BAFWX vs. VOO
Compare and contrast key facts about Brown Advisory Sustainable Growth Fund Institutional Shares (BAFWX) and Vanguard S&P 500 ETF (VOO).
BAFWX is managed by Brown Advisory Funds. It was launched on Jun 29, 2012. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Performance
BAFWX vs. VOO - Performance Comparison
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BAFWX vs. VOO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BAFWX Brown Advisory Sustainable Growth Fund Institutional Shares | -12.45% | 3.35% | 20.35% | 39.07% | -30.90% | 30.01% | 39.09% | 36.09% | 4.51% | 28.10% |
VOO Vanguard S&P 500 ETF | -3.66% | 17.82% | 24.98% | 26.32% | -18.17% | 28.79% | 18.32% | 31.37% | -4.50% | 21.77% |
Returns By Period
In the year-to-date period, BAFWX achieves a -12.45% return, which is significantly lower than VOO's -3.66% return. Both investments have delivered pretty close results over the past 10 years, with BAFWX having a 13.77% annualized return and VOO not far ahead at 14.14%.
BAFWX
- 1D
- 3.28%
- 1M
- -4.61%
- YTD
- -12.45%
- 6M
- -15.24%
- 1Y
- -0.19%
- 3Y*
- 9.80%
- 5Y*
- 5.96%
- 10Y*
- 13.77%
VOO
- 1D
- 0.79%
- 1M
- -4.29%
- YTD
- -3.66%
- 6M
- -1.41%
- 1Y
- 18.17%
- 3Y*
- 18.58%
- 5Y*
- 11.93%
- 10Y*
- 14.14%
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BAFWX vs. VOO - Expense Ratio Comparison
BAFWX has a 0.64% expense ratio, which is higher than VOO's 0.03% expense ratio.
Return for Risk
BAFWX vs. VOO — Risk / Return Rank
BAFWX
VOO
BAFWX vs. VOO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Brown Advisory Sustainable Growth Fund Institutional Shares (BAFWX) and Vanguard S&P 500 ETF (VOO). 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 | VOO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.02 | 1.01 | -0.99 |
Sortino ratioReturn per unit of downside risk | 0.20 | 1.53 | -1.33 |
Omega ratioGain probability vs. loss probability | 1.03 | 1.23 | -0.20 |
Calmar ratioReturn relative to maximum drawdown | 0.03 | 1.55 | -1.52 |
Martin ratioReturn relative to average drawdown | 0.09 | 7.31 | -7.22 |
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 | VOO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.02 | 1.01 | -0.99 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.27 | 0.71 | -0.45 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.64 | 0.79 | -0.14 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.72 | 0.83 | -0.11 |
Correlation
The correlation between BAFWX and VOO 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.
Dividends
BAFWX vs. VOO - Dividend Comparison
BAFWX's dividend yield for the trailing twelve months is around 27.22%, more than VOO's 1.18% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BAFWX Brown Advisory Sustainable Growth Fund Institutional Shares | 27.22% | 23.83% | 5.23% | 0.01% | 0.00% | 1.82% | 0.00% | 1.48% | 3.71% | 1.70% | 0.71% | 4.73% |
VOO Vanguard S&P 500 ETF | 1.18% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
Drawdowns
BAFWX vs. VOO - Drawdown Comparison
The maximum BAFWX drawdown since its inception was -36.86%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for BAFWX and VOO.
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Drawdown Indicators
| BAFWX | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.86% | -33.99% | -2.87% |
Max Drawdown (1Y)Largest decline over 1 year | -19.93% | -11.98% | -7.95% |
Max Drawdown (5Y)Largest decline over 5 years | -36.86% | -24.52% | -12.34% |
Max Drawdown (10Y)Largest decline over 10 years | -36.86% | -33.99% | -2.87% |
Current DrawdownCurrent decline from peak | -17.22% | -5.55% | -11.67% |
Average DrawdownAverage peak-to-trough decline | -5.69% | -3.72% | -1.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.96% | 2.55% | +4.41% |
Volatility
BAFWX vs. VOO - Volatility Comparison
Brown Advisory Sustainable Growth Fund Institutional Shares (BAFWX) has a higher volatility of 6.50% compared to Vanguard S&P 500 ETF (VOO) at 5.34%. This indicates that BAFWX's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BAFWX | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.50% | 5.34% | +1.16% |
Volatility (6M)Calculated over the trailing 6-month period | 12.97% | 9.47% | +3.50% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.91% | 18.11% | +4.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.60% | 16.82% | +5.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.44% | 17.99% | +3.45% |