period
Brown Advisory Sustainable Bond Fund (BASBX) has returned -0.42% so far this year and 1.86% over the past 12 months.
Brown Advisory Sustainable Bond Fund
- 1D
- 0.00%
- 1M
- -0.95%
- 6M
- -0.74%
- YTD
- -0.42%
- 1Y
- 1.86%
- 3Y*
- 3.37%
- 5Y*
- -0.95%
- 10Y*
- —
- ALL TIME*
- 1.51%
Benchmark (S&P 500 Index)
- 1D
- 0.70%
- 1M
- 0.09%
- 6M
- 7.94%
- YTD
- 9.41%
- 1Y
- 20.07%
- 3Y*
- 17.84%
- 5Y*
- 11.25%
- 10Y*
- 13.26%
- ALL TIME*
- 8.09%
BASBX Monthly Returns History
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, 56% of months were positive and 44% 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%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.33% | 1.60% | -1.93% | 0.10% | 0.34% | 0.24% | -1.07% | -0.42% | |||||
| 2025 | 0.60% | 2.13% | -0.10% | 0.27% | -0.58% | 1.54% | -0.30% | 1.18% | 1.08% | 0.48% | 0.66% | -0.30% | 6.84% |
| 2024 | -0.35% | -1.42% | 0.93% | -2.59% | 1.72% | 0.94% | 2.23% | 1.50% | 1.26% | -2.60% | 1.05% | -1.57% | 0.93% |
| 2023 | 2.67% | -2.47% | 2.47% | 0.48% | -1.28% | -0.96% | -0.25% | -0.68% | -2.75% | -1.70% | 4.44% | 3.72% | 3.42% |
| 2022 | -1.76% | -1.19% | -2.28% | -3.55% | -0.29% | -1.24% | 1.79% | -2.63% | -4.03% | -1.90% | 3.17% | -0.22% | -13.45% |
| 2021 | -0.28% | -1.33% | -0.82% | 0.69% | 0.40% | 0.79% | 0.97% | -0.18% | -0.68% | 0.19% | 0.11% | -0.25% | -0.39% |
Benchmark Metrics
Brown Advisory Sustainable Bond Fund has an annualized alpha of 1.53%, beta of 0.01, and R2 of 0.00 versus S&P 500 Index. Calculated based on daily prices since August 22, 2017.
- This fund participated in 21.08% of S&P 500 Index downside but only 12.38% 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.
- Alpha
- 1.53%
- Beta
- 0.01
- R²
- 0.00
- Upside Capture
- 12.38%
- Downside Capture
- 21.08%
Expense Ratio
BASBX has an expense ratio of 0.49%, placing it in the medium range.
Return for Risk
Risk / Return Rank
BASBX ranks 17 for risk / return — above 17% of mutual funds peers on PortfoliosLab. Its historical combined result is below most peers; review the five component ranks for context.
Risk / Return Metrics
The table below present risk-adjusted performance metrics for Brown Advisory Sustainable Bond Fund (BASBX) 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.
| BASBX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.68 | ||
| Sortino ratioReturn per unit of downside risk | -0.89 | ||
| Omega ratioGain probability vs. loss probability | 1.13 | 1.25 | -0.13 |
| Calmar ratioReturn relative to maximum drawdown | 0.93 | 2.00 | -1.08 |
| Martin ratioReturn relative to average drawdown | 2.34 | 8.49 | -6.15 |
Dividends
Dividend History
Brown Advisory Sustainable Bond Fund provided a 3.96% dividend yield over the last twelve months, with an annual payout of $0.33 per share. The fund has been increasing its distributions for 3 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.33 | $0.37 | $0.37 | $0.32 | $0.18 | $0.28 | $0.43 | $0.53 | $0.25 | $0.06 |
Dividend yield | 3.96% | 4.35% | 4.40% | 3.66% | 2.07% | 2.73% | 4.04% | 5.23% | 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 | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.03 | $0.03 | $0.03 | $0.03 | $0.03 | $0.03 | $0.00 | $0.18 | |||||
| 2025 | $0.03 | $0.03 | $0.03 | $0.03 | $0.03 | $0.03 | $0.03 | $0.03 | $0.03 | $0.03 | $0.03 | $0.03 | $0.37 |
| 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 | $0.01 | $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 | $0.15 | $0.28 |
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 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 4.93%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-18.78%Oct 2023 | 2y 2mo | — | 4y 12moAug 2021 - now | — |
-11.34%Mar 2020 | 15d | 3mo 14d | 3mo 29dMar 2020 - Jul 2020 | COVID crash2020 |
-3.33%May 2018 | 8mo 8d | 8mo 27d | 1y 5moSep 2017 - Feb 2019 | — |
-2.74%Mar 2021 | 2mo 12d | 3mo 21d | 6mo 3dJan 2021 - Jul 2021 | — |
-2.02%Sep 2019 | 8d | 3mo 4d | 3mo 12dSep 2019 - Dec 2019 | — |
Drawdown Indicators
| BASBX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.78% | -56.78% | +38.00% |
Max Drawdown (1Y)Largest decline over 1 year | -2.99% | -9.10% | +6.11% |
Max Drawdown (3Y)Largest decline over 3 years | -5.43% | -18.90% | +13.47% |
Max Drawdown (5Y)Largest decline over 5 years | -18.78% | -25.43% | +6.65% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -4.93% | -1.58% | -3.35% |
Average DrawdownAverage peak-to-trough decline | -5.62% | -10.70% | +5.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.18% | 2.14% | -0.96% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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