- ISIN
- US1152334215
- Issuer
- Brown Advisory Funds
- Inception Date
- Feb 13, 2018
- Category
- Large Cap Value Equities
- Min. Investment
- $1,000,000
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Value
Share Price Chart
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Performance
BVALX Performance Chart
Brown Advisory - Beutel Goodman Large-Cap Value Fund (BVALX) is up 8.9% since the beginning of the year. BVALX is currently trading at $16 per share. Investors who bought $1,000 worth of BVALX shares 5 years ago would now be looking at an investment worth $1,495.
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Returns By Period
Brown Advisory - Beutel Goodman Large-Cap Value Fund (BVALX) has returned 8.89% so far this year and 18.41% over the past 12 months.
Brown Advisory - Beutel Goodman Large-Cap Value Fund
- 1D
- 0.13%
- 1M
- 2.93%
- YTD
- 8.89%
- 6M
- 8.06%
- 1Y
- 18.41%
- 3Y*
- 10.85%
- 5Y*
- 8.38%
- 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%
BVALX Monthly Returns History
Based on dividend-adjusted daily data since Feb 13, 2018, BVALX's average daily return is +0.05%, while the average monthly return is +0.92%. At this rate, an investment would double in approximately 6.3 years.
Historically, 62% of months were positive and 38% were negative. The best month was Oct 2022 with a return of +13.3%, while the worst month was Mar 2020 at -12.0%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 3 months.
On a daily basis, BVALX closed higher 51% of trading days. The best single day was Mar 13, 2020 with a return of +9.5%, while the worst single day was Mar 16, 2020 at -9.2%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 2.34% | 2.15% | -7.65% | 6.50% | 4.49% | 1.35% | 8.89% | ||||||
| 2025 | 2.18% | -2.40% | -2.12% | -3.98% | 3.49% | 2.39% | -1.24% | 4.31% | 0.40% | -1.13% | 2.42% | 1.19% | 5.26% |
| 2024 | 1.20% | 2.92% | 5.88% | -4.47% | 4.55% | -1.34% | 3.69% | 2.50% | 1.71% | -2.46% | 3.44% | -5.93% | 11.49% |
| 2023 | 6.76% | -2.40% | -1.64% | 0.08% | -3.71% | 7.63% | 1.97% | -3.30% | -4.00% | -5.48% | 9.56% | 7.78% | 12.30% |
| 2022 | -0.69% | 1.00% | 0.23% | -3.88% | 2.46% | -6.88% | 7.56% | -3.55% | -8.73% | 13.25% | 7.51% | -3.96% | 2.07% |
| 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% |
Benchmark Metrics
Brown Advisory - Beutel Goodman Large-Cap Value Fund has an annualized alpha of -0.49%, beta of 0.84, and R2 of 0.79 versus S&P 500 Index. Calculated based on daily prices since February 13, 2018.
- This fund participated in 92.74% of S&P 500 Index downside but only 82.94% of its upside - more exposed to losses than it benefited from rallies.
- Alpha
- -0.49%
- Beta
- 0.84
- R²
- 0.79
- Upside Capture
- 82.94%
- Downside Capture
- 92.74%
Expense Ratio
BVALX has an expense ratio of 0.55%, placing it in the medium range.
Return for Risk
Risk / Return Rank
BVALX ranks 27 for risk / return — below 27% of mutual funds on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Brown Advisory - Beutel Goodman Large-Cap Value Fund (BVALX) 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.
| BVALX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.66 | ||
| Sortino ratioReturn per unit of downside risk | -0.69 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.37 | -0.13 |
| Calmar ratioReturn relative to maximum drawdown | 1.83 | 2.78 | -0.95 |
| Martin ratioReturn relative to average drawdown | 6.18 | 12.44 | -6.26 |
Dividends
Dividend History
Brown Advisory - Beutel Goodman Large-Cap Value Fund provided a 5.94% dividend yield over the last twelve months, with an annual payout of $0.94 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.94 | $0.94 | $1.20 | $0.25 | $0.47 | $1.18 | $0.39 | $0.34 | $0.19 |
Dividend yield | 5.94% | 6.47% | 8.20% | 1.78% | 3.62% | 9.06% | 3.14% | 2.95% | 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 | 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 | $0.94 | $0.94 |
| 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 |
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 1.43%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -32.88%Mar 2020 | 1mo 9d | 5mo 13d | 6mo 22dFeb 2020 - Sep 2020 |
2025 selloff2025 | -19.90%Apr 2025 | 5mo 22d | 9mo 3d | 1y 2moOct 2024 - Jan 2026 |
Rate-hike selloffLate 2018 | -16.13%Dec 2018 | 3mo 1d | 3mo 12d | 6mo 13dSep 2018 - Apr 2019 |
Bear market2022 | -15.81%Sep 2022 | 7mo 22d | 1mo 12d | 9mo 4dFeb 2022 - Nov 2022 |
2023 correction2023 | -14.21%Oct 2023 | 3mo 10d | 1mo 18d | 4mo 28dJul 2023 - Dec 2023 |
Drawdown Indicators
| BVALX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.88% | -56.78% | +23.90% |
Max Drawdown (1Y)Largest decline over 1 year | -10.09% | -9.10% | -0.99% |
Max Drawdown (3Y)Largest decline over 3 years | -19.90% | -18.90% | -1.00% |
Max Drawdown (5Y)Largest decline over 5 years | -19.90% | -25.43% | +5.53% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -1.43% | -1.80% | +0.37% |
Average DrawdownAverage peak-to-trough decline | -4.28% | -10.71% | +6.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.99% | 2.03% | +0.96% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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