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Brown Advisory - Beutel Goodman Large-Cap Value Fu...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISIN

US1152334215

Inception Date

Feb 13, 2018

Min. Investment

$1,000,000

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Value

Expense Ratio

BVALX has an expense ratio of 0.55%, placing it in the medium range.


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


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S&P 500

Returns By Period

Brown Advisory - Beutel Goodman Large-Cap Value Fund (BVALX) returned -3.00% year-to-date (YTD) and -0.28% over the past 12 months.


BVALX

YTD

-3.00%

1M

3.49%

6M

-8.76%

1Y

-0.28%

3Y*

7.78%

5Y*

11.63%

10Y*

N/A

^GSPC (Benchmark)

YTD

0.51%

1M

6.15%

6M

-2.00%

1Y

12.92%

3Y*

12.68%

5Y*

14.19%

10Y*

10.85%

*Annualized

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20252.18%-2.40%-2.12%-3.98%3.49%-3.00%
20241.20%2.92%5.88%-4.47%4.55%-1.34%3.69%2.50%1.71%-2.46%3.44%-5.94%11.49%
20236.76%-2.40%-1.64%0.08%-3.71%7.63%1.97%-3.30%-4.00%-5.48%9.56%7.79%12.31%
2022-0.69%1.00%0.23%-3.88%2.46%-6.88%7.56%-3.55%-8.73%13.25%7.51%-3.97%2.06%
2021-0.80%2.35%7.52%2.87%2.58%0.56%-0.69%0.84%-3.40%1.94%-4.50%5.17%14.73%
2020-2.87%-6.89%-12.01%11.24%3.34%0.76%4.15%4.71%-2.51%-1.15%12.83%2.05%11.54%
20196.76%3.11%0.81%4.19%-7.28%8.16%1.15%-1.61%4.03%1.94%3.80%2.27%29.91%
2018-1.90%-2.96%0.32%-0.94%1.27%3.65%2.92%0.78%-5.15%5.42%-10.49%-7.81%
Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of BVALX is 9, meaning it’s performing worse than 91% 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 BVALX is 99
Overall Rank
The Sharpe Ratio Rank of BVALX is 88
Sharpe Ratio Rank
The Sortino Ratio Rank of BVALX is 1010
Sortino Ratio Rank
The Omega Ratio Rank of BVALX is 99
Omega Ratio Rank
The Calmar Ratio Rank of BVALX is 1010
Calmar Ratio Rank
The Martin Ratio Rank of BVALX is 1010
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 - Beutel Goodman Large-Cap Value Fund (BVALX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Brown Advisory - Beutel Goodman Large-Cap Value Fund Sharpe ratios as of May 31, 2025 (values are recalculated daily):

  • 1-Year: -0.02
  • 5-Year: 0.71
  • All Time: 0.49

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of Brown Advisory - Beutel Goodman Large-Cap Value Fund compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

Dividend History

Brown Advisory - Beutel Goodman Large-Cap Value Fund provided a 8.45% dividend yield over the last twelve months, with an annual payout of $1.20 per share.


2.00%4.00%6.00%8.00%10.00%$0.00$0.20$0.40$0.60$0.80$1.00$1.202018201920202021202220232024
Dividends
Dividend Yield
PeriodTTM2024202320222021202020192018
Dividend$1.20$1.20$0.25$0.47$1.18$0.39$0.22$0.19

Dividend yield

8.45%8.20%1.78%3.61%9.06%3.14%1.90%2.14%

Monthly Dividends

The table displays the monthly dividend distributions for Brown Advisory - Beutel Goodman Large-Cap 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$1.20$1.20
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.25$0.25
2022$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
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.18$1.18
2020$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.39$0.39
2019$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
2018$0.19$0.19

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 - Beutel Goodman Large-Cap 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 - Beutel Goodman Large-Cap Value Fund was 32.88%, occurring on Mar 23, 2020. Recovery took 114 trading sessions.

The current Brown Advisory - Beutel Goodman Large-Cap Value Fund drawdown is 9.62%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-32.88%Feb 13, 202027Mar 23, 2020114Sep 2, 2020141
-19.91%Oct 18, 2024117Apr 8, 2025
-16.12%Sep 24, 201864Dec 24, 201870Apr 5, 2019134
-15.81%Feb 10, 2022161Sep 30, 202230Nov 11, 2022191
-14.21%Jul 19, 202372Oct 27, 202333Dec 14, 2023105
Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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