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BIAFX vs. SYY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BIAFX and SYY is 0.53, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

BIAFX vs. SYY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Brown Advisory Flexible Equity Fund (BIAFX) and Sysco Corporation (SYY). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

BIAFX:

0.43

SYY:

-0.15

Sortino Ratio

BIAFX:

0.81

SYY:

-0.12

Omega Ratio

BIAFX:

1.12

SYY:

0.99

Calmar Ratio

BIAFX:

0.50

SYY:

-0.22

Martin Ratio

BIAFX:

1.85

SYY:

-0.58

Ulcer Index

BIAFX:

4.91%

SYY:

7.02%

Daily Std Dev

BIAFX:

19.02%

SYY:

21.60%

Max Drawdown

BIAFX:

-59.99%

SYY:

-69.94%

Current Drawdown

BIAFX:

-7.78%

SYY:

-14.59%

Returns By Period

In the year-to-date period, BIAFX achieves a -2.31% return, which is significantly higher than SYY's -6.21% return. Over the past 10 years, BIAFX has outperformed SYY with an annualized return of 12.53%, while SYY has yielded a comparatively lower 9.64% annualized return.


BIAFX

YTD

-2.31%

1M

2.93%

6M

-4.31%

1Y

8.17%

5Y*

16.22%

10Y*

12.53%

SYY

YTD

-6.21%

1M

-0.45%

6M

-7.33%

1Y

-3.22%

5Y*

8.65%

10Y*

9.64%

*Annualized

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Risk-Adjusted Performance

BIAFX vs. SYY — Risk-Adjusted Performance Rank

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

BIAFX
The Risk-Adjusted Performance Rank of BIAFX is 5858
Overall Rank
The Sharpe Ratio Rank of BIAFX is 5252
Sharpe Ratio Rank
The Sortino Ratio Rank of BIAFX is 5757
Sortino Ratio Rank
The Omega Ratio Rank of BIAFX is 5858
Omega Ratio Rank
The Calmar Ratio Rank of BIAFX is 6666
Calmar Ratio Rank
The Martin Ratio Rank of BIAFX is 5858
Martin Ratio Rank

SYY
The Risk-Adjusted Performance Rank of SYY is 3838
Overall Rank
The Sharpe Ratio Rank of SYY is 4444
Sharpe Ratio Rank
The Sortino Ratio Rank of SYY is 3434
Sortino Ratio Rank
The Omega Ratio Rank of SYY is 3434
Omega Ratio Rank
The Calmar Ratio Rank of SYY is 3737
Calmar Ratio Rank
The Martin Ratio Rank of SYY is 4040
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.

BIAFX vs. SYY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Brown Advisory Flexible Equity Fund (BIAFX) and Sysco Corporation (SYY). 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 current BIAFX Sharpe Ratio is 0.43, which is higher than the SYY Sharpe Ratio of -0.15. The chart below compares the historical Sharpe Ratios of BIAFX and SYY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

BIAFX vs. SYY - Dividend Comparison

BIAFX's dividend yield for the trailing twelve months is around 4.93%, more than SYY's 2.88% yield.


TTM20242023202220212020201920182017201620152014
BIAFX
Brown Advisory Flexible Equity Fund
4.93%4.81%2.67%3.71%3.75%3.16%4.55%4.15%0.42%0.44%0.58%0.45%
SYY
Sysco Corporation
2.88%2.64%2.71%2.51%2.34%2.42%1.82%2.30%2.17%2.24%2.20%2.95%

Drawdowns

BIAFX vs. SYY - Drawdown Comparison

The maximum BIAFX drawdown since its inception was -59.99%, smaller than the maximum SYY drawdown of -69.94%. Use the drawdown chart below to compare losses from any high point for BIAFX and SYY. For additional features, visit the drawdowns tool.


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Volatility

BIAFX vs. SYY - Volatility Comparison


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