BEGIX vs. BAFWX
Compare and contrast key facts about Sterling Capital Equity Income Fund (BEGIX) and Brown Advisory Sustainable Growth Fund Institutional Shares (BAFWX).
BEGIX is managed by Sterling Capital. It was launched on Jun 30, 2004. BAFWX is managed by Brown Advisory Funds. It was launched on Jun 29, 2012.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BEGIX or BAFWX.
Key characteristics
| BEGIX | BAFWX | |
|---|---|---|
| YTD Return | 12.20% | 22.68% |
| 1Y Return | 15.91% | 34.83% |
| 3Y Return (Ann) | 1.94% | 4.64% |
| 5Y Return (Ann) | 7.52% | 16.93% |
| 10Y Return (Ann) | 6.18% | 14.82% |
| Sharpe Ratio | 1.29 | 2.12 |
| Sortino Ratio | 1.64 | 2.86 |
| Omega Ratio | 1.26 | 1.39 |
| Calmar Ratio | 1.63 | 2.09 |
| Martin Ratio | 5.72 | 13.74 |
| Ulcer Index | 2.74% | 2.53% |
| Daily Std Dev | 12.20% | 16.42% |
| Max Drawdown | -43.85% | -37.99% |
| Current Drawdown | -0.58% | -0.20% |
Correlation
The correlation between BEGIX and BAFWX is 0.76, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
BEGIX vs. BAFWX - Performance Comparison
In the year-to-date period, BEGIX achieves a 12.20% return, which is significantly lower than BAFWX's 22.68% return. Over the past 10 years, BEGIX has underperformed BAFWX with an annualized return of 6.18%, while BAFWX has yielded a comparatively higher 14.82% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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BEGIX vs. BAFWX - Expense Ratio Comparison
BEGIX has a 0.79% expense ratio, which is higher than BAFWX's 0.64% expense ratio.
Risk-Adjusted Performance
BEGIX vs. BAFWX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Sterling Capital Equity Income Fund (BEGIX) and Brown Advisory Sustainable Growth Fund Institutional Shares (BAFWX). 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.
Dividends
BEGIX vs. BAFWX - Dividend Comparison
BEGIX's dividend yield for the trailing twelve months is around 1.46%, more than BAFWX's 0.01% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BEGIX Sterling Capital Equity Income Fund | 1.46% | 1.64% | 1.64% | 1.33% | 1.73% | 2.07% | 1.92% | 2.01% | 1.95% | 2.24% | 2.06% | 1.56% |
BAFWX Brown Advisory Sustainable Growth Fund Institutional Shares | 0.01% | 0.01% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
BEGIX vs. BAFWX - Drawdown Comparison
The maximum BEGIX drawdown since its inception was -43.85%, which is greater than BAFWX's maximum drawdown of -37.99%. Use the drawdown chart below to compare losses from any high point for BEGIX and BAFWX. For additional features, visit the drawdowns tool.
Volatility
BEGIX vs. BAFWX - Volatility Comparison
The current volatility for Sterling Capital Equity Income Fund (BEGIX) is 3.45%, while Brown Advisory Sustainable Growth Fund Institutional Shares (BAFWX) has a volatility of 5.21%. This indicates that BEGIX experiences smaller price fluctuations and is considered to be less risky than BAFWX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.