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BEGIX vs. BAFWX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BEGIX and BAFWX is 0.89, 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.


-0.50.00.51.0
Correlation: 0.9

Performance

BEGIX vs. BAFWX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Sterling Capital Equity Income Fund (BEGIX) and Brown Advisory Sustainable Growth Fund Institutional Shares (BAFWX). The values are adjusted to include any dividend payments, if applicable.

100.00%200.00%300.00%400.00%500.00%600.00%NovemberDecember2025FebruaryMarchApril
71.90%
515.10%
BEGIX
BAFWX

Key characteristics

Sharpe Ratio

BEGIX:

-0.85

BAFWX:

0.09

Sortino Ratio

BEGIX:

-0.90

BAFWX:

0.29

Omega Ratio

BEGIX:

0.80

BAFWX:

1.04

Calmar Ratio

BEGIX:

-0.66

BAFWX:

0.08

Martin Ratio

BEGIX:

-1.36

BAFWX:

0.30

Ulcer Index

BEGIX:

15.40%

BAFWX:

7.02%

Daily Std Dev

BEGIX:

24.91%

BAFWX:

24.32%

Max Drawdown

BEGIX:

-43.85%

BAFWX:

-36.86%

Current Drawdown

BEGIX:

-28.49%

BAFWX:

-15.24%

Returns By Period

In the year-to-date period, BEGIX achieves a -3.65% return, which is significantly higher than BAFWX's -9.80% return. Over the past 10 years, BEGIX has underperformed BAFWX with an annualized return of 2.62%, while BAFWX has yielded a comparatively higher 14.41% annualized return.


BEGIX

YTD

-3.65%

1M

-5.17%

6M

-25.77%

1Y

-21.04%

5Y*

4.76%

10Y*

2.62%

BAFWX

YTD

-9.80%

1M

-2.18%

6M

-7.97%

1Y

1.20%

5Y*

13.29%

10Y*

14.41%

*Annualized

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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.


Expense ratio chart for BEGIX: current value is 0.79%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
BEGIX: 0.79%
Expense ratio chart for BAFWX: current value is 0.64%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
BAFWX: 0.64%

Risk-Adjusted Performance

BEGIX vs. BAFWX — Risk-Adjusted Performance Rank

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

BEGIX
The Risk-Adjusted Performance Rank of BEGIX is 11
Overall Rank
The Sharpe Ratio Rank of BEGIX is 11
Sharpe Ratio Rank
The Sortino Ratio Rank of BEGIX is 11
Sortino Ratio Rank
The Omega Ratio Rank of BEGIX is 11
Omega Ratio Rank
The Calmar Ratio Rank of BEGIX is 00
Calmar Ratio Rank
The Martin Ratio Rank of BEGIX is 22
Martin Ratio Rank

BAFWX
The Risk-Adjusted Performance Rank of BAFWX is 3030
Overall Rank
The Sharpe Ratio Rank of BAFWX is 2828
Sharpe Ratio Rank
The Sortino Ratio Rank of BAFWX is 3131
Sortino Ratio Rank
The Omega Ratio Rank of BAFWX is 3030
Omega Ratio Rank
The Calmar Ratio Rank of BAFWX is 3030
Calmar Ratio Rank
The Martin Ratio Rank of BAFWX is 2929
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The chart of Sharpe ratio for BEGIX, currently valued at -0.85, compared to the broader market-1.000.001.002.003.00
BEGIX: -0.85
BAFWX: 0.09
The chart of Sortino ratio for BEGIX, currently valued at -0.90, compared to the broader market-2.000.002.004.006.008.00
BEGIX: -0.90
BAFWX: 0.29
The chart of Omega ratio for BEGIX, currently valued at 0.80, compared to the broader market0.501.001.502.002.503.00
BEGIX: 0.80
BAFWX: 1.04
The chart of Calmar ratio for BEGIX, currently valued at -0.66, compared to the broader market0.002.004.006.008.0010.00
BEGIX: -0.66
BAFWX: 0.08
The chart of Martin ratio for BEGIX, currently valued at -1.36, compared to the broader market0.0010.0020.0030.0040.0050.00
BEGIX: -1.36
BAFWX: 0.30

The current BEGIX Sharpe Ratio is -0.85, which is lower than the BAFWX Sharpe Ratio of 0.09. The chart below compares the historical Sharpe Ratios of BEGIX and BAFWX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
-0.85
0.09
BEGIX
BAFWX

Dividends

BEGIX vs. BAFWX - Dividend Comparison

BEGIX's dividend yield for the trailing twelve months is around 1.98%, less than BAFWX's 5.79% yield.


TTM20242023202220212020201920182017201620152014
BEGIX
Sterling Capital Equity Income Fund
1.98%1.83%1.64%1.64%1.33%1.73%2.07%1.92%2.01%1.95%2.24%2.06%
BAFWX
Brown Advisory Sustainable Growth Fund Institutional Shares
5.79%5.23%0.01%0.00%1.82%0.00%0.74%3.71%1.70%0.71%4.73%2.09%

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 -36.86%. Use the drawdown chart below to compare losses from any high point for BEGIX and BAFWX. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-28.49%
-15.24%
BEGIX
BAFWX

Volatility

BEGIX vs. BAFWX - Volatility Comparison

The current volatility for Sterling Capital Equity Income Fund (BEGIX) is 10.38%, while Brown Advisory Sustainable Growth Fund Institutional Shares (BAFWX) has a volatility of 16.68%. 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.


5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
10.38%
16.68%
BEGIX
BAFWX