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BAIAX vs. BIAEX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BAIAX vs. BIAEX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Brown Advisory Intermediate Income Fund (BAIAX) and Brown Advisory Tax Exempt Bond Fund (BIAEX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BAIAX achieves a -0.24% return, which is significantly lower than BIAEX's 0.15% return. Over the past 10 years, BAIAX has underperformed BIAEX with an annualized return of 1.22%, while BIAEX has yielded a comparatively higher 1.89% annualized return.


BAIAX

1D
0.00%
1M
-0.53%
6M
-0.51%
YTD
-0.24%
1Y
2.13%
3Y*
3.66%
5Y*
0.08%
10Y*
1.22%
ALL TIME*
0.84%

BIAEX

1D
-0.22%
1M
-1.80%
6M
-0.68%
YTD
0.15%
1Y
4.54%
3Y*
3.57%
5Y*
0.59%
10Y*
1.89%
ALL TIME*
1.51%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$0.00$0.00$0.00
$0.00$0.00$0.00

BAIAX vs. BIAEX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BAIAX
Brown Advisory Intermediate Income Fund
-0.24%6.73%1.78%4.04%-9.66%-1.57%5.28%6.54%0.17%2.19%
BIAEX
Brown Advisory Tax Exempt Bond Fund
0.15%5.50%2.08%6.43%-9.75%2.39%3.65%7.48%2.19%4.12%

Correlation

The correlation between BAIAX and BIAEX is 0.56, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.56

Correlation (3Y)
Balances recent behavior with more history.

0.57

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.54

Correlation (10Y)
Provides a long-term view across more market conditions.

0.49

Correlation (All Time)
Calculated using the full available price history since Jun 29, 2012

0.50

The correlation between BAIAX and BIAEX has been stable across timeframes, ranging from 0.49 to 0.57 - a consistent structural relationship.

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Return for Risk

BAIAX vs. BIAEX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

BAIAX
BAIAX Risk / Return Rank: 2626
Overall Rank
BAIAX Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
BAIAX Sortino Ratio Rank: 2828
Sortino Ratio Rank
BAIAX Omega Ratio Rank: 2626
Omega Ratio Rank
BAIAX Calmar Ratio Rank: 2727
Calmar Ratio Rank
BAIAX Martin Ratio Rank: 2121
Martin Ratio Rank

BIAEX
BIAEX Risk / Return Rank: 7373
Overall Rank
BIAEX Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
BIAEX Sortino Ratio Rank: 8888
Sortino Ratio Rank
BIAEX Omega Ratio Rank: 9191
Omega Ratio Rank
BIAEX Calmar Ratio Rank: 5656
Calmar Ratio Rank
BIAEX Martin Ratio Rank: 4444
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

BAIAX vs. BIAEX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Brown Advisory Intermediate Income Fund (BAIAX) and Brown Advisory Tax Exempt Bond Fund (BIAEX). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


BAIAXBIAEXDifference
Sharpe ratioReturn per unit of total volatility

-1.14

Sortino ratioReturn per unit of downside risk

-1.81

Omega ratioGain probability vs. loss probability

1.18

1.50

-0.32

Calmar ratioReturn relative to maximum drawdown

1.28

1.94

-0.67

Martin ratioReturn relative to average drawdown

3.16

6.27

-3.11

BAIAX vs. BIAEX - Sharpe Ratio Comparison

The current BAIAX Sharpe Ratio is 0.98, which is lower than the BIAEX Sharpe Ratio of 2.12. The chart below compares the historical Sharpe Ratios of BAIAX and BIAEX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

BAIAX vs. BIAEX - Drawdown Comparison

The maximum BAIAX drawdown since its inception was -13.87%, roughly equal to the maximum BIAEX drawdown of -13.89%. Use the drawdown chart below to compare losses from any high point for BAIAX and BIAEX.


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Drawdown Indicators


BAIAXBIAEXDifference

Max Drawdown

Largest peak-to-trough decline

-13.87%

-13.89%

+0.02%

Max Drawdown (1Y)

Largest decline over 1 year

-2.28%

-2.82%

+0.54%

Max Drawdown (3Y)

Largest decline over 3 years

-3.89%

-4.48%

+0.59%

Max Drawdown (5Y)

Largest decline over 5 years

-13.87%

-13.89%

+0.02%

Max Drawdown (10Y)

Largest decline over 10 years

-13.87%

-13.89%

+0.02%

Current Drawdown

Current decline from peak

-1.69%

-1.90%

+0.21%

Average Drawdown

Average peak-to-trough decline

-3.52%

-2.80%

-0.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.92%

0.87%

+0.05%

Volatility

BAIAX vs. BIAEX - Volatility Comparison

The current volatility for Brown Advisory Intermediate Income Fund (BAIAX) is 0.72%, while Brown Advisory Tax Exempt Bond Fund (BIAEX) has a volatility of 0.78%. This indicates that BAIAX experiences smaller price fluctuations and is considered to be less risky than BIAEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BAIAXBIAEXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.72%

0.78%

-0.06%

Volatility (6M)

Calculated over the trailing 6-month period

2.37%

2.05%

+0.32%

Volatility (1Y)

Calculated over the trailing 1-year period

2.97%

2.59%

+0.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.48%

3.42%

+1.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.75%

3.60%

+0.15%

BAIAX vs. BIAEX - Expense Ratio Comparison

BAIAX has a 0.77% expense ratio, which is higher than BIAEX's 0.46% expense ratio.


Dividends

BAIAX vs. BIAEX - Dividend Comparison

BAIAX's dividend yield for the trailing twelve months is around 3.32%, less than BIAEX's 3.51% yield.


PositionTTM20252024202320222021202020192018201720162015
BAIAX
Brown Advisory Intermediate Income Fund
3.32%3.63%3.38%2.75%1.73%1.79%1.48%2.34%2.32%1.88%1.74%2.30%
BIAEX
Brown Advisory Tax Exempt Bond Fund
3.51%3.79%3.67%3.15%2.00%2.57%2.75%3.01%3.27%2.30%0.00%0.00%

Frequently Asked Questions


BAIAX and BIAEX have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BIAEX has higher volatility (0.78%) compared to BAIAX (0.72%). In terms of maximum drawdown, BAIAX dropped -13.87% vs BIAEX's -13.89%.

BIAEX currently has the higher Sharpe Ratio (2.12 vs 0.98), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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