- Issuer
- Brown Advisory Funds
- Inception Date
- Sep 29, 2021
- Category
- Small Cap Blend Equities
- 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
BIAYX Performance Chart
Brown Advisory Sustainable Small-Cap Core Fund (BIAYX) is up 16.0% since the beginning of the year. BIAYX is currently trading at $12 per share.
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Returns By Period
Brown Advisory Sustainable Small-Cap Core Fund (BIAYX) has returned 16.03% so far this year and 29.92% over the past 12 months.
Brown Advisory Sustainable Small-Cap Core Fund
- 1D
- 1.89%
- 1M
- 4.47%
- YTD
- 16.03%
- 6M
- 13.89%
- 1Y
- 29.92%
- 3Y*
- 14.30%
- 5Y*
- —
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- -0.37%
- 1M
- -0.01%
- YTD
- 9.16%
- 6M
- 8.64%
- 1Y
- 25.22%
- 3Y*
- 19.78%
- 5Y*
- 11.99%
- 10Y*
- 13.88%
BIAYX Monthly Returns History
Based on dividend-adjusted daily data since Oct 8, 2021, BIAYX's average daily return is +0.03%, while the average monthly return is +0.58%. At this rate, an investment would double in approximately 10.0 years.
Historically, 53% of months were positive and 47% were negative. The best month was Nov 2023 with a return of +10.1%, while the worst month was Apr 2022 at -9.7%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 4 months.
On a daily basis, BIAYX closed higher 49% of trading days. The best single day was Apr 9, 2025 with a return of +8.7%, while the worst single day was Apr 3, 2025 at -7.2%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 3.28% | 1.45% | -5.19% | 7.74% | 5.95% | 2.31% | 16.03% | ||||||
| 2025 | 5.80% | -3.62% | -7.62% | -1.77% | 3.93% | 5.01% | 2.63% | 4.55% | -0.91% | 0.82% | 0.91% | 0.18% | 9.44% |
| 2024 | -0.94% | 4.21% | 2.32% | -6.42% | 3.16% | -0.92% | 7.74% | -0.77% | 0.48% | -2.59% | 8.97% | -7.31% | 6.80% |
| 2023 | 8.45% | -0.79% | -5.01% | -1.56% | -0.97% | 7.99% | 4.55% | -2.50% | -6.03% | -5.82% | 10.09% | 9.86% | 17.39% |
| 2022 | -7.91% | -1.91% | -0.43% | -9.66% | 0.36% | -7.31% | 9.69% | -2.83% | -6.42% | 7.25% | 4.35% | -5.44% | -20.21% |
| 2021 | 3.85% | -5.89% | 3.43% | 1.09% |
Benchmark Metrics
Brown Advisory Sustainable Small-Cap Core Fund has an annualized alpha of -5.59%, beta of 1.03, and R2 of 0.74 versus S&P 500 Index. Calculated based on daily prices since October 08, 2021.
- This fund participated in 112.90% of S&P 500 Index downside but only 87.04% of its upside - more exposed to losses than it benefited from rallies.
- This fund had an annualized alpha of -5.59% versus S&P 500 Index - delivering less than market exposure alone would predict.
- With beta of 1.03 and R2 of 0.74, 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
- -5.59%
- Beta
- 1.03
- R²
- 0.74
- Upside Capture
- 87.04%
- Downside Capture
- 112.90%
Expense Ratio
BIAYX has a high expense ratio of 1.08%, indicating above-average management fees.
Return for Risk
Risk / Return Rank
BIAYX ranks 45 for risk / return — on par with similar mutual funds. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Brown Advisory Sustainable Small-Cap Core Fund (BIAYX) 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.
| BIAYX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.31 | ||
| Sortino ratioReturn per unit of downside risk | -0.22 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.37 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 2.73 | 2.78 | -0.06 |
| Martin ratioReturn relative to average drawdown | 9.49 | 12.44 | -2.95 |
Dividends
Dividend History
Brown Advisory Sustainable Small-Cap Core Fund provided a 3.77% dividend yield over the last twelve months, with an annual payout of $0.47 per share. The fund has been increasing its distributions for 3 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
| Dividend | $0.47 | $0.47 | $0.07 | $0.00 | $0.00 |
Dividend yield | 3.77% | 4.37% | 0.73% | 0.01% | 0.00% |
Monthly Dividends
The table displays the monthly dividend distributions for Brown Advisory Sustainable Small-Cap Core Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | $0.47 | $0.47 |
| 2024 | $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 |
| 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 |
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 Small-Cap Core 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 Small-Cap Core Fund was 31.81%, occurring on Jun 16, 2022. Recovery took 604 trading sessions.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Bear market2022 | -31.81%Jun 2022 | 7mo 10d | 2y 4mo | 3y 4dNov 2021 - Nov 2024 |
2025 selloff2025 | -23.51%Apr 2025 | 4mo 4d | 4mo 7d | 8mo 11dDec 2024 - Aug 2025 |
2026 correction2026 | -11.02%Mar 2026 | 1mo 6d | 1mo 1d | 2mo 7dFeb 2026 - Apr 2026 |
2025 pullback2025 | -7.14%Nov 2025 | 2mo 2d | 20d | 2mo 22dSep 2025 - Dec 2025 |
2026 pullback2026 | -4.70%May 2026 | 7d | 7d | 14dMay 2026 - May 2026 |
Drawdown Indicators
| BIAYX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -31.81% | -56.78% | +24.97% |
Max Drawdown (1Y)Largest decline over 1 year | -11.02% | -9.10% | -1.92% |
Max Drawdown (3Y)Largest decline over 3 years | -23.51% | -18.90% | -4.61% |
Max Drawdown (5Y)Largest decline over 5 years | — | -25.43% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | 0.00% | -1.80% | +1.80% |
Average DrawdownAverage peak-to-trough decline | -12.67% | -10.71% | -1.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.16% | 2.03% | +1.13% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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