BIAGX vs. BBLIX
BIAGX (Brown Advisory Growth Equity Fund) and BBLIX (BBH Select Series - Large Cap Fund) are both Large Cap Growth Equities funds. Over the past 5 years, BIAGX returned 2.53%/yr vs 7.28%/yr for BBLIX. Their correlation of 0.83 means they have usually moved in the same direction. BIAGX charges 0.81%/yr vs 0.70%/yr for BBLIX.
Performance
BIAGX vs. BBLIX - Performance Comparison
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Returns By Period
In the year-to-date period, BIAGX achieves a 7.78% return, which is significantly higher than BBLIX's 1.58% return.
BIAGX
- 1D
- 1.15%
- 1M
- -2.22%
- 6M
- 12.40%
- YTD
- 7.78%
- 1Y
- 1.03%
- 3Y*
- 10.47%
- 5Y*
- 2.53%
- 10Y*
- 12.99%
- ALL TIME*
- 7.75%
BBLIX
- 1D
- 0.00%
- 1M
- 0.00%
- 6M
- 1.58%
- YTD
- 1.58%
- 1Y
- 5.32%
- 3Y*
- 11.76%
- 5Y*
- 7.28%
- 10Y*
- —
- ALL TIME*
- 9.95%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
BIAGX vs. BBLIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
BIAGX Brown Advisory Growth Equity Fund | 7.78% | 0.61% | 16.60% | 33.90% | -33.60% | 18.56% | 32.41% | 14.40% |
BBLIX BBH Select Series - Large Cap Fund | 1.58% | 12.07% | 15.83% | 23.86% | -20.59% | 27.23% | 12.30% | 3.63% |
Correlation
The correlation between BIAGX and BBLIX is 0.35, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.35 |
Correlation (3Y) Balances recent behavior with more history. | 0.73 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.83 |
Correlation (All Time) Calculated using the full available price history since Sep 12, 2019 | 0.83 |
Over the past year, the correlation between BIAGX and BBLIX has dropped to 0.35 - well below their long-term average of 0.83, suggesting their price drivers have been diverging.
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Return for Risk
BIAGX vs. BBLIX — Risk / Return Rank
BIAGX
BBLIX
BIAGX vs. BBLIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Brown Advisory Growth Equity Fund (BIAGX) and BBH Select Series - Large Cap Fund (BBLIX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| BIAGX | BBLIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.79 | ||
| Sortino ratioReturn per unit of downside risk | -1.04 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 1.21 | -0.21 |
| Calmar ratioReturn relative to maximum drawdown | -0.04 | 1.38 | -1.42 |
| Martin ratioReturn relative to average drawdown | -0.09 | 2.50 | -2.59 |
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Drawdowns
BIAGX vs. BBLIX - Drawdown Comparison
The maximum BIAGX drawdown since its inception was -56.68%, which is greater than BBLIX's maximum drawdown of -33.49%. Use the drawdown chart below to compare losses from any high point for BIAGX and BBLIX.
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Drawdown Indicators
| BIAGX | BBLIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.68% | -33.49% | -23.19% |
Max Drawdown (1Y)Largest decline over 1 year | -20.12% | -3.63% | -16.49% |
Max Drawdown (3Y)Largest decline over 3 years | -56.68% | -14.68% | -42.00% |
Max Drawdown (5Y)Largest decline over 5 years | -56.68% | -28.06% | -28.62% |
Max Drawdown (10Y)Largest decline over 10 years | -56.68% | — | — |
Current DrawdownCurrent decline from peak | -43.56% | -1.80% | -41.76% |
Average DrawdownAverage peak-to-trough decline | -15.16% | -6.24% | -8.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.27% | 1.85% | +6.42% |
Volatility
BIAGX vs. BBLIX - Volatility Comparison
Brown Advisory Growth Equity Fund (BIAGX) has a higher volatility of 3.89% compared to BBH Select Series - Large Cap Fund (BBLIX) at 0.00%. This indicates that BIAGX's price experiences larger fluctuations and is considered to be riskier than BBLIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BIAGX | BBLIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.89% | 0.00% | +3.89% |
Volatility (6M)Calculated over the trailing 6-month period | 12.75% | 1.93% | +10.82% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.84% | 6.77% | +9.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 47.32% | 15.83% | +31.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 36.35% | 18.32% | +18.03% |
BIAGX vs. BBLIX - Expense Ratio Comparison
BIAGX has a 0.81% expense ratio, which is higher than BBLIX's 0.70% expense ratio.
Dividends
BIAGX vs. BBLIX - Dividend Comparison
BIAGX's dividend yield for the trailing twelve months is around 80.26%, more than BBLIX's 9.39% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BBLIX BBH Select Series - Large Cap Fund | 9.39% | 9.54% | 4.20% | 0.28% | 1.45% | 3.27% | 0.34% | 0.04% | 0.00% | 0.00% | 0.00% | 0.00% |
BIAGX Brown Advisory Growth Equity Fund | 80.26% | 86.50% | 91.52% | 6.80% | 7.75% | 13.04% | 4.95% | 9.82% | 12.64% | 8.09% | 9.13% | 6.59% |
Frequently Asked Questions
BIAGX and BBLIX have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BIAGX has higher volatility (3.89%) compared to BBLIX (0.00%). In terms of maximum drawdown, BIAGX dropped -56.68% vs BBLIX's -33.49%.
BBLIX currently has the higher Sharpe Ratio (0.75 vs -0.05), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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