BAFWX vs. SPY
Compare and contrast key facts about Brown Advisory Sustainable Growth Fund Institutional Shares (BAFWX) and SPDR S&P 500 ETF (SPY).
BAFWX is managed by Brown Advisory Funds. It was launched on Jun 29, 2012. SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BAFWX or SPY.
Correlation
The correlation between BAFWX and SPY is 0.90, 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. SPY - Performance Comparison
Key characteristics
BAFWX:
0.09
SPY:
0.51
BAFWX:
0.29
SPY:
0.86
BAFWX:
1.04
SPY:
1.13
BAFWX:
0.08
SPY:
0.55
BAFWX:
0.30
SPY:
2.26
BAFWX:
7.02%
SPY:
4.55%
BAFWX:
24.32%
SPY:
20.08%
BAFWX:
-36.86%
SPY:
-55.19%
BAFWX:
-15.24%
SPY:
-9.89%
Returns By Period
In the year-to-date period, BAFWX achieves a -9.80% return, which is significantly lower than SPY's -5.76% return. Over the past 10 years, BAFWX has outperformed SPY with an annualized return of 14.41%, while SPY has yielded a comparatively lower 12.04% annualized return.
BAFWX
-9.80%
-2.18%
-7.97%
1.20%
13.29%
14.41%
SPY
-5.76%
-2.90%
-4.30%
9.72%
15.64%
12.04%
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BAFWX vs. SPY - Expense Ratio Comparison
BAFWX has a 0.64% expense ratio, which is higher than SPY's 0.09% expense ratio.
Risk-Adjusted Performance
BAFWX vs. SPY — Risk-Adjusted Performance Rank
BAFWX
SPY
BAFWX vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Brown Advisory Sustainable Growth Fund Institutional Shares (BAFWX) and SPDR S&P 500 ETF (SPY). 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. SPY - Dividend Comparison
BAFWX's dividend yield for the trailing twelve months is around 5.79%, more than SPY's 1.30% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BAFWX Brown Advisory Sustainable Growth Fund Institutional Shares | 5.79% | 5.23% | 0.01% | 0.00% | 1.82% | 0.00% | 0.74% | 3.71% | 1.70% | 0.71% | 4.73% | 2.09% |
SPY SPDR S&P 500 ETF | 1.30% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% |
Drawdowns
BAFWX vs. SPY - Drawdown Comparison
The maximum BAFWX drawdown since its inception was -36.86%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for BAFWX and SPY. For additional features, visit the drawdowns tool.
Volatility
BAFWX vs. SPY - Volatility Comparison
Brown Advisory Sustainable Growth Fund Institutional Shares (BAFWX) has a higher volatility of 16.68% compared to SPDR S&P 500 ETF (SPY) at 15.12%. This indicates that BAFWX's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.