BAFWX vs. GWPAX
Compare and contrast key facts about Brown Advisory Sustainable Growth Fund Institutional Shares (BAFWX) and American Funds Growth Portfolio Class A (GWPAX).
BAFWX is managed by Brown Advisory Funds. It was launched on Jun 29, 2012. GWPAX is managed by American Funds. It was launched on May 18, 2012.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BAFWX or GWPAX.
Key characteristics
| BAFWX | GWPAX | |
|---|---|---|
| YTD Return | 22.31% | 23.28% |
| 1Y Return | 34.33% | 36.90% |
| 3Y Return (Ann) | 4.54% | 4.15% |
| 5Y Return (Ann) | 16.90% | 12.79% |
| 10Y Return (Ann) | 14.79% | 10.93% |
| Sharpe Ratio | 2.23 | 2.82 |
| Sortino Ratio | 3.00 | 3.75 |
| Omega Ratio | 1.40 | 1.51 |
| Calmar Ratio | 2.21 | 2.16 |
| Martin Ratio | 14.57 | 18.18 |
| Ulcer Index | 2.53% | 2.13% |
| Daily Std Dev | 16.45% | 13.71% |
| Max Drawdown | -37.99% | -34.15% |
| Current Drawdown | -0.51% | 0.00% |
Correlation
The correlation between BAFWX and GWPAX 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.
Performance
BAFWX vs. GWPAX - Performance Comparison
The year-to-date returns for both investments are quite close, with BAFWX having a 22.31% return and GWPAX slightly higher at 23.28%. Over the past 10 years, BAFWX has outperformed GWPAX with an annualized return of 14.79%, while GWPAX has yielded a comparatively lower 10.93% 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. GWPAX - Expense Ratio Comparison
BAFWX has a 0.64% expense ratio, which is lower than GWPAX's 0.73% expense ratio.
Risk-Adjusted Performance
BAFWX vs. GWPAX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Brown Advisory Sustainable Growth Fund Institutional Shares (BAFWX) and American Funds Growth Portfolio Class A (GWPAX). 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. GWPAX - Dividend Comparison
BAFWX's dividend yield for the trailing twelve months is around 0.01%, less than GWPAX's 0.57% 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% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
GWPAX American Funds Growth Portfolio Class A | 0.57% | 0.70% | 0.35% | 0.03% | 0.44% | 0.84% | 1.00% | 0.70% | 1.01% | 0.73% | 3.99% | 1.36% |
Drawdowns
BAFWX vs. GWPAX - Drawdown Comparison
The maximum BAFWX drawdown since its inception was -37.99%, which is greater than GWPAX's maximum drawdown of -34.15%. Use the drawdown chart below to compare losses from any high point for BAFWX and GWPAX. For additional features, visit the drawdowns tool.
Volatility
BAFWX vs. GWPAX - Volatility Comparison
Brown Advisory Sustainable Growth Fund Institutional Shares (BAFWX) has a higher volatility of 5.24% compared to American Funds Growth Portfolio Class A (GWPAX) at 3.72%. This indicates that BAFWX's price experiences larger fluctuations and is considered to be riskier than GWPAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.