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ISIN
US1152333068
CUSIP
115233306
Inception Date
Jun 29, 2012
Min. Investment
$100
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Growth

Share Price Chart


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Performance

BIAWX Performance Chart

Brown Advisory Sustainable Growth Fund (BIAWX) is up 3.4% since the beginning of the year. BIAWX is currently trading at $46 per share. Investors who bought $1,000 worth of BIAWX shares 5 years ago would now be looking at an investment worth $1,463.


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S&P 500 Index

Returns By Period

Brown Advisory Sustainable Growth Fund (BIAWX) has returned 3.44% so far this year and 6.35% over the past 12 months. Looking at the last ten years, BIAWX has achieved an annualized return of 15.39%, outperforming the S&P 500 Index benchmark, which averaged 13.54% per year.


Brown Advisory Sustainable Growth Fund

1D
1.62%
1M
2.64%
YTD
3.44%
6M
3.60%
1Y
6.35%
3Y*
12.97%
5Y*
7.90%
10Y*
15.39%

Benchmark (S&P 500 Index)

1D
0.00%
1M
-0.71%
YTD
8.39%
6M
8.57%
1Y
24.33%
3Y*
18.94%
5Y*
12.24%
10Y*
13.54%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BIAWX Monthly Returns History

Based on dividend-adjusted daily data since Jun 29, 2012, BIAWX's average daily return is +0.06%, while the average monthly return is +1.28%. At this rate, an investment would double in approximately 4.5 years.

Historically, 63% of months were positive and 37% were negative. The best month was Apr 2020 with a return of +15.8%, while the worst month was Apr 2022 at -12.9%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 5 months.

On a daily basis, BIAWX closed higher 54% of trading days. The best single day was Apr 9, 2025 with a return of +11.3%, while the worst single day was Mar 16, 2020 at -11.8%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-4.56%-4.03%-4.44%11.08%7.20%-0.75%3.44%
20253.34%-5.15%-8.19%0.91%9.51%5.78%1.80%-2.44%1.69%1.40%-3.60%-0.64%3.18%
20243.05%5.76%1.71%-5.51%3.40%5.34%-1.23%2.31%1.36%-1.31%5.81%-1.51%20.20%
20239.74%-1.64%5.97%-0.77%3.94%5.49%4.37%-0.66%-6.04%-3.18%12.91%4.77%38.88%
2022-12.67%-3.72%3.62%-12.93%0.51%-7.27%12.95%-6.23%-10.27%3.05%5.95%-5.98%-31.02%
2021-2.12%1.30%1.15%6.42%-1.04%7.55%6.26%4.44%-5.44%9.18%-1.29%1.06%29.83%

Benchmark Metrics

Brown Advisory Sustainable Growth Fund has an annualized alpha of 1.17%, beta of 1.09, and R2 of 0.86 versus S&P 500 Index. Calculated based on daily prices since June 29, 2012.

  • This fund captured 106.42% of S&P 500 Index gains but only 97.40% of its losses - a favorable profile for investors.
  • With beta of 1.09 and R2 of 0.86, this fund moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

Alpha
1.17%
Beta
1.09
0.86
Upside Capture
106.42%
Downside Capture
97.40%

Expense Ratio

BIAWX has an expense ratio of 0.78%, placing it in the medium range.


Return for Risk

Risk / Return Rank

BIAWX ranks 5 for risk / return — in the bottom 5% of mutual funds on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.


BIAWX Risk / Return Rank: 55
Overall Rank
BIAWX Sharpe Ratio Rank: 55
Sharpe Ratio Rank
BIAWX Sortino Ratio Rank: 55
Sortino Ratio Rank
BIAWX Omega Ratio Rank: 55
Omega Ratio Rank
BIAWX Calmar Ratio Rank: 55
Calmar Ratio Rank
BIAWX Martin Ratio Rank: 55
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Brown Advisory Sustainable Growth Fund (BIAWX) 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.


BIAWXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-1.60

Sortino ratioReturn per unit of downside risk

-2.07

Omega ratioGain probability vs. loss probability

1.07

1.35

-0.28

Calmar ratioReturn relative to maximum drawdown

0.29

2.66

-2.36

Martin ratioReturn relative to average drawdown

0.76

11.86

-11.11

Dividends

Dividend History

Brown Advisory Sustainable Growth Fund provided a 23.71% dividend yield over the last twelve months, with an annual payout of $10.97 per share.


0.00%5.00%10.00%15.00%20.00%25.00%$0.00$2.00$4.00$6.00$8.00$10.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$10.97$10.97$2.88$0.00$0.00$0.91$0.00$0.42$0.78$0.35$0.12$0.75

Dividend yield

23.71%24.52%5.34%0.00%0.00%1.85%0.00%1.50%3.75%1.71%0.72%4.76%

Monthly Dividends

The table displays the monthly dividend distributions for Brown Advisory Sustainable Growth 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
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$10.97$10.97
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$2.88$2.88
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$0.00$0.00
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.91$0.91

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 Sustainable 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 Sustainable Growth Fund was 36.94%, occurring on Oct 14, 2022. Recovery took 330 trading sessions.

The current Brown Advisory Sustainable Growth Fund drawdown is 3.48%.


Related event

Drawdown

Fall

Recovery

Underwater

Bear market2022
-36.94%Oct 2022
10mo 26d1y 3mo
2y 2moNov 2021 - Feb 2024
COVID crash2020
-30.44%Mar 2020
1mo 2d2mo 7d
3mo 9dFeb 2020 - May 2020
2025 selloff2025
-25.06%Apr 2025
2mo 14d2mo 26d
5mo 10dJan 2025 - Jul 2025
2026 correction2026
-19.97%Mar 2026
5mo2mo 6d
7mo 6dOct 2025 - Jun 2026
Rate-hike selloffLate 2018
-18.40%Dec 2018
3mo 8d2mo 7d
5mo 15dSep 2018 - Mar 2019

Drawdown Indicators


BIAWXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-36.94%

-56.78%

+19.84%

Max Drawdown (1Y)

Largest decline over 1 year

-19.97%

-9.10%

-10.87%

Max Drawdown (3Y)

Largest decline over 3 years

-25.06%

-18.90%

-6.16%

Max Drawdown (5Y)

Largest decline over 5 years

-36.94%

-25.43%

-11.51%

Max Drawdown (10Y)

Largest decline over 10 years

-36.94%

-33.92%

-3.02%

Current Drawdown

Current decline from peak

-3.48%

-2.49%

-0.99%

Average Drawdown

Average peak-to-trough decline

-5.74%

-10.72%

+4.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.72%

2.03%

+5.69%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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