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BAIV vs. VIDI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BAIV vs. VIDI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Brown Advisory International Value Select ETF (BAIV) and Vident International Equity Fund (VIDI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


BAIV

1D
-0.64%
1M
-0.26%
YTD
6M
1Y
3Y*
5Y*
10Y*

VIDI

1D
-2.98%
1M
-2.26%
YTD
17.25%
6M
17.31%
1Y
41.24%
3Y*
25.13%
5Y*
11.69%
10Y*
11.07%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BAIV vs. VIDI - Yearly Performance Comparison


Correlation

The correlation between BAIV and VIDI is 0.73, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Feb 26, 2026

0.73

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Return for Risk

BAIV vs. VIDI — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BAIV

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


VIDI
VIDI Risk / Return Rank: 8383
Overall Rank
VIDI Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
VIDI Sortino Ratio Rank: 8383
Sortino Ratio Rank
VIDI Omega Ratio Rank: 8585
Omega Ratio Rank
VIDI Calmar Ratio Rank: 8282
Calmar Ratio Rank
VIDI Martin Ratio Rank: 8080
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BAIV vs. VIDI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Brown Advisory International Value Select ETF (BAIV) and Vident International Equity Fund (VIDI). 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.


BAIVVIDIDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.49

Calmar ratioReturn relative to maximum drawdown

4.11

Martin ratioReturn relative to average drawdown

15.07

BAIV vs. VIDI - Sharpe Ratio Comparison


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Drawdowns

BAIV vs. VIDI - Drawdown Comparison

The maximum BAIV drawdown since its inception was -11.41%, smaller than the maximum VIDI drawdown of -48.39%. Use the drawdown chart below to compare losses from any high point for BAIV and VIDI.


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Drawdown Indicators


BAIVVIDIDifference

Max Drawdown

Largest peak-to-trough decline

-11.41%

-48.39%

+36.98%

Max Drawdown (1Y)

Largest decline over 1 year

-10.07%

Max Drawdown (3Y)

Largest decline over 3 years

-14.54%

Max Drawdown (5Y)

Largest decline over 5 years

-28.35%

Max Drawdown (10Y)

Largest decline over 10 years

-48.39%

Current Drawdown

Current decline from peak

-2.53%

-5.31%

+2.78%

Average Drawdown

Average peak-to-trough decline

-3.68%

-10.37%

+6.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.74%

Volatility

BAIV vs. VIDI - Volatility Comparison


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Volatility by Period


BAIVVIDIDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.02%

Volatility (6M)

Calculated over the trailing 6-month period

13.48%

Volatility (1Y)

Calculated over the trailing 1-year period

18.65%

15.67%

+2.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.65%

16.16%

+2.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.65%

17.96%

+0.69%

BAIV vs. VIDI - Expense Ratio Comparison

BAIV has a 0.60% expense ratio, which is higher than VIDI's 0.59% expense ratio.


Dividends

BAIV vs. VIDI - Dividend Comparison

BAIV has not paid dividends to shareholders, while VIDI's dividend yield for the trailing twelve months is around 3.98%.


PositionTTM20252024202320222021202020192018201720162015
BAIV
Brown Advisory International Value Select ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VIDI
Vident International Equity Fund
3.98%4.26%4.93%4.14%5.85%4.62%2.51%3.35%2.80%2.21%1.92%2.25%

Frequently Asked Questions


BAIV and VIDI have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VIDI is cheaper at 0.59% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VIDI is cheaper with a 0.59% expense ratio, compared with 0.60% for BAIV.

VIDI has the higher dividend yield at 3.98%, compared with 0.00% for BAIV.

They also come from different issuers: Brown Advisory and Vident. Their fees differ too: 0.60% for BAIV and 0.59% for VIDI.

Portfolio Optimizer

Find the right allocation for BAIV and VIDI

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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