BAFWX vs. FCGSX
Compare and contrast key facts about Brown Advisory Sustainable Growth Fund Institutional Shares (BAFWX) and Fidelity Series Growth Company Fund (FCGSX).
BAFWX is managed by Brown Advisory Funds. It was launched on Jun 29, 2012. FCGSX is managed by Fidelity. It was launched on Nov 7, 2013.
Performance
BAFWX vs. FCGSX - Performance Comparison
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BAFWX vs. FCGSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BAFWX Brown Advisory Sustainable Growth Fund Institutional Shares | -15.23% | 3.35% | 20.35% | 39.07% | -30.90% | 30.01% | 39.09% | 36.09% | 4.51% | 28.10% |
FCGSX Fidelity Series Growth Company Fund | -6.64% | 25.52% | 38.00% | 45.97% | -32.15% | 25.13% | 70.01% | 39.75% | -4.03% | 37.69% |
Returns By Period
In the year-to-date period, BAFWX achieves a -15.23% return, which is significantly lower than FCGSX's -6.64% return. Over the past 10 years, BAFWX has underperformed FCGSX with an annualized return of 13.41%, while FCGSX has yielded a comparatively higher 21.43% annualized return.
BAFWX
- 1D
- 0.10%
- 1M
- -7.47%
- YTD
- -15.23%
- 6M
- -17.63%
- 1Y
- -2.67%
- 3Y*
- 8.62%
- 5Y*
- 5.60%
- 10Y*
- 13.41%
FCGSX
- 1D
- -1.20%
- 1M
- -8.19%
- YTD
- -6.64%
- 6M
- -2.02%
- 1Y
- 33.82%
- 3Y*
- 27.05%
- 5Y*
- 14.28%
- 10Y*
- 21.43%
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BAFWX vs. FCGSX - Expense Ratio Comparison
BAFWX has a 0.64% expense ratio, which is higher than FCGSX's 0.00% expense ratio.
Return for Risk
BAFWX vs. FCGSX — Risk / Return Rank
BAFWX
FCGSX
BAFWX vs. FCGSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Brown Advisory Sustainable Growth Fund Institutional Shares (BAFWX) and Fidelity Series Growth Company Fund (FCGSX). 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 | FCGSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.11 | 1.40 | -1.52 |
Sortino ratioReturn per unit of downside risk | -0.01 | 2.02 | -2.03 |
Omega ratioGain probability vs. loss probability | 1.00 | 1.29 | -0.29 |
Calmar ratioReturn relative to maximum drawdown | -0.25 | 2.25 | -2.50 |
Martin ratioReturn relative to average drawdown | -0.73 | 10.23 | -10.96 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| BAFWX | FCGSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.11 | 1.40 | -1.52 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.25 | 0.61 | -0.36 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.63 | 0.93 | -0.30 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.71 | 0.87 | -0.16 |
Correlation
The correlation between BAFWX and FCGSX 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. FCGSX - Dividend Comparison
BAFWX's dividend yield for the trailing twelve months is around 28.11%, more than FCGSX's 11.22% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BAFWX Brown Advisory Sustainable Growth Fund Institutional Shares | 28.11% | 23.83% | 5.23% | 0.01% | 0.00% | 1.82% | 0.00% | 1.48% | 3.71% | 1.70% | 0.71% | 4.73% |
FCGSX Fidelity Series Growth Company Fund | 11.22% | 10.48% | 12.49% | 3.13% | 0.61% | 38.65% | 31.99% | 11.06% | 13.21% | 10.51% | 2.44% | 0.25% |
Drawdowns
BAFWX vs. FCGSX - Drawdown Comparison
The maximum BAFWX drawdown since its inception was -36.86%, roughly equal to the maximum FCGSX drawdown of -38.77%. Use the drawdown chart below to compare losses from any high point for BAFWX and FCGSX.
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Drawdown Indicators
| BAFWX | FCGSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.86% | -38.77% | +1.91% |
Max Drawdown (1Y)Largest decline over 1 year | -19.93% | -13.10% | -6.83% |
Max Drawdown (5Y)Largest decline over 5 years | -36.86% | -38.77% | +1.91% |
Max Drawdown (10Y)Largest decline over 10 years | -36.86% | -38.77% | +1.91% |
Current DrawdownCurrent decline from peak | -19.85% | -10.42% | -9.43% |
Average DrawdownAverage peak-to-trough decline | -5.68% | -7.05% | +1.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.87% | 2.88% | +3.99% |
Volatility
BAFWX vs. FCGSX - Volatility Comparison
The current volatility for Brown Advisory Sustainable Growth Fund Institutional Shares (BAFWX) is 5.43%, while Fidelity Series Growth Company Fund (FCGSX) has a volatility of 6.66%. This indicates that BAFWX experiences smaller price fluctuations and is considered to be less risky than FCGSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BAFWX | FCGSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.43% | 6.66% | -1.23% |
Volatility (6M)Calculated over the trailing 6-month period | 12.55% | 13.74% | -1.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.72% | 23.80% | -1.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.56% | 23.62% | -1.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.42% | 23.15% | -1.73% |