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Brown Advisory Sustainable Bond Fund (BASBX)

Mutual Fund · Currency in USD · Last updated Mar 24, 2023

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" ).

Share Price Chart

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The chart shows the growth of $10,000 invested in Brown Advisory Sustainable Bond Fund in Oct 2022 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $10,508 for a total return of roughly 5.08%. All prices are adjusted for splits and dividends.

BASBX (Brown Advisory Sustainable Bond Fund)
Benchmark (^GSPC)

S&P 500

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Brown Advisory Sustainable Bond Fund had a return of 3.15% year-to-date (YTD) and -5.36% in the last 12 months. Over the past 10 years, Brown Advisory Sustainable Bond Fund had an annualized return of 0.89%, while the S&P 500 had an annualized return of 8.62%, indicating that Brown Advisory Sustainable Bond Fund did not perform as well as the benchmark.

1 month2.30%-3.20%
6 months2.12%4.19%
1 year-5.36%-12.48%
5 years (annualized)1.30%8.83%
10 years (annualized)0.89%8.62%

Monthly Returns Heatmap


Sharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current Brown Advisory Sustainable Bond Fund Sharpe ratio is -0.72. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.

The chart below displays rolling 12-month Sharpe Ratio.

BASBX (Brown Advisory Sustainable Bond Fund)
Benchmark (^GSPC)

Dividend History

Brown Advisory Sustainable Bond Fund granted a 2.49% dividend yield in the last twelve months. The annual payout for that period amounted to $0.22 per share.


Dividend yield


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.


Drawdowns Chart

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

BASBX (Brown Advisory Sustainable Bond Fund)
Benchmark (^GSPC)

Worst Drawdowns

The table below shows the maximum drawdowns of the Brown Advisory Sustainable Bond Fund. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the Brown Advisory Sustainable Bond Fund is 17.67%, recorded on Oct 24, 2022. The portfolio has not recovered from it yet.



To Bottom


To Recover



-17.67%Aug 5, 2021308Oct 24, 2022
-11.34%Mar 10, 202012Mar 25, 202071Jul 7, 202083
-3.34%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
-0.91%Sep 4, 202040Oct 30, 202015Nov 20, 202055
-0.69%Jul 5, 20195Jul 11, 201915Aug 1, 201920
-0.66%Mar 29, 201913Apr 16, 20199Apr 30, 201922
-0.65%Aug 7, 20205Aug 13, 202014Sep 2, 202019
-0.59%Feb 27, 20193Mar 1, 20194Mar 7, 20197

Volatility Chart

Current Brown Advisory Sustainable Bond Fund volatility is 12.02%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.

BASBX (Brown Advisory Sustainable Bond Fund)
Benchmark (^GSPC)