BAFWX vs. VTMGX
Compare and contrast key facts about Brown Advisory Sustainable Growth Fund Institutional Shares (BAFWX) and Vanguard Developed Markets Index Fund Admiral Shares (VTMGX).
BAFWX is managed by Brown Advisory Funds. It was launched on Jun 29, 2012. VTMGX is managed by Vanguard. It was launched on Aug 17, 1999.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BAFWX or VTMGX.
Key characteristics
| BAFWX | VTMGX | |
|---|---|---|
| YTD Return | 22.68% | 5.09% |
| 1Y Return | 34.83% | 16.43% |
| 3Y Return (Ann) | 4.64% | 1.06% |
| 5Y Return (Ann) | 16.93% | 5.97% |
| 10Y Return (Ann) | 14.82% | 5.37% |
| Sharpe Ratio | 2.12 | 1.28 |
| Sortino Ratio | 2.86 | 1.84 |
| Omega Ratio | 1.39 | 1.23 |
| Calmar Ratio | 2.09 | 1.36 |
| Martin Ratio | 13.74 | 6.80 |
| Ulcer Index | 2.53% | 2.44% |
| Daily Std Dev | 16.42% | 12.95% |
| Max Drawdown | -37.99% | -60.58% |
| Current Drawdown | -0.20% | -7.29% |
Correlation
The correlation between BAFWX and VTMGX is 0.72, 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. VTMGX - Performance Comparison
In the year-to-date period, BAFWX achieves a 22.68% return, which is significantly higher than VTMGX's 5.09% return. Over the past 10 years, BAFWX has outperformed VTMGX with an annualized return of 14.82%, while VTMGX has yielded a comparatively lower 5.37% 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. VTMGX - Expense Ratio Comparison
BAFWX has a 0.64% expense ratio, which is higher than VTMGX's 0.07% expense ratio.
Risk-Adjusted Performance
BAFWX vs. VTMGX - 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 Developed Markets Index Fund Admiral Shares (VTMGX). 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. VTMGX - Dividend Comparison
BAFWX's dividend yield for the trailing twelve months is around 0.01%, less than VTMGX's 3.01% 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% |
VTMGX Vanguard Developed Markets Index Fund Admiral Shares | 3.01% | 3.14% | 2.89% | 3.14% | 2.02% | 3.03% | 3.34% | 2.78% | 3.06% | 2.91% | 3.70% | 2.61% |
Drawdowns
BAFWX vs. VTMGX - Drawdown Comparison
The maximum BAFWX drawdown since its inception was -37.99%, smaller than the maximum VTMGX drawdown of -60.58%. Use the drawdown chart below to compare losses from any high point for BAFWX and VTMGX. For additional features, visit the drawdowns tool.
Volatility
BAFWX vs. VTMGX - Volatility Comparison
Brown Advisory Sustainable Growth Fund Institutional Shares (BAFWX) has a higher volatility of 5.21% compared to Vanguard Developed Markets Index Fund Admiral Shares (VTMGX) at 3.84%. This indicates that BAFWX's price experiences larger fluctuations and is considered to be riskier than VTMGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.