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BAFMX vs. BAFWX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BAFMX vs. BAFWX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Brown Advisory Mid-Cap Growth Fund (BAFMX) and Brown Advisory Sustainable Growth Fund Institutional Shares (BAFWX). The values are adjusted to include any dividend payments, if applicable.

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BAFMX vs. BAFWX - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
BAFMX
Brown Advisory Mid-Cap Growth Fund
-8.93%3.70%15.29%23.21%-28.12%6.32%32.56%38.63%-8.59%
BAFWX
Brown Advisory Sustainable Growth Fund Institutional Shares
-12.45%3.35%20.35%39.07%-30.90%30.01%39.09%36.09%-6.00%

Returns By Period

In the year-to-date period, BAFMX achieves a -8.93% return, which is significantly higher than BAFWX's -12.45% return.


BAFMX

1D
3.00%
1M
-5.02%
YTD
-8.93%
6M
-13.55%
1Y
1.40%
3Y*
7.92%
5Y*
0.12%
10Y*

BAFWX

1D
3.28%
1M
-4.61%
YTD
-12.45%
6M
-15.24%
1Y
-0.19%
3Y*
9.80%
5Y*
5.96%
10Y*
13.77%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BAFMX vs. BAFWX - Expense Ratio Comparison

BAFMX has a 0.79% expense ratio, which is higher than BAFWX's 0.64% expense ratio.


Return for Risk

BAFMX vs. BAFWX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BAFMX
BAFMX Risk / Return Rank: 66
Overall Rank
BAFMX Sharpe Ratio Rank: 55
Sharpe Ratio Rank
BAFMX Sortino Ratio Rank: 66
Sortino Ratio Rank
BAFMX Omega Ratio Rank: 66
Omega Ratio Rank
BAFMX Calmar Ratio Rank: 77
Calmar Ratio Rank
BAFMX Martin Ratio Rank: 77
Martin Ratio Rank

BAFWX
BAFWX Risk / Return Rank: 66
Overall Rank
BAFWX Sharpe Ratio Rank: 55
Sharpe Ratio Rank
BAFWX Sortino Ratio Rank: 55
Sortino Ratio Rank
BAFWX Omega Ratio Rank: 55
Omega Ratio Rank
BAFWX Calmar Ratio Rank: 66
Calmar Ratio Rank
BAFWX Martin Ratio Rank: 66
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BAFMX vs. BAFWX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Brown Advisory Mid-Cap Growth Fund (BAFMX) and Brown Advisory Sustainable Growth Fund Institutional Shares (BAFWX). 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.


BAFMXBAFWXDifference

Sharpe ratio

Return per unit of total volatility

0.09

0.02

+0.07

Sortino ratio

Return per unit of downside risk

0.29

0.20

+0.09

Omega ratio

Gain probability vs. loss probability

1.04

1.03

+0.01

Calmar ratio

Return relative to maximum drawdown

0.12

0.03

+0.09

Martin ratio

Return relative to average drawdown

0.33

0.09

+0.24

BAFMX vs. BAFWX - Sharpe Ratio Comparison

The current BAFMX Sharpe Ratio is 0.09, which is higher than the BAFWX Sharpe Ratio of 0.02. The chart below compares the historical Sharpe Ratios of BAFMX and BAFWX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


BAFMXBAFWXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.09

0.02

+0.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.01

0.27

-0.26

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.64

Sharpe Ratio (All Time)

Calculated using the full available price history

0.34

0.72

-0.38

Correlation

The correlation between BAFMX and BAFWX is 0.92, 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.


Dividends

BAFMX vs. BAFWX - Dividend Comparison

BAFMX's dividend yield for the trailing twelve months is around 80.17%, more than BAFWX's 27.22% yield.


TTM20252024202320222021202020192018201720162015
BAFMX
Brown Advisory Mid-Cap Growth Fund
80.17%73.01%0.00%0.00%6.85%9.92%0.00%0.52%1.14%0.00%0.00%0.00%
BAFWX
Brown Advisory Sustainable Growth Fund Institutional Shares
27.22%23.83%5.23%0.01%0.00%1.82%0.00%1.48%3.71%1.70%0.71%4.73%

Drawdowns

BAFMX vs. BAFWX - Drawdown Comparison

The maximum BAFMX drawdown since its inception was -38.26%, roughly equal to the maximum BAFWX drawdown of -36.86%. Use the drawdown chart below to compare losses from any high point for BAFMX and BAFWX.


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Drawdown Indicators


BAFMXBAFWXDifference

Max Drawdown

Largest peak-to-trough decline

-38.26%

-36.86%

-1.40%

Max Drawdown (1Y)

Largest decline over 1 year

-17.09%

-19.93%

+2.84%

Max Drawdown (5Y)

Largest decline over 5 years

-38.14%

-36.86%

-1.28%

Max Drawdown (10Y)

Largest decline over 10 years

-36.86%

Current Drawdown

Current decline from peak

-14.61%

-17.22%

+2.61%

Average Drawdown

Average peak-to-trough decline

-11.71%

-5.69%

-6.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.03%

6.96%

-0.93%

Volatility

BAFMX vs. BAFWX - Volatility Comparison

The current volatility for Brown Advisory Mid-Cap Growth Fund (BAFMX) is 5.76%, while Brown Advisory Sustainable Growth Fund Institutional Shares (BAFWX) has a volatility of 6.50%. This indicates that BAFMX experiences smaller price fluctuations and is considered to be less risky than BAFWX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BAFMXBAFWXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.76%

6.50%

-0.74%

Volatility (6M)

Calculated over the trailing 6-month period

11.86%

12.97%

-1.11%

Volatility (1Y)

Calculated over the trailing 1-year period

21.34%

22.91%

-1.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.56%

22.60%

-2.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.52%

21.44%

+1.08%