Brown Advisory - Beutel Goodman Large-Cap Value Fund (BVALX)
Under normal conditions, the fund seeks to achieve its investment objective by investing at least 80% of the value of its net assets (plus any borrowings for investment purposes) in equity securities of large-cap companies. It seeks to invest in companies at discounts to their business value, which the advisor considers to be the present value of sustainable free cash flow. The fund may invest up to 20% of its net assets in foreign securities. It is non-diversified.
Fund Info
| ISIN | US1152334215 |
|---|---|
| Issuer | Brown Advisory Funds |
| Inception Date | Feb 13, 2018 |
| Category | Large Cap Value Equities |
| Min. Investment | $1,000,000 |
| Asset Class | Equity |
Asset Class Size | Large-Cap |
Asset Class Style | Value |
Expense Ratio
BVALX has a high expense ratio of 0.55%, indicating higher-than-average management fees.
Share Price Chart
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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Brown Advisory - Beutel Goodman Large-Cap 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.
Returns By Period
Brown Advisory - Beutel Goodman Large-Cap Value Fund had a return of 5.70% year-to-date (YTD) and 17.61% in the last 12 months.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | 5.70% | 6.17% |
| 1 month | -2.97% | -2.72% |
| 6 months | 21.74% | 17.29% |
| 1 year | 17.61% | 23.80% |
| 5 years (annualized) | 11.74% | 11.47% |
| 10 years (annualized) | N/A | 10.41% |
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 1.20% | 2.92% | 5.88% | -4.47% | ||||||||
| 2023 | -5.48% | 9.56% | 7.78% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of BVALX is 64, suggesting that the investment has average results relative to the market in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
Brown Advisory - Beutel Goodman Large-Cap Value Fund(BVALX)
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.
Dividends
Dividend History
Brown Advisory - Beutel Goodman Large-Cap Value Fund granted a 1.68% dividend yield in the last twelve months. The annual payout for that period amounted to $0.25 per share.
| Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|
| Dividend | $0.25 | $0.25 | $0.47 | $1.18 | $0.39 | $0.22 | $0.19 |
Dividend yield | 1.68% | 1.78% | 3.62% | 9.06% | 3.14% | 1.91% | 2.13% |
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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | $0.00 | $0.00 | $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 | $0.25 |
| 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 |
| 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 |
| 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 |
| 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 |
| 2018 | $0.19 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
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 4.15%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -32.88% | Feb 13, 2020 | 27 | Mar 23, 2020 | 114 | Sep 2, 2020 | 141 |
| -16.13% | Sep 24, 2018 | 64 | Dec 24, 2018 | 70 | Apr 5, 2019 | 134 |
| -15.81% | Feb 10, 2022 | 161 | Sep 30, 2022 | 30 | Nov 11, 2022 | 191 |
| -14.21% | Jul 19, 2023 | 72 | Oct 27, 2023 | 32 | Dec 13, 2023 | 104 |
| -10.96% | Feb 3, 2023 | 30 | Mar 17, 2023 | 83 | Jul 18, 2023 | 113 |
Volatility
Volatility Chart
The current Brown Advisory - Beutel Goodman Large-Cap Value Fund volatility is 3.81%, 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.