BAFWX vs. FSELX
Compare and contrast key facts about Brown Advisory Sustainable Growth Fund Institutional Shares (BAFWX) and Fidelity Select Semiconductors Portfolio (FSELX).
BAFWX is managed by Brown Advisory Funds. It was launched on Jun 29, 2012. FSELX is managed by Fidelity. It was launched on Jul 29, 1985.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BAFWX or FSELX.
Key characteristics
| BAFWX | FSELX | |
|---|---|---|
| YTD Return | 17.11% | 39.26% |
| 1Y Return | 32.18% | 64.90% |
| 3Y Return (Ann) | 3.84% | 19.44% |
| 5Y Return (Ann) | 16.67% | 32.21% |
| 10Y Return (Ann) | 16.12% | 27.16% |
| Sharpe Ratio | 2.11 | 1.95 |
| Sortino Ratio | 2.84 | 2.47 |
| Omega Ratio | 1.38 | 1.33 |
| Calmar Ratio | 1.99 | 2.86 |
| Martin Ratio | 13.68 | 8.45 |
| Ulcer Index | 2.53% | 8.26% |
| Daily Std Dev | 16.31% | 35.72% |
| Max Drawdown | -36.86% | -81.70% |
| Current Drawdown | -2.44% | -10.78% |
Correlation
The correlation between BAFWX and FSELX is 0.77, 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.
Performance
BAFWX vs. FSELX - Performance Comparison
In the year-to-date period, BAFWX achieves a 17.11% return, which is significantly lower than FSELX's 39.26% return. Over the past 10 years, BAFWX has underperformed FSELX with an annualized return of 16.12%, while FSELX has yielded a comparatively higher 27.16% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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BAFWX vs. FSELX - Expense Ratio Comparison
BAFWX has a 0.64% expense ratio, which is lower than FSELX's 0.68% expense ratio.
Risk-Adjusted Performance
BAFWX vs. FSELX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Brown Advisory Sustainable Growth Fund Institutional Shares (BAFWX) and Fidelity Select Semiconductors Portfolio (FSELX). 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
BAFWX vs. FSELX - Dividend Comparison
BAFWX's dividend yield for the trailing twelve months is around 0.01%, less than FSELX's 5.04% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BAFWX Brown Advisory Sustainable Growth Fund Institutional Shares | 0.01% | 0.01% | 0.00% | 1.82% | 0.00% | 0.74% | 3.71% | 1.70% | 0.71% | 4.73% | 2.09% | 1.02% |
FSELX Fidelity Select Semiconductors Portfolio | 5.04% | 7.20% | 6.69% | 6.99% | 8.13% | 3.36% | 26.80% | 14.65% | 3.82% | 16.31% | 3.48% | 0.61% |
Drawdowns
BAFWX vs. FSELX - Drawdown Comparison
The maximum BAFWX drawdown since its inception was -36.86%, smaller than the maximum FSELX drawdown of -81.70%. Use the drawdown chart below to compare losses from any high point for BAFWX and FSELX. For additional features, visit the drawdowns tool.
Volatility
BAFWX vs. FSELX - Volatility Comparison
The current volatility for Brown Advisory Sustainable Growth Fund Institutional Shares (BAFWX) is 4.60%, while Fidelity Select Semiconductors Portfolio (FSELX) has a volatility of 8.33%. This indicates that BAFWX experiences smaller price fluctuations and is considered to be less risky than FSELX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.