ACVF vs. BIAWX
Compare and contrast key facts about American Conservative Values ETF (ACVF) and Brown Advisory Sustainable Growth Fund (BIAWX).
ACVF is an actively managed fund by Ridgeline Research LLC. It was launched on Oct 29, 2020. BIAWX is managed by Brown Advisory Funds. It was launched on Jun 29, 2012.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ACVF or BIAWX.
Performance
ACVF vs. BIAWX - Performance Comparison
Returns By Period
In the year-to-date period, ACVF achieves a 23.48% return, which is significantly higher than BIAWX's 19.52% return.
ACVF
23.48%
0.66%
11.68%
30.23%
N/A
N/A
BIAWX
19.52%
0.32%
7.22%
26.63%
16.02%
14.26%
Key characteristics
| ACVF | BIAWX | |
|---|---|---|
| Sharpe Ratio | 2.55 | 1.70 |
| Sortino Ratio | 3.51 | 2.33 |
| Omega Ratio | 1.46 | 1.31 |
| Calmar Ratio | 3.88 | 2.02 |
| Martin Ratio | 15.32 | 10.92 |
| Ulcer Index | 2.03% | 2.55% |
| Daily Std Dev | 12.21% | 16.43% |
| Max Drawdown | -24.39% | -38.09% |
| Current Drawdown | -2.12% | -2.66% |
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ACVF vs. BIAWX - Expense Ratio Comparison
ACVF has a 0.75% expense ratio, which is lower than BIAWX's 0.78% expense ratio.
Correlation
The correlation between ACVF and BIAWX is 0.88, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Risk-Adjusted Performance
ACVF vs. BIAWX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for American Conservative Values ETF (ACVF) and Brown Advisory Sustainable Growth Fund (BIAWX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Dividends
ACVF vs. BIAWX - Dividend Comparison
ACVF's dividend yield for the trailing twelve months is around 0.67%, while BIAWX has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|
ACVF American Conservative Values ETF | 0.67% | 0.83% | 0.93% | 0.61% | 0.23% |
BIAWX Brown Advisory Sustainable Growth Fund | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
ACVF vs. BIAWX - Drawdown Comparison
The maximum ACVF drawdown since its inception was -24.39%, smaller than the maximum BIAWX drawdown of -38.09%. Use the drawdown chart below to compare losses from any high point for ACVF and BIAWX. For additional features, visit the drawdowns tool.
Volatility
ACVF vs. BIAWX - Volatility Comparison
The current volatility for American Conservative Values ETF (ACVF) is 4.24%, while Brown Advisory Sustainable Growth Fund (BIAWX) has a volatility of 5.61%. This indicates that ACVF experiences smaller price fluctuations and is considered to be less risky than BIAWX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.