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ISIN
US1152338687
CUSIP
115233868
Inception Date
Nov 30, 2006
Min. Investment
$100
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Growth

Share Price Chart


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Performance

BIAFX Performance Chart

Brown Advisory Flexible Equity Fund (BIAFX) is up 6.2% since the beginning of the year. BIAFX is currently trading at $45 per share. Investors who bought $1,000 worth of BIAFX shares 5 years ago would now be looking at an investment worth $1,670.


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S&P 500 Index

Returns By Period

Brown Advisory Flexible Equity Fund (BIAFX) has returned 6.18% so far this year and 14.87% over the past 12 months. Looking at the last ten years, BIAFX has achieved an annualized return of 15.63%, outperforming the S&P 500 Index benchmark, which averaged 13.88% per year.


Brown Advisory Flexible Equity Fund

1D
1.53%
1M
2.29%
YTD
6.18%
6M
5.89%
1Y
14.87%
3Y*
18.01%
5Y*
10.80%
10Y*
15.63%

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BIAFX Monthly Returns History

Based on dividend-adjusted daily data since Dec 4, 2006, BIAFX's average daily return is +0.05%, while the average monthly return is +0.92%. At this rate, an investment would double in approximately 6.3 years.

Historically, 64% of months were positive and 36% were negative. The best month was Apr 2020 with a return of +13.2%, while the worst month was Oct 2008 at -16.8%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 6 months.

On a daily basis, BIAFX closed higher 53% of trading days. The best single day was Oct 13, 2008 with a return of +11.6%, while the worst single day was Mar 16, 2020 at -12.2%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-0.35%-1.93%-5.41%11.97%1.52%1.05%6.18%
20255.46%-3.19%-5.13%-1.48%6.03%4.74%0.00%1.17%1.05%-1.01%1.05%1.27%9.74%
20242.22%5.95%2.98%-4.08%3.50%2.78%2.02%2.43%1.43%-0.48%6.67%-3.39%23.72%
20238.33%-1.81%2.66%1.73%0.88%7.13%3.83%-0.39%-4.31%-2.54%10.81%4.83%34.52%
2022-4.05%-4.67%1.76%-8.92%1.05%-8.79%8.79%-4.43%-9.41%7.38%5.82%-5.62%-21.07%
2021-1.52%4.49%5.07%6.33%-0.06%2.80%1.61%2.25%-4.56%6.17%-3.70%4.35%24.95%

Benchmark Metrics

Brown Advisory Flexible Equity Fund has an annualized alpha of 1.20%, beta of 1.01, and R2 of 0.95 versus S&P 500 Index. Calculated based on daily prices since December 04, 2006.

  • This fund captured 105.41% of S&P 500 Index gains but only 99.97% of its losses - a favorable profile for investors.
  • With beta of 1.01 and R2 of 0.95, this fund moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

Alpha
1.20%
Beta
1.01
0.95
Upside Capture
105.41%
Downside Capture
99.97%

Expense Ratio

BIAFX has an expense ratio of 0.68%, placing it in the medium range.


Return for Risk

Risk / Return Rank

BIAFX ranks 15 for risk / return — in the bottom 15% of mutual funds on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.


BIAFX Risk / Return Rank: 1515
Overall Rank
BIAFX Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
BIAFX Sortino Ratio Rank: 1616
Sortino Ratio Rank
BIAFX Omega Ratio Rank: 1616
Omega Ratio Rank
BIAFX Calmar Ratio Rank: 1313
Calmar Ratio Rank
BIAFX Martin Ratio Rank: 1616
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Brown Advisory Flexible Equity Fund (BIAFX) 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.


BIAFXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.96

Sortino ratioReturn per unit of downside risk

-1.22

Omega ratioGain probability vs. loss probability

1.20

1.37

-0.17

Calmar ratioReturn relative to maximum drawdown

1.11

2.78

-1.67

Martin ratioReturn relative to average drawdown

4.00

12.44

-8.44

Dividends

Dividend History

Brown Advisory Flexible Equity Fund provided a 5.47% dividend yield over the last twelve months, with an annual payout of $2.47 per share. The fund has been increasing its distributions for 2 consecutive years.


0.00%2.00%4.00%6.00%8.00%$0.00$0.50$1.00$1.50$2.00$2.5020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$2.47$2.47$1.98$0.93$0.98$1.30$0.91$2.15$0.79$0.09$0.07$0.09

Dividend yield

5.47%5.81%4.81%2.67%3.71%3.75%3.16%8.65%4.15%0.42%0.44%0.58%

Monthly Dividends

The table displays the monthly dividend distributions for Brown Advisory Flexible Equity Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$2.47$2.47
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.98$1.98
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.93$0.93
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.98$0.98
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.30$1.30

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 Flexible Equity 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 Flexible Equity Fund was 60.32%, occurring on Mar 9, 2009. Recovery took 975 trading sessions.

The current Brown Advisory Flexible Equity Fund drawdown is 0.72%.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-60.32%Mar 2009
1y 9mo3y 10mo
5y 7moJun 2007 - Jan 2013
COVID crash2020
-35.49%Mar 2020
1mo 2d4mo 15d
5mo 17dFeb 2020 - Aug 2020
Bear market2022
-27.44%Oct 2022
11mo 7d1y 1mo
2y 22dNov 2021 - Dec 2023
Rate-hike selloffLate 2018
-21.14%Dec 2018
3mo 4d3mo 29d
7mo 3dSep 2018 - Apr 2019
2016 correction2016
-18.56%Feb 2016
6mo 25d6mo 6d
1y 26dJul 2015 - Aug 2016

Drawdown Indicators


BIAFXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-60.32%

-56.78%

-3.54%

Max Drawdown (1Y)

Largest decline over 1 year

-13.10%

-9.10%

-4.00%

Max Drawdown (3Y)

Largest decline over 3 years

-17.99%

-18.90%

+0.91%

Max Drawdown (5Y)

Largest decline over 5 years

-27.44%

-25.43%

-2.01%

Max Drawdown (10Y)

Largest decline over 10 years

-35.49%

-33.92%

-1.57%

Current Drawdown

Current decline from peak

-0.72%

-1.80%

+1.08%

Average Drawdown

Average peak-to-trough decline

-10.13%

-10.71%

+0.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.64%

2.03%

+1.61%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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