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Brown Advisory Small-Cap Fundamental Value Fund (B...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISIN

US1152337937

CUSIP

115233793

Inception Date

Dec 31, 2008

Min. Investment

$100

Asset Class

Equity

Asset Class Size

Small-Cap

Asset Class Style

Blend

Expense Ratio

BIAUX has a high expense ratio of 1.10%, indicating above-average management fees.


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.


Performance

Performance Chart

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


350.00%400.00%450.00%500.00%550.00%600.00%December2025FebruaryMarchAprilMay
392.00%
525.56%
BIAUX (Brown Advisory Small-Cap Fundamental Value Fund)
Benchmark (^GSPC)

Returns By Period

Brown Advisory Small-Cap Fundamental Value Fund (BIAUX) returned -8.55% year-to-date (YTD) and 0.23% over the past 12 months. Over the past 10 years, BIAUX returned 6.42% annually, underperforming the S&P 500 benchmark at 10.35%.


BIAUX

YTD

-8.55%

1M

7.13%

6M

-6.54%

1Y

0.23%

5Y*

15.13%

10Y*

6.42%

^GSPC (Benchmark)

YTD

-3.93%

1M

11.36%

6M

-1.09%

1Y

10.19%

5Y*

14.74%

10Y*

10.35%

*Annualized

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20250.95%-2.72%-4.59%-4.17%1.84%-8.55%
2024-1.46%2.83%3.36%-4.61%4.80%-1.79%12.01%-2.13%0.72%-3.39%11.13%-8.35%11.73%
20237.96%-1.24%-7.01%-1.91%-2.68%8.48%6.30%-1.98%-3.68%-4.33%7.39%9.72%16.17%
2022-4.44%-0.60%-0.51%-6.94%3.05%-8.12%10.52%-3.30%-8.44%12.72%4.74%-5.13%-8.74%
20211.13%10.56%6.46%3.86%2.70%-2.73%-1.93%2.27%-3.20%5.36%-1.95%5.85%31.11%
2020-3.76%-11.19%-26.11%11.28%5.57%1.42%3.95%4.55%-4.50%0.70%12.49%6.58%-5.69%
20198.42%5.50%-1.70%5.06%-7.64%4.92%1.66%-3.62%4.95%1.73%1.70%1.81%23.99%
20180.74%-3.49%0.47%-0.29%3.75%1.32%2.06%4.24%-2.68%-8.66%0.29%-10.92%-13.48%
2017-0.30%0.15%0.65%0.57%-2.10%3.72%1.33%-2.37%5.90%1.94%3.01%-0.63%12.17%
2016-5.71%-0.44%6.32%1.98%2.76%-0.00%3.43%0.81%-0.04%-2.58%10.40%3.92%21.86%
2015-3.73%5.55%0.54%-2.03%-0.93%0.81%-1.14%-4.55%-3.41%7.81%0.86%-4.80%-5.68%
2014-4.17%3.16%-0.43%-0.65%0.70%3.55%-3.34%3.11%-4.61%6.37%0.91%1.90%6.02%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of BIAUX is 20, meaning it’s performing worse than 80% 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 BIAUX is 2020
Overall Rank
The Sharpe Ratio Rank of BIAUX is 1919
Sharpe Ratio Rank
The Sortino Ratio Rank of BIAUX is 2222
Sortino Ratio Rank
The Omega Ratio Rank of BIAUX is 2020
Omega Ratio Rank
The Calmar Ratio Rank of BIAUX is 2121
Calmar Ratio Rank
The Martin Ratio Rank of BIAUX is 2020
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 Small-Cap Fundamental Value Fund (BIAUX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The current Brown Advisory Small-Cap Fundamental Value Fund Sharpe ratio is 0.08. 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 Fundamental Value 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-1.000.001.002.003.00December2025FebruaryMarchAprilMay
0.08
0.65
BIAUX (Brown Advisory Small-Cap Fundamental Value Fund)
Benchmark (^GSPC)

Dividends

Dividend History

Brown Advisory Small-Cap Fundamental Value Fund provided a 1.61% dividend yield over the last twelve months, with an annual payout of $0.42 per share. The fund has been increasing its distributions for 3 consecutive years.


0.20%0.40%0.60%0.80%1.00%1.20%1.40%$0.00$0.10$0.20$0.30$0.4020142015201620172018201920202021202220232024
Dividends
Dividend Yield
PeriodTTM20242023202220212020201920182017201620152014
Dividend$0.42$0.42$0.17$0.09$0.06$0.11$0.11$0.16$0.16$0.06$0.07$0.11

Dividend yield

1.61%1.47%0.56%0.33%0.18%0.48%0.43%0.74%0.55%0.22%0.33%0.46%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025$0.00$0.00$0.00$0.00$0.00$0.00
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.42$0.42
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$0.09$0.09
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
2020$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
2019$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
2018$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.16$0.16
2017$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.16$0.16
2016$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
2015$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.07$0.07
2014$0.11$0.11

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.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-16.70%
-8.04%
BIAUX (Brown Advisory Small-Cap Fundamental Value Fund)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Brown Advisory Small-Cap Fundamental Value 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 Fundamental Value Fund was 45.80%, occurring on Mar 23, 2020. Recovery took 222 trading sessions.

The current Brown Advisory Small-Cap Fundamental Value Fund drawdown is 16.70%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-45.8%Aug 23, 2018397Mar 23, 2020222Feb 8, 2021619
-25.16%Nov 26, 202490Apr 8, 2025
-24.89%Jul 8, 201161Oct 3, 2011297Dec 10, 2012358
-24.34%Jan 7, 200942Mar 9, 200939May 4, 200981
-20.86%Jan 5, 2022113Jun 16, 2022375Dec 13, 2023488

Volatility

Volatility Chart

The current Brown Advisory Small-Cap Fundamental Value Fund volatility is 11.60%, 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%4.00%6.00%8.00%10.00%12.00%14.00%December2025FebruaryMarchAprilMay
11.60%
13.20%
BIAUX (Brown Advisory Small-Cap Fundamental Value Fund)
Benchmark (^GSPC)