BIAGX vs. IOLZX
BIAGX (Brown Advisory Growth Equity Fund) and IOLZX (ICON Equity Fund) are both Large Cap Growth Equities funds. Over the past 10 years, BIAGX returned 12.99%/yr vs 14.58%/yr for IOLZX. Their 0.79 correlation means they have sometimes moved together and sometimes differently. BIAGX charges 0.81%/yr vs 1.04%/yr for IOLZX.
Performance
BIAGX vs. IOLZX - Performance Comparison
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Returns By Period
In the year-to-date period, BIAGX achieves a 7.78% return, which is significantly lower than IOLZX's 28.55% return. Over the past 10 years, BIAGX has underperformed IOLZX with an annualized return of 12.99%, while IOLZX has yielded a comparatively higher 14.58% annualized 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%
IOLZX
- 1D
- 0.11%
- 1M
- 1.41%
- 6M
- 18.70%
- YTD
- 28.55%
- 1Y
- 43.79%
- 3Y*
- 20.74%
- 5Y*
- 10.84%
- 10Y*
- 14.58%
- ALL TIME*
- 8.20%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
IOLZX ICON Equity Fund | $0.00 | $0.00 | $0.00 |
BIAGX vs. IOLZX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BIAGX Brown Advisory Growth Equity Fund | 7.78% | 0.61% | 16.60% | 33.90% | -33.60% | 18.56% | 32.41% | 47.97% | 4.66% | 30.37% |
IOLZX ICON Equity Fund | 28.55% | 15.81% | 16.87% | 12.13% | -17.78% | 26.72% | 16.00% | 38.22% | -16.69% | 26.78% |
Correlation
The correlation between BIAGX and IOLZX is 0.57, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.57 |
Correlation (3Y) Balances recent behavior with more history. | 0.61 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.70 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.71 |
Correlation (All Time) Calculated using the full available price history since Feb 3, 2004 | 0.79 |
Over the past year, the correlation between BIAGX and IOLZX has dropped to 0.57 - well below their long-term average of 0.79, suggesting their price drivers have been diverging.
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Return for Risk
BIAGX vs. IOLZX — Risk / Return Rank
BIAGX
IOLZX
BIAGX vs. IOLZX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Brown Advisory Growth Equity Fund (BIAGX) and ICON Equity Fund (IOLZX). 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 | IOLZX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.06 | ||
| Sortino ratioReturn per unit of downside risk | -2.76 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 1.34 | -0.33 |
| Calmar ratioReturn relative to maximum drawdown | -0.04 | 2.82 | -2.86 |
| Martin ratioReturn relative to average drawdown | -0.09 | 9.88 | -9.97 |
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Drawdowns
BIAGX vs. IOLZX - Drawdown Comparison
The maximum BIAGX drawdown since its inception was -56.68%, roughly equal to the maximum IOLZX drawdown of -56.03%. Use the drawdown chart below to compare losses from any high point for BIAGX and IOLZX.
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Drawdown Indicators
| BIAGX | IOLZX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.68% | -56.03% | -0.65% |
Max Drawdown (1Y)Largest decline over 1 year | -20.12% | -14.35% | -5.77% |
Max Drawdown (3Y)Largest decline over 3 years | -56.68% | -24.71% | -31.97% |
Max Drawdown (5Y)Largest decline over 5 years | -56.68% | -27.77% | -28.91% |
Max Drawdown (10Y)Largest decline over 10 years | -56.68% | -41.04% | -15.64% |
Current DrawdownCurrent decline from peak | -43.56% | -1.78% | -41.78% |
Average DrawdownAverage peak-to-trough decline | -15.16% | -12.55% | -2.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.27% | 4.09% | +4.18% |
Volatility
BIAGX vs. IOLZX - Volatility Comparison
The current volatility for Brown Advisory Growth Equity Fund (BIAGX) is 3.89%, while ICON Equity Fund (IOLZX) has a volatility of 5.91%. This indicates that BIAGX experiences smaller price fluctuations and is considered to be less risky than IOLZX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BIAGX | IOLZX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.89% | 5.91% | -2.02% |
Volatility (6M)Calculated over the trailing 6-month period | 12.75% | 16.31% | -3.56% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.84% | 20.16% | -4.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 47.32% | 21.55% | +25.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 36.35% | 22.33% | +14.02% |
BIAGX vs. IOLZX - Expense Ratio Comparison
BIAGX has a 0.81% expense ratio, which is lower than IOLZX's 1.04% expense ratio.
Dividends
BIAGX vs. IOLZX - Dividend Comparison
BIAGX's dividend yield for the trailing twelve months is around 80.26%, more than IOLZX's 8.32% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
IOLZX ICON Equity Fund | 8.32% | 10.69% | 22.21% | 4.75% | 18.57% | 14.12% | 0.00% | 3.46% | 1.60% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
BIAGX and IOLZX have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IOLZX has higher volatility (5.91%) compared to BIAGX (3.89%). In terms of maximum drawdown, BIAGX dropped -56.68% vs IOLZX's -56.03%.
IOLZX currently has the higher Sharpe Ratio (2.01 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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