BIAGX vs. BAFWX
Compare and contrast key facts about Brown Advisory Growth Equity Fund (BIAGX) and Brown Advisory Sustainable Growth Fund Institutional Shares (BAFWX).
BIAGX is managed by Brown Advisory Funds. It was launched on Jun 28, 1999. BAFWX is managed by Brown Advisory Funds. It was launched on Jun 29, 2012.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BIAGX or BAFWX.
Key characteristics
| BIAGX | BAFWX | |
|---|---|---|
| YTD Return | 20.81% | 21.93% |
| 1Y Return | 23.94% | 30.72% |
| 3Y Return (Ann) | -7.41% | 4.59% |
| 5Y Return (Ann) | 4.20% | 16.50% |
| 10Y Return (Ann) | 4.94% | 14.77% |
| Sharpe Ratio | 1.56 | 1.89 |
| Sortino Ratio | 2.06 | 2.58 |
| Omega Ratio | 1.29 | 1.35 |
| Calmar Ratio | 0.65 | 2.12 |
| Martin Ratio | 9.44 | 12.17 |
| Ulcer Index | 2.56% | 2.53% |
| Daily Std Dev | 15.54% | 16.27% |
| Max Drawdown | -51.72% | -37.99% |
| Current Drawdown | -21.55% | -0.81% |
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.
Performance
BIAGX vs. BAFWX - Performance Comparison
In the year-to-date period, BIAGX achieves a 20.81% return, which is significantly lower than BAFWX's 21.93% return. Over the past 10 years, BIAGX has underperformed BAFWX with an annualized return of 4.94%, while BAFWX has yielded a comparatively higher 14.77% 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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BIAGX vs. BAFWX - Expense Ratio Comparison
BIAGX has a 0.81% expense ratio, which is higher than BAFWX's 0.64% expense ratio.
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.
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%.
| TTM | 2023 | 2022 | |
|---|---|---|---|
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 -51.72%, 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.
Volatility
BIAGX vs. BAFWX - Volatility Comparison
The current volatility for Brown Advisory Growth Equity Fund (BIAGX) is 4.47%, while Brown Advisory Sustainable Growth Fund Institutional Shares (BAFWX) has a volatility of 5.08%. This indicates that BIAGX experiences smaller price fluctuations and is considered to be less risky than BAFWX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.