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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BAFWX or VOO.
Correlation
The correlation between BAFWX and VOO 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. VOO - Performance Comparison
Key characteristics
BAFWX:
1.19
VOO:
2.00
BAFWX:
1.69
VOO:
2.68
BAFWX:
1.22
VOO:
1.37
BAFWX:
1.78
VOO:
2.98
BAFWX:
7.78
VOO:
13.18
BAFWX:
2.62%
VOO:
1.91%
BAFWX:
17.11%
VOO:
12.60%
BAFWX:
-37.99%
VOO:
-33.99%
BAFWX:
-4.36%
VOO:
-2.88%
Returns By Period
Over the past 10 years, BAFWX has outperformed VOO with an annualized return of 14.81%, while VOO has yielded a comparatively lower 13.16% annualized return.
BAFWX
0.00%
-1.51%
4.95%
20.35%
15.28%
14.81%
VOO
25.48%
-1.94%
8.60%
25.48%
14.64%
13.16%
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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.
Risk-Adjusted Performance
BAFWX vs. VOO - 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 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.
Dividends
BAFWX vs. VOO - Dividend Comparison
BAFWX's dividend yield for the trailing twelve months is around 5.23%, more than VOO's 1.24% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
BAFWX Brown Advisory Sustainable Growth Fund Institutional Shares | 5.23% | 0.01% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VOO Vanguard S&P 500 ETF | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% |
Drawdowns
BAFWX vs. VOO - Drawdown Comparison
The maximum BAFWX drawdown since its inception was -37.99%, 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. For additional features, visit the drawdowns tool.
Volatility
BAFWX vs. VOO - Volatility Comparison
Brown Advisory Sustainable Growth Fund Institutional Shares (BAFWX) has a higher volatility of 5.64% compared to Vanguard S&P 500 ETF (VOO) at 4.09%. 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.