BASBX vs. BVALX

Last updated Jun 4, 2026

BASBX (Brown Advisory Sustainable Bond Fund) and BVALX (Brown Advisory - Beutel Goodman Large-Cap Value Fund) are both mutual funds - BASBX is a Intermediate Core-Plus Bond fund managed by Brown Advisory Funds, while BVALX is a Large Cap Value Equities fund managed by Brown Advisory Funds. Over the past 5 years, BASBX returned -0.44%/yr vs 7.39%/yr for BVALX. At a 0.01 correlation, their price movements are largely independent. BASBX charges 0.49%/yr vs 0.55%/yr for BVALX.

Performance

BASBX vs. BVALX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Brown Advisory Sustainable Bond Fund (BASBX) and Brown Advisory - Beutel Goodman Large-Cap Value Fund (BVALX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, BASBX achieves a 0.29% return, which is significantly lower than BVALX's 7.79% return.

BASBX

• 1D: 0.00%
• 1M: 0.34%
• YTD: 0.29%
• 6M: 0.11%
• 1Y: 5.09%
• 3Y*: 3.35%
• 5Y*: -0.44%
• 10Y*: —

BVALX

• 1D: 0.13%
• 1M: 6.25%
• YTD: 7.79%
• 6M: 8.72%
• 1Y: 16.15%
• 3Y*: 11.58%
• 5Y*: 7.39%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

BASBX vs. BVALX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
BASBX Brown Advisory Sustainable Bond Fund	0.29%	6.84%	0.93%	3.42%	-13.45%	-0.39%	8.88%	10.17%	1.20%
BVALX Brown Advisory - Beutel Goodman Large-Cap Value Fund	7.79%	5.26%	11.49%	12.30%	2.07%	14.73%	11.54%	31.28%	-7.81%

Correlation

The correlation between BASBX and BVALX is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.28
Correlation (3Y) Calculated over the trailing 3-year period	0.26
Correlation (5Y) Calculated over the trailing 5-year period	0.15
Correlation (All Time) Calculated using the full available price history since Feb 14, 2018	0.01

Over the past year, BASBX and BVALX have become more correlated (0.28) than their long-term average of 0.01, meaning their price movements have been converging.

Return for Risk

BASBX vs. BVALX — Risk / Return Rank

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

BASBX

BASBX Risk / Return Rank: 21
BASBX Sharpe Ratio Rank: 22
BASBX Sortino Ratio Rank: 23
BASBX Omega Ratio Rank: 20
BASBX Calmar Ratio Rank: 22
BASBX Martin Ratio Rank: 20

BVALX

BVALX Risk / Return Rank: 21
BVALX Sharpe Ratio Rank: 21
BVALX Sortino Ratio Rank: 22
BVALX Omega Ratio Rank: 19
BVALX Calmar Ratio Rank: 22
BVALX Martin Ratio Rank: 23

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.

BASBX vs. BVALX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Brown Advisory Sustainable Bond Fund (BASBX) and Brown Advisory - Beutel Goodman Large-Cap Value Fund (BVALX). 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	BVALX	Difference
Sharpe ratio: Return per unit of total volatility	1.34	1.30	+0.04
Sortino ratio: Return per unit of downside risk	1.99	1.96	+0.03
Omega ratio: Gain probability vs. loss probability	1.24	1.23	+0.01
Calmar ratio: Return relative to maximum drawdown	1.71	1.72	-0.01
Martin ratio: Return relative to average drawdown	5.28	5.78	-0.50
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

BASBX vs. BVALX - Sharpe Ratio Comparison

The current BASBX Sharpe Ratio is 1.34, which is comparable to the BVALX Sharpe Ratio of 1.30. The chart below compares the historical Sharpe Ratios of BASBX and BVALX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	BASBX	BVALX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.34	1.30	+0.04
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.08	0.47	-0.55
Sharpe Ratio (All Time) Calculated using the full available price history	0.32	0.56	-0.24

Drawdowns

BASBX vs. BVALX - Drawdown Comparison

The maximum BASBX drawdown since its inception was -18.78%, smaller than the maximum BVALX drawdown of -32.88%. Use the drawdown chart below to compare losses from any high point for BASBX and BVALX.

Drawdown Indicators

	BASBX	BVALX	Difference
Max Drawdown Largest peak-to-trough decline	-18.78%	-32.88%	+14.10%
Max Drawdown (1Y) Largest decline over 1 year	-2.99%	-10.09%	+7.10%
Max Drawdown (3Y) Largest decline over 3 years	-6.65%	-19.90%	+13.25%
Max Drawdown (5Y) Largest decline over 5 years	-18.78%	-19.90%	+1.12%
Current Drawdown Current decline from peak	-4.25%	0.00%	-4.25%
Average Drawdown Average peak-to-trough decline	-5.65%	-4.30%	-1.35%
Ulcer Index Depth and duration of drawdowns from previous peaks	0.97%	3.00%	-2.03%

Volatility

BASBX vs. BVALX - Volatility Comparison

The current volatility for Brown Advisory Sustainable Bond Fund (BASBX) is 1.33%, while Brown Advisory - Beutel Goodman Large-Cap Value Fund (BVALX) has a volatility of 3.15%. This indicates that BASBX experiences smaller price fluctuations and is considered to be less risky than BVALX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BASBX	BVALX	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.33%	3.15%	-1.82%
Volatility (6M) Calculated over the trailing 6-month period	2.71%	9.76%	-7.05%
Volatility (1Y) Calculated over the trailing 1-year period	3.84%	13.41%	-9.57%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	5.70%	15.75%	-10.05%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	5.09%	18.23%	-13.14%

BASBX vs. BVALX - Expense Ratio Comparison

BASBX has a 0.49% expense ratio, which is lower than BVALX's 0.55% expense ratio.

Dividends

BASBX vs. BVALX - Dividend Comparison

BASBX's dividend yield for the trailing twelve months is around 4.30%, less than BVALX's 6.00% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
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%
BVALX Brown Advisory - Beutel Goodman Large-Cap Value Fund	6.00%	6.47%	8.20%	1.78%	3.62%	9.06%	3.14%	2.95%	2.13%	0.00%

Frequently Asked Questions

Can I hold both BASBX and BVALX in my portfolio?

BASBX and BVALX have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, BASBX or BVALX?

BVALX has higher volatility (3.15%) compared to BASBX (1.33%). In terms of maximum drawdown, BASBX dropped -18.78% vs BVALX's -32.88%.

Which has better risk-adjusted returns?

BASBX currently has the higher Sharpe Ratio (1.34 vs 1.30), 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.