BIAFX vs. SYY
Compare and contrast key facts about Brown Advisory Flexible Equity Fund (BIAFX) and Sysco Corporation (SYY).
BIAFX is managed by Brown Advisory Funds. It was launched on Nov 30, 2006.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BIAFX or SYY.
Key characteristics
| BIAFX | SYY | |
|---|---|---|
| YTD Return | 20.51% | 5.88% |
| 1Y Return | 34.13% | 15.54% |
| 3Y Return (Ann) | 8.19% | 0.07% |
| 5Y Return (Ann) | 15.31% | 1.22% |
| 10Y Return (Ann) | 13.02% | 9.91% |
| Sharpe Ratio | 2.93 | 0.96 |
| Sortino Ratio | 3.90 | 1.50 |
| Omega Ratio | 1.54 | 1.20 |
| Calmar Ratio | 4.40 | 0.79 |
| Martin Ratio | 20.39 | 2.69 |
| Ulcer Index | 1.75% | 6.66% |
| Daily Std Dev | 12.18% | 18.58% |
| Max Drawdown | -59.99% | -70.08% |
| Current Drawdown | -2.13% | -10.24% |
Correlation
The correlation between BIAFX and SYY is 0.52, 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
In the year-to-date period, BIAFX achieves a 20.51% return, which is significantly higher than SYY's 5.88% return. Over the past 10 years, BIAFX has outperformed SYY with an annualized return of 13.02%, while SYY has yielded a comparatively lower 9.91% 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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Risk-Adjusted Performance
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.
Dividends
BIAFX vs. SYY - Dividend Comparison
BIAFX's dividend yield for the trailing twelve months is around 2.21%, less than SYY's 2.68% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BIAFX Brown Advisory Flexible Equity Fund | 2.21% | 2.67% | 3.71% | 3.75% | 3.16% | 4.55% | 4.15% | 0.42% | 0.44% | 0.58% | 0.45% | 0.28% |
SYY Sysco Corporation | 2.68% | 2.71% | 2.51% | 2.34% | 2.42% | 1.82% | 2.30% | 2.17% | 2.24% | 2.20% | 2.95% | 3.91% |
Drawdowns
BIAFX vs. SYY - Drawdown Comparison
The maximum BIAFX drawdown since its inception was -59.99%, smaller than the maximum SYY drawdown of -70.08%. Use the drawdown chart below to compare losses from any high point for BIAFX and SYY. For additional features, visit the drawdowns tool.
Volatility
BIAFX vs. SYY - Volatility Comparison
The current volatility for Brown Advisory Flexible Equity Fund (BIAFX) is 3.07%, while Sysco Corporation (SYY) has a volatility of 3.68%. This indicates that BIAFX experiences smaller price fluctuations and is considered to be less risky than SYY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.