BIAFX vs. ^GSPC

In the year-to-date period, BIAFX achieves a -2.31% return, which is significantly higher than ^GSPC's -3.77% return. Over the past 10 years, BIAFX has outperformed ^GSPC with an annualized return of 12.53%, while ^GSPC has yielded a comparatively lower 10.45% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Brown Advisory Flexible Equity Fund (BIAFX) and S&P 500 (^GSPC). 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 comparable to the ^GSPC Sharpe Ratio of 0.44. The chart below compares the historical Sharpe Ratios of BIAFX and ^GSPC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

The maximum BIAFX drawdown since its inception was -59.99%, which is greater than ^GSPC's maximum drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for BIAFX and ^GSPC. For additional features, visit the drawdowns tool.