BIAFX vs. DREVX
Compare and contrast key facts about Brown Advisory Flexible Equity Fund (BIAFX) and BNY Mellon Large Cap Securities Fund (DREVX).
BIAFX is managed by Brown Advisory Funds. It was launched on Nov 30, 2006. DREVX is managed by BNY Mellon. It was launched on May 24, 1951.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BIAFX or DREVX.
Key characteristics
| BIAFX | DREVX | |
|---|---|---|
| YTD Return | 26.21% | 30.70% |
| 1Y Return | 31.96% | 36.89% |
| 3Y Return (Ann) | 6.60% | 12.19% |
| 5Y Return (Ann) | 12.18% | 18.38% |
| 10Y Return (Ann) | 11.22% | 14.08% |
| Sharpe Ratio | 2.75 | 2.82 |
| Sortino Ratio | 3.73 | 3.74 |
| Omega Ratio | 1.51 | 1.53 |
| Calmar Ratio | 3.88 | 3.55 |
| Martin Ratio | 19.55 | 16.38 |
| Ulcer Index | 1.76% | 2.38% |
| Daily Std Dev | 12.52% | 13.81% |
| Max Drawdown | -59.99% | -54.68% |
| Current Drawdown | -0.52% | 0.00% |
Correlation
The correlation between BIAFX and DREVX is 0.94, 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
BIAFX vs. DREVX - Performance Comparison
In the year-to-date period, BIAFX achieves a 26.21% return, which is significantly lower than DREVX's 30.70% return. Over the past 10 years, BIAFX has underperformed DREVX with an annualized return of 11.22%, while DREVX has yielded a comparatively higher 14.08% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
BIAFX vs. DREVX - Expense Ratio Comparison
BIAFX has a 0.68% expense ratio, which is lower than DREVX's 0.70% expense ratio.
Risk-Adjusted Performance
BIAFX vs. DREVX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Brown Advisory Flexible Equity Fund (BIAFX) and BNY Mellon Large Cap Securities Fund (DREVX). 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
BIAFX vs. DREVX - Dividend Comparison
BIAFX's dividend yield for the trailing twelve months is around 0.17%, less than DREVX's 0.24% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BIAFX Brown Advisory Flexible Equity Fund | 0.17% | 0.22% | 0.22% | 0.09% | 0.25% | 0.45% | 0.27% | 0.42% | 0.44% | 0.58% | 0.45% | 0.28% |
DREVX BNY Mellon Large Cap Securities Fund | 0.24% | 0.37% | 0.44% | 0.32% | 0.61% | 1.19% | 1.10% | 0.88% | 1.06% | 0.83% | 0.64% | 0.82% |
Drawdowns
BIAFX vs. DREVX - Drawdown Comparison
The maximum BIAFX drawdown since its inception was -59.99%, which is greater than DREVX's maximum drawdown of -54.68%. Use the drawdown chart below to compare losses from any high point for BIAFX and DREVX. For additional features, visit the drawdowns tool.
Volatility
BIAFX vs. DREVX - Volatility Comparison
Brown Advisory Flexible Equity Fund (BIAFX) and BNY Mellon Large Cap Securities Fund (DREVX) have volatilities of 4.06% and 4.26%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.