BAFWX vs. PROVX
Compare and contrast key facts about Brown Advisory Sustainable Growth Fund Institutional Shares (BAFWX) and Provident Trust Strategy Fund (PROVX).
BAFWX is managed by Brown Advisory Funds. It was launched on Jun 29, 2012. PROVX is managed by Provident. It was launched on Dec 30, 1986.
Performance
BAFWX vs. PROVX - Performance Comparison
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BAFWX vs. PROVX - 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% |
PROVX Provident Trust Strategy Fund | -7.57% | 13.10% | 19.73% | 17.59% | -22.62% | 31.96% | 19.47% | 25.71% | -1.31% | 29.40% |
Returns By Period
In the year-to-date period, BAFWX achieves a -15.23% return, which is significantly lower than PROVX's -7.57% return. Over the past 10 years, BAFWX has outperformed PROVX with an annualized return of 13.41%, while PROVX has yielded a comparatively lower 11.45% 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%
PROVX
- 1D
- 0.46%
- 1M
- -6.63%
- YTD
- -7.57%
- 6M
- -1.66%
- 1Y
- 8.59%
- 3Y*
- 14.04%
- 5Y*
- 6.85%
- 10Y*
- 11.45%
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BAFWX vs. PROVX - Expense Ratio Comparison
BAFWX has a 0.64% expense ratio, which is lower than PROVX's 0.93% expense ratio.
Return for Risk
BAFWX vs. PROVX — Risk / Return Rank
BAFWX
PROVX
BAFWX vs. PROVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Brown Advisory Sustainable Growth Fund Institutional Shares (BAFWX) and Provident Trust Strategy Fund (PROVX). 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 | PROVX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.11 | 0.69 | -0.81 |
Sortino ratioReturn per unit of downside risk | -0.01 | 1.14 | -1.14 |
Omega ratioGain probability vs. loss probability | 1.00 | 1.14 | -0.14 |
Calmar ratioReturn relative to maximum drawdown | -0.25 | 0.63 | -0.88 |
Martin ratioReturn relative to average drawdown | -0.73 | 2.43 | -3.16 |
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 | PROVX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.11 | 0.69 | -0.81 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.25 | 0.44 | -0.19 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.63 | 0.71 | -0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.71 | 0.48 | +0.23 |
Correlation
The correlation between BAFWX and PROVX is 0.83, 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. PROVX - Dividend Comparison
BAFWX's dividend yield for the trailing twelve months is around 28.11%, more than PROVX's 18.17% 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% |
PROVX Provident Trust Strategy Fund | 18.17% | 16.80% | 6.94% | 4.61% | 19.17% | 0.35% | 9.04% | 4.40% | 5.80% | 1.54% | 1.92% | 7.73% |
Drawdowns
BAFWX vs. PROVX - Drawdown Comparison
The maximum BAFWX drawdown since its inception was -36.86%, smaller than the maximum PROVX drawdown of -57.65%. Use the drawdown chart below to compare losses from any high point for BAFWX and PROVX.
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Drawdown Indicators
| BAFWX | PROVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.86% | -57.65% | +20.79% |
Max Drawdown (1Y)Largest decline over 1 year | -19.93% | -12.54% | -7.39% |
Max Drawdown (5Y)Largest decline over 5 years | -36.86% | -27.48% | -9.38% |
Max Drawdown (10Y)Largest decline over 10 years | -36.86% | -27.48% | -9.38% |
Current DrawdownCurrent decline from peak | -19.85% | -12.13% | -7.72% |
Average DrawdownAverage peak-to-trough decline | -5.68% | -13.23% | +7.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.87% | 3.23% | +3.64% |
Volatility
BAFWX vs. PROVX - Volatility Comparison
Brown Advisory Sustainable Growth Fund Institutional Shares (BAFWX) has a higher volatility of 5.43% compared to Provident Trust Strategy Fund (PROVX) at 3.30%. This indicates that BAFWX's price experiences larger fluctuations and is considered to be riskier than PROVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BAFWX | PROVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.43% | 3.30% | +2.13% |
Volatility (6M)Calculated over the trailing 6-month period | 12.55% | 8.49% | +4.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.72% | 14.45% | +8.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.56% | 15.56% | +7.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.42% | 16.11% | +5.31% |