BASBX vs. BIAGX
BASBX (Brown Advisory Sustainable Bond Fund) and BIAGX (Brown Advisory Growth Equity Fund) are both mutual funds - BASBX is a Intermediate Core-Plus Bond fund managed by Brown Advisory, while BIAGX is a Large Cap Growth Equities fund managed by Brown Advisory. Over the past 5 years, BASBX returned -0.95%/yr vs 2.30%/yr for BIAGX. Their 0.08 correlation means their historical movements had little consistent relationship. BASBX charges 0.49%/yr vs 0.81%/yr for BIAGX.
Performance
BASBX vs. BIAGX - Performance Comparison
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Returns By Period
In the year-to-date period, BASBX achieves a -0.42% return, which is significantly lower than BIAGX's 6.56% return.
BASBX
- 1D
- 0.00%
- 1M
- -0.95%
- 6M
- -0.74%
- YTD
- -0.42%
- 1Y
- 1.86%
- 3Y*
- 3.37%
- 5Y*
- -0.95%
- 10Y*
- —
- ALL TIME*
- 1.51%
BIAGX
- 1D
- 0.52%
- 1M
- -3.33%
- 6M
- 11.25%
- YTD
- 6.56%
- 1Y
- -0.11%
- 3Y*
- 9.94%
- 5Y*
- 2.30%
- 10Y*
- 12.78%
- ALL TIME*
- 7.70%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
BASBX vs. BIAGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BASBX Brown Advisory Sustainable Bond Fund | -0.42% | 6.84% | 0.93% | 3.42% | -13.45% | -0.39% | 8.88% | 10.17% | -0.57% | 0.14% |
BIAGX Brown Advisory Growth Equity Fund | 6.56% | 0.61% | 16.60% | 33.90% | -33.60% | 18.56% | 32.41% | 47.97% | 4.66% | 10.71% |
Correlation
The correlation between BASBX and BIAGX is 0.34, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.34 |
Correlation (3Y) Balances recent behavior with more history. | 0.21 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.18 |
Correlation (All Time) Calculated using the full available price history since Aug 22, 2017 | 0.08 |
Over the past year, BASBX and BIAGX have become more correlated (0.34) than their long-term average of 0.08, meaning their price movements have been converging.
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Return for Risk
BASBX vs. BIAGX — Risk / Return Rank
BASBX
BIAGX
BASBX vs. BIAGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Brown Advisory Sustainable Bond Fund (BASBX) and Brown Advisory Growth Equity Fund (BIAGX). 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.
| BASBX | BIAGX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.88 | ||
| Sortino ratioReturn per unit of downside risk | +1.17 | ||
| Omega ratioGain probability vs. loss probability | 1.13 | 0.99 | +0.14 |
| Calmar ratioReturn relative to maximum drawdown | 0.93 | -0.11 | +1.03 |
| Martin ratioReturn relative to average drawdown | 2.34 | -0.27 | +2.61 |
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Drawdowns
BASBX vs. BIAGX - Drawdown Comparison
The maximum BASBX drawdown since its inception was -18.78%, smaller than the maximum BIAGX drawdown of -56.68%. Use the drawdown chart below to compare losses from any high point for BASBX and BIAGX.
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Drawdown Indicators
| BASBX | BIAGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.78% | -56.68% | +37.90% |
Max Drawdown (1Y)Largest decline over 1 year | -2.99% | -20.12% | +17.13% |
Max Drawdown (3Y)Largest decline over 3 years | -5.43% | -56.68% | +51.25% |
Max Drawdown (5Y)Largest decline over 5 years | -18.78% | -56.68% | +37.90% |
Max Drawdown (10Y)Largest decline over 10 years | — | -56.68% | — |
Current DrawdownCurrent decline from peak | -4.93% | -44.20% | +39.27% |
Average DrawdownAverage peak-to-trough decline | -5.62% | -15.15% | +9.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.18% | 8.49% | -7.31% |
Volatility
BASBX vs. BIAGX - Volatility Comparison
The current volatility for Brown Advisory Sustainable Bond Fund (BASBX) is 1.03%, while Brown Advisory Growth Equity Fund (BIAGX) has a volatility of 3.82%. This indicates that BASBX experiences smaller price fluctuations and is considered to be less risky than BIAGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BASBX | BIAGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.03% | 3.82% | -2.79% |
Volatility (6M)Calculated over the trailing 6-month period | 2.91% | 12.76% | -9.85% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.78% | 15.80% | -12.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.72% | 47.33% | -41.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.07% | 36.35% | -31.28% |
BASBX vs. BIAGX - Expense Ratio Comparison
BASBX has a 0.49% expense ratio, which is lower than BIAGX's 0.81% expense ratio.
Dividends
BASBX vs. BIAGX - Dividend Comparison
BASBX's dividend yield for the trailing twelve months is around 3.96%, less than BIAGX's 81.18% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BASBX Brown Advisory Sustainable Bond Fund | 3.96% | 4.35% | 4.40% | 3.66% | 2.07% | 2.73% | 4.04% | 5.23% | 2.59% | 0.64% | 0.00% | 0.00% |
BIAGX Brown Advisory Growth Equity Fund | 81.18% | 86.50% | 91.52% | 6.80% | 7.75% | 13.04% | 4.95% | 9.82% | 12.64% | 8.09% | 9.13% | 6.59% |
Frequently Asked Questions
BASBX and BIAGX have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BIAGX has higher volatility (3.82%) compared to BASBX (1.03%). In terms of maximum drawdown, BASBX dropped -18.78% vs BIAGX's -56.68%.
BASBX currently has the higher Sharpe Ratio (0.74 vs -0.14), 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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