BAFWX vs. VINIX
Compare and contrast key facts about Brown Advisory Sustainable Growth Fund Institutional Shares (BAFWX) and Vanguard Institutional Index Fund Institutional Shares (VINIX).
BAFWX is managed by Brown Advisory Funds. It was launched on Jun 29, 2012. VINIX is managed by Vanguard. It was launched on Jul 31, 1990.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BAFWX or VINIX.
Key characteristics
| BAFWX | VINIX | |
|---|---|---|
| YTD Return | 22.68% | 26.89% |
| 1Y Return | 34.83% | 37.53% |
| 3Y Return (Ann) | 4.64% | 10.21% |
| 5Y Return (Ann) | 16.93% | 15.93% |
| 10Y Return (Ann) | 14.82% | 13.41% |
| Sharpe Ratio | 2.12 | 3.05 |
| Sortino Ratio | 2.86 | 4.06 |
| Omega Ratio | 1.39 | 1.57 |
| Calmar Ratio | 2.09 | 4.43 |
| Martin Ratio | 13.74 | 20.05 |
| Ulcer Index | 2.53% | 1.87% |
| Daily Std Dev | 16.42% | 12.28% |
| Max Drawdown | -37.99% | -55.19% |
| Current Drawdown | -0.20% | -0.28% |
Correlation
The correlation between BAFWX and VINIX 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. VINIX - Performance Comparison
In the year-to-date period, BAFWX achieves a 22.68% return, which is significantly lower than VINIX's 26.89% return. Over the past 10 years, BAFWX has outperformed VINIX with an annualized return of 14.82%, while VINIX has yielded a comparatively lower 13.41% 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. VINIX - Expense Ratio Comparison
BAFWX has a 0.64% expense ratio, which is higher than VINIX's 0.04% expense ratio.
Risk-Adjusted Performance
BAFWX vs. VINIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Brown Advisory Sustainable Growth Fund Institutional Shares (BAFWX) and Vanguard Institutional Index Fund Institutional Shares (VINIX). 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. VINIX - Dividend Comparison
BAFWX's dividend yield for the trailing twelve months is around 0.01%, less than VINIX's 1.24% 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% |
VINIX Vanguard Institutional Index Fund Institutional Shares | 1.24% | 1.47% | 1.74% | 1.28% | 1.59% | 1.91% | 2.13% | 1.82% | 2.07% | 2.45% | 1.88% | 1.85% |
Drawdowns
BAFWX vs. VINIX - Drawdown Comparison
The maximum BAFWX drawdown since its inception was -37.99%, smaller than the maximum VINIX drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for BAFWX and VINIX. For additional features, visit the drawdowns tool.
Volatility
BAFWX vs. VINIX - Volatility Comparison
Brown Advisory Sustainable Growth Fund Institutional Shares (BAFWX) has a higher volatility of 5.21% compared to Vanguard Institutional Index Fund Institutional Shares (VINIX) at 3.85%. This indicates that BAFWX's price experiences larger fluctuations and is considered to be riskier than VINIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.