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Brown Advisory Flexible Equity Fund (BIAFX) Sharpe Ratio: 1.11

Mutual Fund · Currency in USD · Last updated Jun 3, 2026

The fund normally invests at least 80% of the value of its net assets (plus any borrowings for investment purposes) in a diversified portfolio of equity securities. It invests primarily in securities of medium and large market capitalization companies that the Adviser believes have strong, or improving, long-term business characteristics and share prices that do not reflect these favorable fundamental attributes. The fund may invest up to 15% of its net assets in foreign securities, including emerging markets.

BIAFX's Sharpe Ratio of 1.11 indicates that for each unit of volatility, it generates 1.11 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 3, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets.

BIAFX Sharpe Ratio Rank

BIAFX Sharpe Ratio Rank: 15.015
Concerning

BIAFX ranks above 15.0% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating weak returns relative to total risk taken. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Weak risk-adjusted returns relative to category peers
  • Evaluate whether this holding aligns with your risk-return objectives
  • Consider reducing exposure or re-evaluating position size
  • Review higher-ranked alternatives in the same category

BIAFX Sharpe Ratio Market Positioning

The chart shows BIAFX's Sharpe Ratio relative to all mutual funds on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 1.42 or lower
  • Yellow zone (middle 50%): 1.42 to 2.51
  • Green zone (top 25%): 2.51 or higher
  • Top 1%: 4.65+
  • Median: 2.09 — half of all investments score higher

How it compares to other similar mutual funds

The table compares Brown Advisory Flexible Equity Fund's Sharpe Ratio with other mutual funds in the Large Cap Growth Equities category across multiple time periods, showing how BIAFX's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 3, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
EFCNXEmerald Insights Fund4.06
VPMCXVanguard PRIMECAP Fund Investor Shares3.75
POGRXPrimeCap Odyssey Growth Fund3.73
FOCKXFidelity OTC Portfolio Class K3.54
FOCPXFidelity OTC Portfolio3.53
ONERXOne Rock Fund3.49
FCGSXFidelity Series Growth Company Fund3.39
VHCAXVanguard Capital Opportunity Fund Admiral Shares3.37
ANFFXAmerican Funds The New Economy Fund Class F-13.32
FOKFXFidelity OTC K6 Portfolio3.25
BIAFXBrown Advisory Flexible Equity Fund1.11

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows BIAFX's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when BIAFX consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Sharpe Ratio Calculator

How does BIAFX fit in your portfolio?

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