BAFWX vs. WCMIX
Compare and contrast key facts about Brown Advisory Sustainable Growth Fund Institutional Shares (BAFWX) and WCM Focused International Growth Fund (WCMIX).
BAFWX is managed by Brown Advisory Funds. It was launched on Jun 29, 2012. WCMIX is managed by WCM Investment Management. It was launched on May 30, 2011.
Performance
BAFWX vs. WCMIX - Performance Comparison
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BAFWX vs. WCMIX - 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% |
WCMIX WCM Focused International Growth Fund | -1.25% | 20.92% | 6.96% | 16.56% | -28.90% | 17.08% | 32.80% | 35.19% | -7.37% | 31.24% |
Returns By Period
In the year-to-date period, BAFWX achieves a -12.45% return, which is significantly lower than WCMIX's -1.25% return. Over the past 10 years, BAFWX has outperformed WCMIX with an annualized return of 13.77%, while WCMIX has yielded a comparatively lower 10.51% annualized return.
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%
WCMIX
- 1D
- 3.11%
- 1M
- -8.86%
- YTD
- -1.25%
- 6M
- -6.26%
- 1Y
- 12.83%
- 3Y*
- 10.42%
- 5Y*
- 3.98%
- 10Y*
- 10.51%
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BAFWX vs. WCMIX - Expense Ratio Comparison
BAFWX has a 0.64% expense ratio, which is lower than WCMIX's 1.04% expense ratio.
Return for Risk
BAFWX vs. WCMIX — Risk / Return Rank
BAFWX
WCMIX
BAFWX vs. WCMIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Brown Advisory Sustainable Growth Fund Institutional Shares (BAFWX) and WCM Focused International Growth Fund (WCMIX). 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 | WCMIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.02 | 0.66 | -0.64 |
Sortino ratioReturn per unit of downside risk | 0.20 | 1.08 | -0.88 |
Omega ratioGain probability vs. loss probability | 1.03 | 1.15 | -0.12 |
Calmar ratioReturn relative to maximum drawdown | 0.03 | 0.83 | -0.80 |
Martin ratioReturn relative to average drawdown | 0.09 | 2.48 | -2.39 |
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 | WCMIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.02 | 0.66 | -0.64 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.27 | 0.20 | +0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.64 | 0.56 | +0.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.72 | 0.49 | +0.23 |
Correlation
The correlation between BAFWX and WCMIX is 0.80, 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. WCMIX - Dividend Comparison
BAFWX's dividend yield for the trailing twelve months is around 27.22%, more than WCMIX's 5.81% 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% |
WCMIX WCM Focused International Growth Fund | 5.81% | 5.73% | 12.78% | 0.65% | 0.11% | 4.60% | 1.42% | 0.22% | 4.17% | 0.46% | 2.09% | 1.20% |
Drawdowns
BAFWX vs. WCMIX - Drawdown Comparison
The maximum BAFWX drawdown since its inception was -36.86%, smaller than the maximum WCMIX drawdown of -39.69%. Use the drawdown chart below to compare losses from any high point for BAFWX and WCMIX.
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Drawdown Indicators
| BAFWX | WCMIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.86% | -39.69% | +2.83% |
Max Drawdown (1Y)Largest decline over 1 year | -19.93% | -12.95% | -6.98% |
Max Drawdown (5Y)Largest decline over 5 years | -36.86% | -39.69% | +2.83% |
Max Drawdown (10Y)Largest decline over 10 years | -36.86% | -39.69% | +2.83% |
Current DrawdownCurrent decline from peak | -17.22% | -10.13% | -7.09% |
Average DrawdownAverage peak-to-trough decline | -5.69% | -7.54% | +1.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.96% | 4.34% | +2.62% |
Volatility
BAFWX vs. WCMIX - Volatility Comparison
The current volatility for Brown Advisory Sustainable Growth Fund Institutional Shares (BAFWX) is 6.50%, while WCM Focused International Growth Fund (WCMIX) has a volatility of 8.90%. This indicates that BAFWX experiences smaller price fluctuations and is considered to be less risky than WCMIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BAFWX | WCMIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.50% | 8.90% | -2.40% |
Volatility (6M)Calculated over the trailing 6-month period | 12.97% | 13.31% | -0.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.91% | 20.81% | +2.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.60% | 19.65% | +2.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.44% | 18.87% | +2.57% |