BASBX vs. EINFX
BASBX (Brown Advisory Sustainable Bond Fund) and EINFX (Elfun Income Fund) are both Intermediate Core-Plus Bond funds. Over the past 5 years, BASBX returned -1.07%/yr vs -1.29%/yr for EINFX. Their correlation of 0.91 means they have usually moved in the same direction. BASBX charges 0.49%/yr vs 0.29%/yr for EINFX.
Performance
BASBX vs. EINFX - Performance Comparison
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Returns By Period
In the year-to-date period, BASBX achieves a -1.02% return, which is significantly higher than EINFX's -1.31% return.
BASBX
- 1D
- -0.60%
- 1M
- -1.54%
- 6M
- -1.22%
- YTD
- -1.02%
- 1Y
- 1.25%
- 3Y*
- 3.36%
- 5Y*
- -1.07%
- 10Y*
- —
- ALL TIME*
- 1.44%
EINFX
- 1D
- -0.32%
- 1M
- -1.45%
- 6M
- -1.39%
- YTD
- -1.31%
- 1Y
- 1.10%
- 3Y*
- 2.76%
- 5Y*
- -1.29%
- 10Y*
- 1.06%
- ALL TIME*
- 3.70%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
EINFX Elfun Income Fund | $0.00 | $0.00 | $0.00 |
BASBX vs. EINFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BASBX Brown Advisory Sustainable Bond Fund | -1.02% | 6.84% | 0.93% | 3.42% | -13.45% | -0.39% | 8.88% | 10.17% | -0.57% | 0.14% |
EINFX Elfun Income Fund | -1.31% | 7.35% | -0.73% | 4.75% | -13.82% | -1.57% | 7.81% | 9.51% | -0.86% | 0.47% |
Correlation
The correlation between BASBX and EINFX is 0.90, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.90 |
Correlation (3Y) Balances recent behavior with more history. | 0.94 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.94 |
Correlation (All Time) Calculated using the full available price history since Aug 22, 2017 | 0.91 |
The correlation between BASBX and EINFX has been stable across timeframes, ranging from 0.90 to 0.94 - a consistent structural relationship.
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Return for Risk
BASBX vs. EINFX — Risk / Return Rank
BASBX
EINFX
BASBX vs. EINFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Brown Advisory Sustainable Bond Fund (BASBX) and Elfun Income Fund (EINFX). 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 | EINFX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.04 | ||
| Sortino ratioReturn per unit of downside risk | +0.05 | ||
| Omega ratioGain probability vs. loss probability | 1.10 | 1.09 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 0.70 | 0.60 | +0.10 |
| Martin ratioReturn relative to average drawdown | 1.76 | 1.45 | +0.31 |
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Drawdowns
BASBX vs. EINFX - Drawdown Comparison
The maximum BASBX drawdown since its inception was -18.78%, smaller than the maximum EINFX drawdown of -19.78%. Use the drawdown chart below to compare losses from any high point for BASBX and EINFX.
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Drawdown Indicators
| BASBX | EINFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.78% | -19.78% | +1.00% |
Max Drawdown (1Y)Largest decline over 1 year | -2.99% | -3.40% | +0.41% |
Max Drawdown (3Y)Largest decline over 3 years | -5.43% | -6.96% | +1.53% |
Max Drawdown (5Y)Largest decline over 5 years | -18.72% | -19.72% | +1.00% |
Max Drawdown (10Y)Largest decline over 10 years | — | -19.78% | — |
Current DrawdownCurrent decline from peak | -5.50% | -6.54% | +1.04% |
Average DrawdownAverage peak-to-trough decline | -5.62% | -3.58% | -2.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.19% | 1.41% | -0.22% |
Volatility
BASBX vs. EINFX - Volatility Comparison
Brown Advisory Sustainable Bond Fund (BASBX) has a higher volatility of 1.16% compared to Elfun Income Fund (EINFX) at 0.97%. This indicates that BASBX's price experiences larger fluctuations and is considered to be riskier than EINFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BASBX | EINFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.16% | 0.97% | +0.19% |
Volatility (6M)Calculated over the trailing 6-month period | 2.97% | 3.13% | -0.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 3.81% | 4.03% | -0.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.72% | 6.51% | -0.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.08% | 5.24% | -0.16% |
BASBX vs. EINFX - Expense Ratio Comparison
BASBX has a 0.49% expense ratio, which is higher than EINFX's 0.29% expense ratio.
Dividends
BASBX vs. EINFX - Dividend Comparison
BASBX's dividend yield for the trailing twelve months is around 3.98%, more than EINFX's 3.58% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BASBX Brown Advisory Sustainable Bond Fund | 3.98% | 4.35% | 4.40% | 3.66% | 2.07% | 2.73% | 4.04% | 5.23% | 2.59% | 0.64% | 0.00% | 0.00% |
EINFX Elfun Income Fund | 3.58% | 3.84% | 3.04% | 2.76% | 4.09% | 3.31% | 3.15% | 2.78% | 2.88% | 2.42% | 3.34% | 2.87% |
Frequently Asked Questions
With a correlation of 0.90, BASBX and EINFX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
BASBX has higher volatility (1.16%) compared to EINFX (0.97%). In terms of maximum drawdown, BASBX dropped -18.78% vs EINFX's -19.78%.
BASBX currently has the higher Sharpe Ratio (0.55 vs 0.51), 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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