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 0.89, 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:
-0.75
SPY:
-0.09
BAFWX:
-0.87
SPY:
-0.02
BAFWX:
0.88
SPY:
1.00
BAFWX:
-0.59
SPY:
-0.09
BAFWX:
-2.37
SPY:
-0.45
BAFWX:
6.69%
SPY:
3.31%
BAFWX:
21.16%
SPY:
15.87%
BAFWX:
-37.99%
SPY:
-55.19%
BAFWX:
-26.66%
SPY:
-17.32%
Returns By Period
In the year-to-date period, BAFWX achieves a -19.45% return, which is significantly lower than SPY's -13.53% return. Both investments have delivered pretty close results over the past 10 years, with BAFWX having a 11.10% annualized return and SPY not far ahead at 11.25%.
BAFWX
-19.45%
-16.65%
-21.13%
-14.70%
13.27%
11.10%
SPY
-13.53%
-13.08%
-11.25%
-0.26%
17.01%
11.25%
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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 has not paid dividends to shareholders, while SPY's dividend yield for the trailing twelve months is around 1.42%.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BAFWX Brown Advisory Sustainable Growth Fund Institutional Shares | 0.00% | 0.00% | 0.01% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SPY SPDR S&P 500 ETF | 1.42% | 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 -37.99%, 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 10.94% compared to SPDR S&P 500 ETF (SPY) at 9.29%. 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.