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

Fund Info

ISINUS1152334470
CUSIP115233447
IssuerBrown Advisory Funds
Inception DateAug 7, 2017
CategoryIntermediate Core-Plus Bond
Min. Investment$100
Asset ClassBond

Expense Ratio

BASBX features an expense ratio of 0.49%, falling within the medium range.


Expense ratio chart for BASBX: current value at 0.49% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.49%

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.


Brown Advisory Sustainable Bond Fund

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%20.00%40.00%60.00%80.00%100.00%120.00%FebruaryMarchAprilMayJuneJuly
5.72%
121.89%
BASBX (Brown Advisory Sustainable Bond Fund)
Benchmark (^GSPC)

S&P 500

Returns By Period

Brown Advisory Sustainable Bond Fund had a return of 0.34% year-to-date (YTD) and 2.82% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date0.34%15.41%
1 month0.46%0.33%
6 months1.87%13.74%
1 year2.82%21.39%
5 years (annualized)-0.11%13.11%
10 years (annualized)N/A10.77%

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
2024-0.35%-1.42%0.93%-2.59%1.72%0.94%0.34%
20232.67%-2.47%2.47%0.48%-1.28%-0.96%-0.26%-0.68%-2.75%-1.69%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%
20202.40%1.83%-4.83%2.72%1.56%2.13%1.89%-0.04%0.16%-0.52%1.06%0.38%8.88%
20190.97%0.13%2.11%0.17%1.78%1.23%0.28%2.61%-0.55%0.26%-0.10%-0.27%8.90%
2018-0.85%-0.95%0.57%-0.82%0.65%-0.10%-0.06%0.64%-0.82%-0.87%0.65%1.42%-0.57%
20170.44%-0.68%-0.07%0.17%0.39%0.24%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of BASBX is 6, indicating that it is in the bottom 6% of mutual funds on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of BASBX is 66
BASBX (Brown Advisory Sustainable Bond Fund)
The Sharpe Ratio Rank of BASBX is 66Sharpe Ratio Rank
The Sortino Ratio Rank of BASBX is 55Sortino Ratio Rank
The Omega Ratio Rank of BASBX is 55Omega Ratio Rank
The Calmar Ratio Rank of BASBX is 55Calmar Ratio Rank
The Martin Ratio Rank of BASBX is 77Martin 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.


BASBX
Sharpe ratio
The chart of Sharpe ratio for BASBX, currently valued at 0.33, compared to the broader market-1.000.001.002.003.004.005.000.33
Sortino ratio
The chart of Sortino ratio for BASBX, currently valued at 0.50, compared to the broader market0.005.0010.000.50
Omega ratio
The chart of Omega ratio for BASBX, currently valued at 1.06, compared to the broader market1.002.003.004.001.06
Calmar ratio
The chart of Calmar ratio for BASBX, currently valued at 0.11, compared to the broader market0.005.0010.0015.0020.000.11
Martin ratio
The chart of Martin ratio for BASBX, currently valued at 0.87, compared to the broader market0.0020.0040.0060.0080.00100.000.87
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.82, compared to the broader market-1.000.001.002.003.004.005.001.82
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.59, compared to the broader market0.005.0010.002.59
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.32, compared to the broader market1.002.003.004.001.32
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.45, compared to the broader market0.005.0010.0015.0020.001.45
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 6.82, compared to the broader market0.0020.0040.0060.0080.00100.006.82

Sharpe Ratio

The current Brown Advisory Sustainable Bond Fund Sharpe ratio is 0.33. 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 Ratio-1.000.001.002.003.00FebruaryMarchAprilMayJuneJuly
0.33
1.82
BASBX (Brown Advisory Sustainable Bond Fund)
Benchmark (^GSPC)

Dividends

Dividend History

Brown Advisory Sustainable Bond Fund granted a 4.14% dividend yield in the last twelve months. The annual payout for that period amounted to $0.35 per share.


PeriodTTM2023202220212020201920182017
Dividend$0.35$0.32$0.18$0.28$0.43$0.41$0.25$0.06

Dividend yield

4.14%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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.03$0.03$0.03$0.03$0.03$0.03$0.00$0.18
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
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$0.43
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$0.41
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$0.06

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%FebruaryMarchAprilMayJuneJuly
-11.16%
-2.86%
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 18.78%, occurring on Oct 19, 2023. The portfolio has not yet recovered.

The current Brown Advisory Sustainable Bond Fund drawdown is 11.16%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-18.78%Aug 5, 2021556Oct 19, 2023
-11.34%Mar 10, 202012Mar 25, 202071Jul 7, 202083
-3.33%Sep 11, 2017173May 17, 2018183Feb 8, 2019356
-2.74%Jan 5, 202151Mar 18, 202176Jul 7, 2021127
-2.02%Sep 5, 20197Sep 13, 201988Jan 21, 202095

Volatility

Volatility Chart

The current Brown Advisory Sustainable Bond Fund volatility is 1.44%, 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.


1.00%1.50%2.00%2.50%3.00%3.50%4.00%4.50%FebruaryMarchAprilMayJuneJuly
1.44%
2.76%
BASBX (Brown Advisory Sustainable Bond Fund)
Benchmark (^GSPC)