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Brown Advisory Sustainable Growth Fund (BIAWX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISINUS1152333068
CUSIP115233306
IssuerBrown Advisory Funds
Inception DateJun 29, 2012
CategoryLarge Cap Growth Equities
Min. Investment$100
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Growth

Expense Ratio

The Brown Advisory Sustainable Growth Fund has a high expense ratio of 0.78%, indicating higher-than-average management fees.


0.50%1.00%1.50%2.00%0.78%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds to compare with BIAWX

Brown Advisory Sustainable Growth Fund

Popular comparisons: BIAWX vs. QGRO, BIAWX vs. SPY, BIAWX vs. SWPPX, BIAWX vs. BRK-B, BIAWX vs. VUG, BIAWX vs. VV, BIAWX vs. PRWAX, BIAWX vs. VTSAX, BIAWX vs. SPYI, BIAWX vs. VTI

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Brown Advisory Sustainable 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.


200.00%250.00%300.00%350.00%400.00%450.00%500.00%550.00%OctoberNovemberDecember2024FebruaryMarch
516.97%
285.74%
BIAWX (Brown Advisory Sustainable Growth Fund)
Benchmark (^GSPC)

S&P 500

Returns By Period

Brown Advisory Sustainable Growth Fund had a return of 10.85% year-to-date (YTD) and 38.02% in the last 12 months. Over the past 10 years, Brown Advisory Sustainable Growth Fund had an annualized return of 16.02%, outperforming the S&P 500 benchmark which had an annualized return of 10.89%.


PeriodReturnBenchmark
Year-To-Date10.85%10.16%
1 month2.33%3.47%
6 months27.15%22.20%
1 year38.02%30.45%
5 years (annualized)16.99%13.16%
10 years (annualized)16.02%10.89%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20243.05%5.76%
2023-0.66%-6.04%-3.18%12.91%4.77%

Risk-Adjusted Performance

Risk-Adjusted Performance Indicators

This table presents risk-adjusted performance metrics for Brown Advisory Sustainable Growth Fund (BIAWX) and compares them with a selected benchmark (^GSPC). These performance indicators assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
BIAWX
Brown Advisory Sustainable Growth Fund
2.57
^GSPC
S&P 500
2.79

Sharpe Ratio

The current Brown Advisory Sustainable Growth Fund Sharpe ratio is 2.57. A Sharpe ratio higher than 2.0 is considered very good.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00OctoberNovemberDecember2024FebruaryMarch
2.57
2.79
BIAWX (Brown Advisory Sustainable Growth Fund)
Benchmark (^GSPC)

Dividends

Dividend History

Brown Advisory Sustainable 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$0.00$0.91$0.00$0.21$0.78$0.35$0.12$0.75$0.31$0.14

Dividend yield

0.00%0.00%0.00%1.85%0.00%0.75%3.75%1.71%0.72%4.76%2.10%1.03%

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.


JanFebMarAprMayJunJulAugSepOctNovDec
2024$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
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
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
2020$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2019$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.21
2018$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.78
2017$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.35
2016$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.12
2015$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.75
2014$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.31
2013$0.14

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%OctoberNovemberDecember2024FebruaryMarch
-0.57%
0
BIAWX (Brown Advisory Sustainable Growth Fund)
Benchmark (^GSPC)

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 0.57%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-36.94%Nov 22, 2021226Oct 14, 2022330Feb 8, 2024556
-30.44%Feb 20, 202023Mar 23, 202047May 29, 202070
-18.4%Sep 17, 201869Dec 24, 201845Mar 1, 2019114
-15.81%Dec 2, 201546Feb 8, 201677May 27, 2016123
-10.94%Aug 6, 201514Aug 25, 201565Nov 25, 201579

Volatility

Volatility Chart

The current Brown Advisory Sustainable Growth Fund volatility is 4.29%, 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%OctoberNovemberDecember2024FebruaryMarch
4.29%
2.80%
BIAWX (Brown Advisory Sustainable Growth Fund)
Benchmark (^GSPC)