BASBX vs. AAIIX
BASBX (Brown Advisory Sustainable Bond Fund) and AAIIX (Ancora Income Fund) are both Intermediate Core-Plus Bond funds. Over the past 5 years, BASBX returned -0.44%/yr vs 2.02%/yr for AAIIX. At a 0.29 correlation, their price movements are largely independent. BASBX charges 0.49%/yr vs 2.20%/yr for AAIIX.
Performance
BASBX vs. AAIIX - Performance Comparison
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Returns By Period
In the year-to-date period, BASBX achieves a 0.29% return, which is significantly lower than AAIIX's 2.39% return.
BASBX
- 1D
- 0.00%
- 1M
- 0.34%
- YTD
- 0.29%
- 6M
- 0.11%
- 1Y
- 5.09%
- 3Y*
- 3.35%
- 5Y*
- -0.44%
- 10Y*
- —
AAIIX
- 1D
- -0.28%
- 1M
- -0.35%
- YTD
- 2.39%
- 6M
- 2.46%
- 1Y
- 7.71%
- 3Y*
- 6.83%
- 5Y*
- 2.02%
- 10Y*
- 3.17%
BASBX vs. AAIIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BASBX Brown Advisory Sustainable Bond Fund | 0.29% | 6.84% | 0.93% | 3.42% | -13.45% | -0.39% | 8.88% | 10.17% | -0.57% | 0.14% |
AAIIX Ancora Income Fund | 2.39% | 2.28% | 9.23% | 9.46% | -14.32% | 9.21% | 3.72% | 11.08% | -5.60% | 0.72% |
Correlation
The correlation between BASBX and AAIIX is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.40 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.47 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.38 |
Correlation (All Time) Calculated using the full available price history since Aug 23, 2017 | 0.29 |
The correlation between BASBX and AAIIX shifts across timeframes, from 0.29 (all time) to 0.47 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
BASBX vs. AAIIX — Risk / Return Rank
BASBX
AAIIX
BASBX vs. AAIIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Brown Advisory Sustainable Bond Fund (BASBX) and Ancora Income Fund (AAIIX). 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.
| BASBX | AAIIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.46 | ||
| Sortino ratioReturn per unit of downside risk | -0.63 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.34 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | 1.71 | 1.92 | -0.22 |
| Martin ratioReturn relative to average drawdown | 5.28 | 6.20 | -0.92 |
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
| BASBX | AAIIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.34 | 1.80 | -0.46 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.08 | 0.00 | -0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.00 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.32 | 0.00 | +0.32 |
Drawdowns
BASBX vs. AAIIX - Drawdown Comparison
The maximum BASBX drawdown since its inception was -18.78%, smaller than the maximum AAIIX drawdown of -98.01%. Use the drawdown chart below to compare losses from any high point for BASBX and AAIIX.
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Drawdown Indicators
| BASBX | AAIIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.78% | -98.01% | +79.23% |
Max Drawdown (1Y)Largest decline over 1 year | -2.99% | -4.19% | +1.20% |
Max Drawdown (3Y)Largest decline over 3 years | -6.65% | -98.01% | +91.36% |
Max Drawdown (5Y)Largest decline over 5 years | -18.78% | -98.01% | +79.23% |
Max Drawdown (10Y)Largest decline over 10 years | — | -98.01% | — |
Current DrawdownCurrent decline from peak | -4.25% | -97.78% | +93.53% |
Average DrawdownAverage peak-to-trough decline | -5.65% | -12.34% | +6.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.97% | 1.30% | -0.33% |
Volatility
BASBX vs. AAIIX - Volatility Comparison
Brown Advisory Sustainable Bond Fund (BASBX) has a higher volatility of 1.33% compared to Ancora Income Fund (AAIIX) at 1.15%. This indicates that BASBX's price experiences larger fluctuations and is considered to be riskier than AAIIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BASBX | AAIIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.33% | 1.15% | +0.18% |
Volatility (6M)Calculated over the trailing 6-month period | 2.71% | 3.22% | -0.51% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.84% | 4.48% | -0.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.70% | 2,044.45% | -2,038.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.09% | 1,445.64% | -1,440.55% |
BASBX vs. AAIIX - Expense Ratio Comparison
BASBX has a 0.49% expense ratio, which is lower than AAIIX's 2.20% expense ratio.
Dividends
BASBX vs. AAIIX - Dividend Comparison
BASBX's dividend yield for the trailing twelve months is around 4.30%, less than AAIIX's 5.20% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AAIIX Ancora Income Fund | 5.20% | 4.09% | 4.57% | 4.77% | 4.52% | 4.46% | 5.68% | 3.96% | 4.36% | 5.69% | 6.40% | 6.99% |
BASBX Brown Advisory Sustainable Bond Fund | 4.30% | 4.35% | 4.40% | 3.66% | 2.07% | 2.73% | 4.04% | 5.23% | 2.59% | 0.64% | 0.00% | 0.00% |
Frequently Asked Questions
BASBX and AAIIX have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BASBX has higher volatility (1.33%) compared to AAIIX (1.15%). In terms of maximum drawdown, BASBX dropped -18.78% vs AAIIX's -98.01%.
AAIIX currently has the higher Sharpe Ratio (1.80 vs 1.34), 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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