BAFWX vs. EGUS

Last updated Apr 2, 2026

Compare and contrast key facts about Brown Advisory Sustainable Growth Fund Institutional Shares (BAFWX) and Ishares ESG Aware MSCI USA Growth ETF (EGUS).

BAFWX is managed by Brown Advisory Funds. It was launched on Jun 29, 2012. EGUS is a passively managed fund by iShares that tracks the performance of the MSCI USA Growth Extended ESG Focus Index. It was launched on Jan 31, 2023.

Performance

BAFWX vs. EGUS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Brown Advisory Sustainable Growth Fund Institutional Shares (BAFWX) and Ishares ESG Aware MSCI USA Growth ETF (EGUS). The values are adjusted to include any dividend payments, if applicable.

BAFWX vs. EGUS - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
BAFWX Brown Advisory Sustainable Growth Fund Institutional Shares	-12.45%	3.35%	20.35%	20.38%
EGUS Ishares ESG Aware MSCI USA Growth ETF	-8.81%	19.02%	32.85%	27.00%

Returns By Period

In the year-to-date period, BAFWX achieves a -12.45% return, which is significantly lower than EGUS's -8.81% return.

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%

EGUS

• 1D: 1.05%
• 1M: -3.88%
• YTD: -8.81%
• 6M: -6.88%
• 1Y: 21.37%
• 3Y*: 21.89%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

BAFWX vs. EGUS - Expense Ratio Comparison

BAFWX has a 0.64% expense ratio, which is higher than EGUS's 0.18% expense ratio.

BAFWX

Brown Advisory Sustainable Growth Fund Institutional Shares

EGUS

Ishares ESG Aware MSCI USA Growth ETF

Return for Risk

BAFWX vs. EGUS — Risk / Return Rank

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

BAFWX

BAFWX Risk / Return Rank: 6
BAFWX Sharpe Ratio Rank: 5
BAFWX Sortino Ratio Rank: 5
BAFWX Omega Ratio Rank: 5
BAFWX Calmar Ratio Rank: 6
BAFWX Martin Ratio Rank: 6

EGUS

EGUS Risk / Return Rank: 51
EGUS Sharpe Ratio Rank: 52
EGUS Sortino Ratio Rank: 53
EGUS Omega Ratio Rank: 52
EGUS Calmar Ratio Rank: 51
EGUS Martin Ratio Rank: 46

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.

BAFWX vs. EGUS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Brown Advisory Sustainable Growth Fund Institutional Shares (BAFWX) and Ishares ESG Aware MSCI USA Growth ETF (EGUS). 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.

	BAFWX	EGUS	Difference
Sharpe ratio Return per unit of total volatility	0.02	0.98	-0.96
Sortino ratio Return per unit of downside risk	0.20	1.48	-1.28
Omega ratio Gain probability vs. loss probability	1.03	1.21	-0.18
Calmar ratio Return relative to maximum drawdown	0.03	1.44	-1.41
Martin ratio Return relative to average drawdown	0.09	4.82	-4.73
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

BAFWX vs. EGUS - Sharpe Ratio Comparison

The current BAFWX Sharpe Ratio is 0.02, which is lower than the EGUS Sharpe Ratio of 0.98. The chart below compares the historical Sharpe Ratios of BAFWX and EGUS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	BAFWX	EGUS	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.02	0.98	-0.96
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.27	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.64	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.72	1.10	-0.38

Correlation

The correlation between BAFWX and EGUS is 0.91, 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

BAFWX vs. EGUS - Dividend Comparison

BAFWX's dividend yield for the trailing twelve months is around 27.22%, more than EGUS's 0.24% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
EGUS Ishares ESG Aware MSCI USA Growth ETF	0.24%	0.22%	0.25%	0.36%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

BAFWX vs. EGUS - Drawdown Comparison

The maximum BAFWX drawdown since its inception was -36.86%, which is greater than EGUS's maximum drawdown of -24.87%. Use the drawdown chart below to compare losses from any high point for BAFWX and EGUS.

Drawdown Indicators

	BAFWX	EGUS	Difference
Max Drawdown Largest peak-to-trough decline	-36.86%	-24.87%	-11.99%
Max Drawdown (1Y) Largest decline over 1 year	-19.93%	-15.66%	-4.27%
Max Drawdown (5Y) Largest decline over 5 years	-36.86%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-36.86%	—	—
Current Drawdown Current decline from peak	-17.22%	-11.63%	-5.59%
Average Drawdown Average peak-to-trough decline	-5.69%	-3.42%	-2.27%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.96%	4.68%	+2.28%

Volatility

BAFWX vs. EGUS - Volatility Comparison

The current volatility for Brown Advisory Sustainable Growth Fund Institutional Shares (BAFWX) is 6.50%, while Ishares ESG Aware MSCI USA Growth ETF (EGUS) has a volatility of 6.98%. This indicates that BAFWX experiences smaller price fluctuations and is considered to be less risky than EGUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BAFWX	EGUS	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.50%	6.98%	-0.48%
Volatility (6M) Calculated over the trailing 6-month period	12.97%	13.29%	-0.32%
Volatility (1Y) Calculated over the trailing 1-year period	22.91%	21.84%	+1.07%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	22.60%	19.31%	+3.29%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.44%	19.31%	+2.13%