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ISIN
US1152336459
CUSIP
115233645
Inception Date
Dec 11, 2012
Min. Investment
$100
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

BIAQX Performance Chart

Brown Advisory Emerging Markets Select Fund (BIAQX) is up 14.7% since the beginning of the year. BIAQX is currently trading at $17 per share. Investors who bought $1,000 worth of BIAQX shares 5 years ago would now be looking at an investment worth $1,517.


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Benchmark

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Returns By Period

Brown Advisory Emerging Markets Select Fund (BIAQX) has returned 14.73% so far this year and 33.93% over the past 12 months. Over the last ten years, BIAQX has returned 7.82% per year, falling short of the S&P 500 Index benchmark, which averaged 13.26% annually.


Brown Advisory Emerging Markets Select Fund

1D
3.36%
1M
-1.00%
6M
4.90%
YTD
14.73%
1Y
33.93%
3Y*
16.09%
5Y*
8.69%
10Y*
7.82%
ALL TIME*
5.07%

Benchmark (S&P 500 Index)

1D
0.70%
1M
0.09%
6M
7.94%
YTD
9.41%
1Y
20.07%
3Y*
17.84%
5Y*
11.25%
10Y*
13.26%
ALL TIME*
8.09%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BIAQX Monthly Returns History

Based on dividend-adjusted daily data since Jan 2, 2013, BIAQX's average daily return is +0.02%, while the average monthly return is +0.52%. At this rate, an investment would double in approximately 11.1 years.

Historically, 56% of months were positive and 44% were negative. The best month was Nov 2022 with a return of +17.6%, while the worst month was Mar 2020 at -17.3%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 5 months.

On a daily basis, BIAQX closed higher 51% of trading days. The best single day was Mar 24, 2020 with a return of +7.2%, while the worst single day was Mar 16, 2020 at -9.4%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20269.37%5.34%-10.61%11.40%5.15%-0.73%-4.20%14.73%
20251.21%-0.69%1.73%-0.34%4.09%5.15%1.17%2.08%6.48%3.96%-0.82%2.64%29.80%
2024-4.73%3.89%3.18%1.91%1.34%3.34%-0.17%0.68%6.26%-4.38%-1.17%-1.07%8.83%
20237.96%-6.07%3.78%-1.44%-2.14%5.46%6.97%-5.72%-2.71%-4.32%5.92%3.85%10.55%
20221.35%-4.84%-3.94%-4.38%1.05%-4.34%-0.89%0.10%-10.25%-4.66%17.56%-0.77%-15.20%
20212.99%4.15%-0.08%0.80%1.03%-1.72%-5.18%2.85%-2.20%0.83%-4.39%2.96%1.55%

Benchmark Metrics

Brown Advisory Emerging Markets Select Fund has an annualized alpha of -2.88%, beta of 0.67, and R2 of 0.50 versus S&P 500 Index. Calculated based on daily prices since January 02, 2013.

  • This fund participated in 83.74% of S&P 500 Index downside but only 57.29% of its upside - more exposed to losses than it benefited from rallies.
  • This fund had an annualized alpha of -2.88% versus S&P 500 Index - delivering less than market exposure alone would predict.
  • Beta of 0.67 indicates this fund moves significantly less than S&P 500 Index - a genuinely defensive profile with reduced participation in both market rallies and downturns.

Alpha
-2.88%
Beta
0.67
0.50
Upside Capture
57.29%
Downside Capture
83.74%

Expense Ratio

BIAQX has a high expense ratio of 1.25%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

BIAQX ranks 53 for risk / return — above 53% of mutual funds peers on PortfoliosLab. Its historical combined result is near the middle of the peer group.


BIAQX Risk / Return Rank: 5353
Overall Rank
BIAQX Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
BIAQX Sortino Ratio Rank: 4545
Sortino Ratio Rank
BIAQX Omega Ratio Rank: 5757
Omega Ratio Rank
BIAQX Calmar Ratio Rank: 6161
Calmar Ratio Rank
BIAQX Martin Ratio Rank: 4747
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

Risk / Return Metrics

The table below present risk-adjusted performance metrics for Brown Advisory Emerging Markets Select Fund (BIAQX) 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.


BIAQXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.07

Sortino ratioReturn per unit of downside risk

+0.01

Omega ratioGain probability vs. loss probability

1.28

1.25

+0.03

Calmar ratioReturn relative to maximum drawdown

2.20

2.00

+0.19

Martin ratioReturn relative to average drawdown

7.12

8.49

-1.38

Dividends

Dividend History

Brown Advisory Emerging Markets Select Fund provided a 1.39% dividend yield over the last twelve months, with an annual payout of $0.24 per share. The fund has been increasing its distributions for 5 consecutive years.


0.00%1.00%2.00%3.00%4.00%$0.00$0.05$0.10$0.15$0.20$0.25$0.30$0.3520152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$0.24$0.24$0.22$0.17$0.11$0.06$0.05$0.09$0.32$0.09$0.10$0.08

Dividend yield

1.39%1.60%1.87%1.59%1.13%0.52%0.44%0.89%3.75%0.81%1.17%0.99%

Monthly Dividends

The table displays the monthly dividend distributions for Brown Advisory Emerging Markets Select 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$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$0.24$0.24
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.22$0.22
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.17$0.17
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.11$0.11
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.06$0.06

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 Emerging Markets Select 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 Emerging Markets Select Fund was 40.55%, occurring on Mar 23, 2020. Recovery took 179 trading sessions.

The current Brown Advisory Emerging Markets Select Fund drawdown is 8.50%.


Drawdown

Fall

Recovery

Underwater

Related event

-40.55%Mar 2020
2y 1mo8mo 16d
2y 10moJan 2018 - Dec 2020
COVID crash2020
-35.03%Oct 2022
1y 8mo1y 11mo
3y 7moFeb 2021 - Oct 2024
Bear market2022
-26.11%Jan 2016
2y 8mo1y 4mo
4y 17dMay 2013 - May 2017
-17.23%Apr 2025
6mo 7d2mo 2d
8mo 9dOct 2024 - Jun 2025
2025 selloff2025
-13.93%Mar 2026
1mo 2d1mo 6d
2mo 8dFeb 2026 - May 2026

Drawdown Indicators


BIAQXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-40.55%

-56.78%

+16.23%

Max Drawdown (1Y)

Largest decline over 1 year

-13.93%

-9.10%

-4.83%

Max Drawdown (3Y)

Largest decline over 3 years

-17.23%

-18.90%

+1.67%

Max Drawdown (5Y)

Largest decline over 5 years

-31.03%

-25.43%

-5.60%

Max Drawdown (10Y)

Largest decline over 10 years

-40.55%

-33.92%

-6.63%

Current Drawdown

Current decline from peak

-8.50%

-1.58%

-6.92%

Average Drawdown

Average peak-to-trough decline

-11.15%

-10.70%

-0.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.30%

2.14%

+2.16%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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