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

Correlation

The correlation between BIAGX and SYY is 0.43, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.4

Performance

BIAGX vs. SYY - Performance Comparison

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

-40.00%-30.00%-20.00%-10.00%0.00%10.00%SeptemberOctoberNovemberDecember2025February
-42.46%
-6.95%
BIAGX
SYY

Key characteristics

Sharpe Ratio

BIAGX:

-0.79

SYY:

-0.41

Sortino Ratio

BIAGX:

-0.66

SYY:

-0.45

Omega Ratio

BIAGX:

0.76

SYY:

0.94

Calmar Ratio

BIAGX:

-0.65

SYY:

-0.44

Martin Ratio

BIAGX:

-1.89

SYY:

-1.05

Ulcer Index

BIAGX:

20.61%

SYY:

7.55%

Daily Std Dev

BIAGX:

49.49%

SYY:

19.22%

Max Drawdown

BIAGX:

-59.64%

SYY:

-70.01%

Current Drawdown

BIAGX:

-58.44%

SYY:

-14.61%

Returns By Period

In the year-to-date period, BIAGX achieves a 2.60% return, which is significantly higher than SYY's -6.22% return. Over the past 10 years, BIAGX has underperformed SYY with an annualized return of -1.71%, while SYY has yielded a comparatively higher 8.86% annualized return.


BIAGX

YTD

2.60%

1M

-1.45%

6M

-42.46%

1Y

-38.41%

5Y*

-9.47%

10Y*

-1.71%

SYY

YTD

-6.22%

1M

-3.09%

6M

-6.95%

1Y

-8.17%

5Y*

1.13%

10Y*

8.86%

*Annualized

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

BIAGX vs. SYY — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BIAGX
The Risk-Adjusted Performance Rank of BIAGX is 00
Overall Rank
The Sharpe Ratio Rank of BIAGX is 00
Sharpe Ratio Rank
The Sortino Ratio Rank of BIAGX is 11
Sortino Ratio Rank
The Omega Ratio Rank of BIAGX is 00
Omega Ratio Rank
The Calmar Ratio Rank of BIAGX is 00
Calmar Ratio Rank
The Martin Ratio Rank of BIAGX is 00
Martin Ratio Rank

SYY
The Risk-Adjusted Performance Rank of SYY is 2222
Overall Rank
The Sharpe Ratio Rank of SYY is 2525
Sharpe Ratio Rank
The Sortino Ratio Rank of SYY is 2121
Sortino Ratio Rank
The Omega Ratio Rank of SYY is 2222
Omega Ratio Rank
The Calmar Ratio Rank of SYY is 2020
Calmar Ratio Rank
The Martin Ratio Rank of SYY is 2121
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

BIAGX vs. SYY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Brown Advisory Growth Equity Fund (BIAGX) and Sysco Corporation (SYY). 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 -0.79, compared to the broader market-1.000.001.002.003.004.00-0.79-0.41
The chart of Sortino ratio for BIAGX, currently valued at -0.66, compared to the broader market0.002.004.006.008.0010.0012.00-0.66-0.45
The chart of Omega ratio for BIAGX, currently valued at 0.76, compared to the broader market1.002.003.004.000.760.94
The chart of Calmar ratio for BIAGX, currently valued at -0.65, compared to the broader market0.005.0010.0015.0020.00-0.65-0.44
The chart of Martin ratio for BIAGX, currently valued at -1.89, compared to the broader market0.0020.0040.0060.0080.00-1.89-1.05
BIAGX
SYY

The current BIAGX Sharpe Ratio is -0.79, which is lower than the SYY Sharpe Ratio of -0.41. The chart below compares the historical Sharpe Ratios of BIAGX and SYY, 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-0.500.000.501.001.502.00SeptemberOctoberNovemberDecember2025February
-0.79
-0.41
BIAGX
SYY

Dividends

BIAGX vs. SYY - Dividend Comparison

BIAGX has not paid dividends to shareholders, while SYY's dividend yield for the trailing twelve months is around 2.85%.


TTM20242023202220212020201920182017201620152014
BIAGX
Brown Advisory Growth Equity Fund
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SYY
Sysco Corporation
2.85%2.64%2.71%2.51%2.34%2.42%1.82%2.30%2.17%2.24%2.20%2.95%

Drawdowns

BIAGX vs. SYY - Drawdown Comparison

The maximum BIAGX drawdown since its inception was -59.64%, smaller than the maximum SYY drawdown of -70.01%. Use the drawdown chart below to compare losses from any high point for BIAGX and SYY. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%SeptemberOctoberNovemberDecember2025February
-58.44%
-14.61%
BIAGX
SYY

Volatility

BIAGX vs. SYY - Volatility Comparison

The current volatility for Brown Advisory Growth Equity Fund (BIAGX) is 3.44%, while Sysco Corporation (SYY) has a volatility of 8.36%. This indicates that BIAGX experiences smaller price fluctuations and is considered to be less risky than SYY 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%SeptemberOctoberNovemberDecember2025February
3.44%
8.36%
BIAGX
SYY
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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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