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Brown Advisory Small-Cap Growth Fund (BIASX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISINUS1152338356
CUSIP115233835
IssuerBrown Advisory Funds
Inception DateJun 28, 1999
CategorySmall Cap Growth Equities
Min. Investment$100
Asset ClassEquity

Asset Class Size

Small-Cap

Asset Class Style

Growth

Expense Ratio

BIASX has a high expense ratio of 1.11%, indicating higher-than-average management fees.


Expense ratio chart for BIASX: current value at 1.11% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.11%

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.


Brown Advisory Small-Cap Growth Fund

Popular comparisons: BIASX vs. VOO

Performance

Performance Chart

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


0.00%5.00%10.00%15.00%2024FebruaryMarchAprilMayJune
2.96%
15.75%
BIASX (Brown Advisory Small-Cap Growth Fund)
Benchmark (^GSPC)

S&P 500

Returns By Period

Brown Advisory Small-Cap Growth Fund had a return of -1.59% year-to-date (YTD) and 2.68% in the last 12 months. Over the past 10 years, Brown Advisory Small-Cap Growth Fund had an annualized return of 8.79%, while the S&P 500 had an annualized return of 10.77%, indicating that Brown Advisory Small-Cap Growth Fund did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date-1.59%12.69%
1 month-4.34%2.92%
6 months2.96%15.76%
1 year2.68%23.89%
5 years (annualized)5.46%13.23%
10 years (annualized)8.79%10.77%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-2.03%4.65%3.06%-7.03%2.30%-1.59%
20237.06%-1.58%-0.61%-0.76%-1.20%7.07%2.03%-2.97%-5.57%-6.96%8.78%8.07%12.43%
2022-9.83%-1.42%0.66%-8.53%-0.58%-5.73%7.08%-2.28%-6.03%6.27%4.16%-4.50%-20.27%
2021-0.31%4.27%-1.86%5.77%-1.57%2.41%1.62%-0.31%-3.74%5.45%-7.71%3.96%7.31%
20202.26%-5.80%-20.38%14.51%11.03%2.69%5.29%4.68%-1.76%-0.79%13.34%8.11%31.78%
201911.49%9.08%-0.05%4.04%-3.23%7.06%1.26%-3.39%-3.09%0.48%6.17%0.75%33.50%
20185.06%-2.05%0.31%-0.26%4.03%2.26%1.43%6.11%-0.55%-9.92%0.92%-10.36%-4.47%
20172.41%1.21%1.08%2.13%0.52%1.38%2.67%-0.17%3.05%1.77%-0.21%-0.05%16.91%
2016-9.05%-0.86%6.62%2.32%3.13%1.16%5.69%1.15%1.20%-4.25%3.95%-0.84%9.56%
2015-2.91%8.67%1.84%-1.97%2.07%1.69%1.33%-6.12%-4.43%6.83%3.94%-1.97%8.19%
2014-1.50%3.54%-3.21%-4.57%-0.17%3.03%-4.77%3.43%-3.77%6.73%1.04%1.00%0.02%
20135.84%0.95%3.44%-1.89%4.72%1.27%6.96%-0.53%6.07%1.67%4.15%2.33%40.59%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of BIASX is 7, indicating that it is in the bottom 7% of mutual funds on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of BIASX is 77
BIASX (Brown Advisory Small-Cap Growth Fund)
The Sharpe Ratio Rank of BIASX is 77Sharpe Ratio Rank
The Sortino Ratio Rank of BIASX is 77Sortino Ratio Rank
The Omega Ratio Rank of BIASX is 77Omega Ratio Rank
The Calmar Ratio Rank of BIASX is 88Calmar Ratio Rank
The Martin Ratio Rank of BIASX is 77Martin 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 Small-Cap Growth Fund (BIASX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


BIASX
Sharpe ratio
The chart of Sharpe ratio for BIASX, currently valued at 0.22, compared to the broader market-1.000.001.002.003.004.000.22
Sortino ratio
The chart of Sortino ratio for BIASX, currently valued at 0.42, compared to the broader market0.005.0010.000.42
Omega ratio
The chart of Omega ratio for BIASX, currently valued at 1.05, compared to the broader market1.002.003.004.001.05
Calmar ratio
The chart of Calmar ratio for BIASX, currently valued at 0.12, compared to the broader market0.005.0010.0015.000.12
Martin ratio
The chart of Martin ratio for BIASX, currently valued at 0.58, compared to the broader market0.0020.0040.0060.0080.000.58
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.21, compared to the broader market-1.000.001.002.003.004.002.21
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.13, compared to the broader market0.005.0010.003.13
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.39, compared to the broader market1.002.003.004.001.39
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.77, compared to the broader market0.005.0010.0015.001.77
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.30, compared to the broader market0.0020.0040.0060.0080.008.30

Sharpe Ratio

The current Brown Advisory Small-Cap Growth Fund Sharpe ratio is 0.22. 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 Small-Cap Growth 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-0.500.000.501.001.502.002.503.002024FebruaryMarchAprilMayJune
0.22
2.21
BIASX (Brown Advisory Small-Cap Growth Fund)
Benchmark (^GSPC)

Dividends

Dividend History

Brown Advisory Small-Cap Growth Fund granted a 0.00% dividend yield in the last twelve months. The annual payout for that period amounted to $0.00 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend$0.00$0.00$1.65$3.60$0.22$0.44$0.87$0.31$0.56$2.56$2.12$0.85

Dividend yield

0.00%0.00%8.22%13.22%0.78%2.00%5.17%1.69%3.50%16.77%12.84%4.55%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.65$1.65
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$3.60$3.60
2020$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
2019$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.44$0.44
2018$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.87$0.87
2017$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.31$0.31
2016$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.56$0.56
2015$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$2.56$2.56
2014$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$2.12$2.12
2013$0.85$0.85

Drawdowns

Drawdowns Chart

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


-20.00%-15.00%-10.00%-5.00%0.00%2024FebruaryMarchAprilMayJune
-16.57%
0
BIASX (Brown Advisory Small-Cap Growth Fund)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Brown Advisory Small-Cap Growth 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 Small-Cap Growth Fund was 74.30%, occurring on Oct 9, 2002. Recovery took 2775 trading sessions.

The current Brown Advisory Small-Cap Growth Fund drawdown is 16.57%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-74.3%Mar 10, 2000645Oct 9, 20022775Oct 24, 20133420
-38.04%Feb 21, 202022Mar 23, 202094Aug 5, 2020116
-30.61%Nov 2, 2021157Jun 16, 2022
-25.02%Sep 17, 201869Dec 24, 201876Apr 15, 2019145
-19.5%Jul 17, 2015143Feb 9, 201679Jun 2, 2016222

Volatility

Volatility Chart

The current Brown Advisory Small-Cap Growth Fund volatility is 3.66%, 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.


2.00%3.00%4.00%5.00%6.00%2024FebruaryMarchAprilMayJune
3.66%
2.41%
BIASX (Brown Advisory Small-Cap Growth Fund)
Benchmark (^GSPC)