BIAGX vs. SYY
Compare and contrast key facts about Brown Advisory Growth Equity Fund (BIAGX) and Sysco Corporation (SYY).
BIAGX is managed by Brown Advisory Funds. It was launched on Jun 28, 1999.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BIAGX or SYY.
Key characteristics
| BIAGX | SYY | |
|---|---|---|
| YTD Return | 20.81% | 5.31% |
| 1Y Return | 23.94% | 9.24% |
| 3Y Return (Ann) | -7.41% | 1.98% |
| 5Y Return (Ann) | 4.20% | 0.97% |
| 10Y Return (Ann) | 4.94% | 9.63% |
| Sharpe Ratio | 1.56 | 0.63 |
| Sortino Ratio | 2.06 | 1.03 |
| Omega Ratio | 1.29 | 1.14 |
| Calmar Ratio | 0.65 | 0.64 |
| Martin Ratio | 9.44 | 1.74 |
| Ulcer Index | 2.56% | 6.72% |
| Daily Std Dev | 15.54% | 18.55% |
| Max Drawdown | -51.72% | -70.08% |
| Current Drawdown | -21.55% | -10.73% |
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.
Performance
BIAGX vs. SYY - Performance Comparison
In the year-to-date period, BIAGX achieves a 20.81% return, which is significantly higher than SYY's 5.31% return. Over the past 10 years, BIAGX has underperformed SYY with an annualized return of 4.94%, while SYY has yielded a comparatively higher 9.63% 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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Risk-Adjusted Performance
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.
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 2.69%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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 | 2.69% | 2.71% | 2.51% | 2.34% | 2.42% | 1.82% | 2.30% | 2.17% | 2.24% | 2.20% | 2.95% | 3.91% |
Drawdowns
BIAGX vs. SYY - Drawdown Comparison
The maximum BIAGX drawdown since its inception was -51.72%, smaller than the maximum SYY drawdown of -70.08%. Use the drawdown chart below to compare losses from any high point for BIAGX and SYY. For additional features, visit the drawdowns tool.
Volatility
BIAGX vs. SYY - Volatility Comparison
Brown Advisory Growth Equity Fund (BIAGX) has a higher volatility of 4.47% compared to Sysco Corporation (SYY) at 4.22%. This indicates that BIAGX's price experiences larger fluctuations and is considered to be riskier than SYY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.