BAFWX vs. ^GSPC

In the year-to-date period, BAFWX achieves a -0.07% return, which is significantly lower than ^GSPC's 0.60% return. Over the past 10 years, BAFWX has outperformed ^GSPC with an annualized return of 13.21%, while ^GSPC has yielded a comparatively lower 10.79% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Brown Advisory Sustainable Growth Fund Institutional Shares (BAFWX) and S&P 500 (^GSPC). 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.

The current BAFWX Sharpe Ratio is 0.12, which is lower than the ^GSPC Sharpe Ratio of 0.59. The chart below compares the historical Sharpe Ratios of BAFWX and ^GSPC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

The maximum BAFWX drawdown since its inception was -37.99%, smaller than the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for BAFWX and ^GSPC. For additional features, visit the drawdowns tool.

Brown Advisory Sustainable Growth Fund Institutional Shares (BAFWX) has a higher volatility of 7.54% compared to S&P 500 (^GSPC) at 6.12%. This indicates that BAFWX's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.