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

Correlation

The correlation between BIAGX and BIOPX is 0.86, 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.


-0.50.00.51.00.9

Performance

BIAGX vs. BIOPX - Performance Comparison

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

100.00%200.00%300.00%400.00%JulyAugustSeptemberOctoberNovemberDecember
64.52%
380.17%
BIAGX
BIOPX

Key characteristics

Sharpe Ratio

BIAGX:

-0.71

BIOPX:

1.73

Sortino Ratio

BIAGX:

-0.53

BIOPX:

2.26

Omega Ratio

BIAGX:

0.80

BIOPX:

1.31

Calmar Ratio

BIAGX:

-0.59

BIOPX:

1.16

Martin Ratio

BIAGX:

-4.49

BIOPX:

9.77

Ulcer Index

BIAGX:

7.84%

BIOPX:

3.94%

Daily Std Dev

BIAGX:

49.48%

BIOPX:

22.20%

Max Drawdown

BIAGX:

-59.27%

BIOPX:

-67.79%

Current Drawdown

BIAGX:

-58.80%

BIOPX:

-7.73%

Returns By Period

In the year-to-date period, BIAGX achieves a -36.56% return, which is significantly lower than BIOPX's 35.63% return. Over the past 10 years, BIAGX has underperformed BIOPX with an annualized return of -1.49%, while BIOPX has yielded a comparatively higher 10.08% annualized return.


BIAGX

YTD

-36.56%

1M

-46.80%

6M

-42.13%

1Y

-36.22%

5Y*

-8.33%

10Y*

-1.49%

BIOPX

YTD

35.63%

1M

0.36%

6M

13.71%

1Y

36.21%

5Y*

16.02%

10Y*

10.08%

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BIAGX vs. BIOPX - Expense Ratio Comparison

BIAGX has a 0.81% expense ratio, which is lower than BIOPX's 1.31% expense ratio.


BIOPX
Baron Opportunity Fund
Expense ratio chart for BIOPX: current value at 1.31% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.31%
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%

Risk-Adjusted Performance

BIAGX vs. BIOPX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Brown Advisory Growth Equity Fund (BIAGX) and Baron Opportunity Fund (BIOPX). 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-1.000.001.002.003.004.00-0.711.73
The chart of Sortino ratio for BIAGX, currently valued at -0.53, compared to the broader market-2.000.002.004.006.008.0010.00-0.532.26
The chart of Omega ratio for BIAGX, currently valued at 0.80, compared to the broader market0.501.001.502.002.503.003.500.801.31
The chart of Calmar ratio for BIAGX, currently valued at -0.59, compared to the broader market0.002.004.006.008.0010.0012.0014.00-0.591.16
The chart of Martin ratio for BIAGX, currently valued at -4.49, compared to the broader market0.0020.0040.0060.00-4.499.77
BIAGX
BIOPX

The current BIAGX Sharpe Ratio is -0.71, which is lower than the BIOPX Sharpe Ratio of 1.73. The chart below compares the historical Sharpe Ratios of BIAGX and BIOPX, 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
1.73
BIAGX
BIOPX

Dividends

BIAGX vs. BIOPX - Dividend Comparison

Neither BIAGX nor BIOPX has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

BIAGX vs. BIOPX - Drawdown Comparison

The maximum BIAGX drawdown since its inception was -59.27%, smaller than the maximum BIOPX drawdown of -67.79%. Use the drawdown chart below to compare losses from any high point for BIAGX and BIOPX. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-58.80%
-7.73%
BIAGX
BIOPX

Volatility

BIAGX vs. BIOPX - Volatility Comparison

Brown Advisory Growth Equity Fund (BIAGX) has a higher volatility of 63.63% compared to Baron Opportunity Fund (BIOPX) at 8.21%. This indicates that BIAGX's price experiences larger fluctuations and is considered to be riskier than BIOPX 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%
8.21%
BIAGX
BIOPX
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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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