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Brown Advisory Growth Equity Fund (BIAGX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISIN

US1152335048

CUSIP

115233504

Issuer

Brown Advisory Funds

Inception Date

Jun 28, 1999

Min. Investment

$100

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Growth

Expense Ratio

BIAGX features an expense ratio of 0.81%, falling within the medium range.


Expense ratio chart for BIAGX: current value at 0.81% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.81%

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.


Popular comparisons:
BIAGX vs. BIOPX BIAGX vs. BAFWX BIAGX vs. SYY
Popular comparisons:
BIAGX vs. BIOPX BIAGX vs. BAFWX BIAGX vs. SYY

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Brown Advisory Growth Equity Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-40.00%-30.00%-20.00%-10.00%0.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
-41.71%
8.86%
BIAGX (Brown Advisory Growth Equity Fund)
Benchmark (^GSPC)

Returns By Period

Brown Advisory Growth Equity Fund had a return of -36.56% year-to-date (YTD) and -36.22% in the last 12 months. Over the past 10 years, Brown Advisory Growth Equity Fund had an annualized return of -1.49%, while the S&P 500 had an annualized return of 11.06%, indicating that Brown Advisory Growth Equity Fund did not perform as well as the benchmark.


BIAGX

YTD

-36.56%

1M

-46.80%

6M

-42.13%

1Y

-36.22%

5Y*

-8.33%

10Y*

-1.49%

^GSPC (Benchmark)

YTD

24.34%

1M

0.23%

6M

8.53%

1Y

24.95%

5Y*

13.01%

10Y*

11.06%

Monthly Returns

The table below presents the monthly returns of BIAGX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20242.15%4.73%1.73%-5.76%1.66%5.69%-0.72%3.90%0.93%-1.18%6.63%-36.56%
20239.02%-4.03%6.09%0.13%1.91%8.88%2.14%-1.05%-6.33%-4.37%11.37%0.53%25.02%
2022-12.08%-5.08%1.71%-11.65%-3.31%-6.04%10.62%-7.55%-10.30%7.00%5.85%-12.70%-38.20%
2021-3.82%2.10%0.44%7.72%-0.35%6.30%4.48%2.24%-6.13%7.51%-3.66%-10.31%4.83%
20201.93%-5.07%-9.88%14.18%7.78%2.84%7.68%6.68%-3.22%-3.89%8.89%-1.89%25.97%
20199.18%6.14%3.34%3.27%-5.21%7.79%1.71%1.44%-0.87%1.44%4.60%-2.41%33.83%
20189.42%-1.93%-0.18%0.40%4.11%1.72%2.20%4.71%0.67%-8.89%2.45%-18.60%-6.78%
20174.59%3.72%0.86%3.50%2.82%-0.85%1.71%2.67%0.29%4.56%4.32%-8.45%20.72%
2016-6.97%-0.78%6.82%0.26%1.93%-2.36%4.04%-0.81%0.36%-1.62%-2.42%-9.08%-11.05%
2015-2.79%7.18%-0.20%-0.40%2.00%-0.78%3.36%-5.68%-2.68%7.86%1.59%-8.02%0.21%
2014-2.40%3.33%-1.00%-1.65%0.76%2.69%-1.00%3.71%-2.91%3.31%1.58%-3.11%2.98%
20135.79%0.77%2.56%-0.87%2.83%-0.92%4.01%-0.53%4.17%3.32%2.05%1.90%27.86%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of BIAGX is 1, meaning it’s performing worse than 99% of other mutual funds on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of BIAGX is 11
Overall Rank
The Sharpe Ratio Rank of BIAGX is 11
Sharpe Ratio Rank
The Sortino Ratio Rank of BIAGX is 22
Sortino Ratio Rank
The Omega Ratio Rank of BIAGX is 00
Omega Ratio Rank
The Calmar Ratio Rank of BIAGX is 00
Calmar Ratio Rank
The Martin Ratio Rank of BIAGX is 00
Martin 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 Growth Equity Fund (BIAGX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for BIAGX, currently valued at -0.71, compared to the broader market-1.000.001.002.003.004.00-0.712.10
The chart of Sortino ratio for BIAGX, currently valued at -0.53, compared to the broader market-2.000.002.004.006.008.0010.00-0.532.80
The chart of Omega ratio for BIAGX, currently valued at 0.80, compared to the broader market0.501.001.502.002.503.003.500.801.39
The chart of Calmar ratio for BIAGX, currently valued at -0.59, compared to the broader market0.002.004.006.008.0010.0012.0014.00-0.593.09
The chart of Martin ratio for BIAGX, currently valued at -4.49, compared to the broader market0.0020.0040.0060.00-4.4913.49
BIAGX
^GSPC

The current Brown Advisory Growth Equity Fund Sharpe ratio is -0.71. 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 Growth Equity 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-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
-0.71
2.10
BIAGX (Brown Advisory Growth Equity Fund)
Benchmark (^GSPC)

Dividends

Dividend History


Brown Advisory Growth Equity Fund doesn't pay dividends

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.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-58.80%
-2.62%
BIAGX (Brown Advisory Growth Equity Fund)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Brown Advisory Growth 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 Growth Equity Fund was 59.27%, occurring on Dec 19, 2024. The portfolio has not yet recovered.

The current Brown Advisory Growth Equity Fund drawdown is 58.80%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-59.27%Nov 17, 2021777Dec 19, 2024
-51.72%Mar 27, 2000634Oct 9, 20021241Sep 19, 20071875
-49.96%Nov 1, 2007338Mar 9, 2009404Oct 13, 2010742
-30.24%Feb 20, 202023Mar 23, 202050Jun 3, 202073
-29.31%Oct 1, 201859Dec 24, 2018175Sep 5, 2019234

Volatility

Volatility Chart

The current Brown Advisory Growth Equity Fund volatility is 63.63%, 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.


0.00%10.00%20.00%30.00%40.00%50.00%60.00%JulyAugustSeptemberOctoberNovemberDecember
63.63%
3.79%
BIAGX (Brown Advisory Growth Equity Fund)
Benchmark (^GSPC)
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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