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

Correlation

The correlation between BIAGX and BAFWX is 0.95, 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.


-0.50.00.51.01.0

Performance

BIAGX vs. BAFWX - Performance Comparison

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

0.00%100.00%200.00%300.00%400.00%500.00%JulyAugustSeptemberOctoberNovemberDecember
21.96%
458.46%
BIAGX
BAFWX

Key characteristics

Sharpe Ratio

BIAGX:

-0.71

BAFWX:

1.00

Sortino Ratio

BIAGX:

-0.53

BAFWX:

1.41

Omega Ratio

BIAGX:

0.80

BAFWX:

1.19

Calmar Ratio

BIAGX:

-0.59

BAFWX:

1.56

Martin Ratio

BIAGX:

-4.49

BAFWX:

6.36

Ulcer Index

BIAGX:

7.84%

BAFWX:

2.81%

Daily Std Dev

BIAGX:

49.48%

BAFWX:

17.83%

Max Drawdown

BIAGX:

-59.27%

BAFWX:

-37.99%

Current Drawdown

BIAGX:

-58.80%

BAFWX:

-7.75%

Returns By Period

In the year-to-date period, BIAGX achieves a -36.56% return, which is significantly lower than BAFWX's 16.09% return. Over the past 10 years, BIAGX has underperformed BAFWX with an annualized return of -1.49%, while BAFWX has yielded a comparatively higher 14.29% annualized return.


BIAGX

YTD

-36.56%

1M

-46.80%

6M

-42.13%

1Y

-36.22%

5Y*

-8.33%

10Y*

-1.49%

BAFWX

YTD

16.09%

1M

-3.04%

6M

1.44%

1Y

16.30%

5Y*

14.68%

10Y*

14.29%

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Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


BIAGX vs. BAFWX - Expense Ratio Comparison

BIAGX has a 0.81% expense ratio, which is higher than BAFWX's 0.64% expense ratio.


BIAGX
Brown Advisory Growth Equity Fund
Expense ratio chart for BIAGX: current value at 0.81% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.81%
Expense ratio chart for BAFWX: current value at 0.64% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.64%

Risk-Adjusted Performance

BIAGX vs. BAFWX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Brown Advisory Growth Equity Fund (BIAGX) 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.


Sharpe ratio
The chart of Sharpe ratio for BIAGX, currently valued at -0.71, compared to the broader market-1.000.001.002.003.004.00-0.711.00
The chart of Sortino ratio for BIAGX, currently valued at -0.53, compared to the broader market-2.000.002.004.006.008.0010.00-0.531.41
The chart of Omega ratio for BIAGX, currently valued at 0.80, compared to the broader market0.501.001.502.002.503.003.500.801.19
The chart of Calmar ratio for BIAGX, currently valued at -0.59, compared to the broader market0.002.004.006.008.0010.0012.0014.00-0.591.56
The chart of Martin ratio for BIAGX, currently valued at -4.49, compared to the broader market0.0020.0040.0060.00-4.496.36
BIAGX
BAFWX

The current BIAGX Sharpe Ratio is -0.71, which is lower than the BAFWX Sharpe Ratio of 1.00. The chart below compares the historical Sharpe Ratios of BIAGX 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-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
-0.71
1.00
BIAGX
BAFWX

Dividends

BIAGX vs. BAFWX - Dividend Comparison

BIAGX has not paid dividends to shareholders, while BAFWX's dividend yield for the trailing twelve months is around 0.01%.


TTM20232022
BIAGX
Brown Advisory Growth Equity Fund
0.00%0.00%0.00%
BAFWX
Brown Advisory Sustainable Growth Fund Institutional Shares
0.01%0.01%0.00%

Drawdowns

BIAGX vs. BAFWX - Drawdown Comparison

The maximum BIAGX drawdown since its inception was -59.27%, which is greater than BAFWX's maximum drawdown of -37.99%. Use the drawdown chart below to compare losses from any high point for BIAGX and BAFWX. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-58.80%
-7.75%
BIAGX
BAFWX

Volatility

BIAGX vs. BAFWX - Volatility Comparison

Brown Advisory Growth Equity Fund (BIAGX) has a higher volatility of 63.63% compared to Brown Advisory Sustainable Growth Fund Institutional Shares (BAFWX) at 7.71%. This indicates that BIAGX's price experiences larger fluctuations and is considered to be riskier than BAFWX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%10.00%20.00%30.00%40.00%50.00%60.00%JulyAugustSeptemberOctoberNovemberDecember
63.63%
7.71%
BIAGX
BAFWX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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