BIAHX vs. BIAZX
Compare and contrast key facts about Brown Advisory - WMC Strategic European Equity Fund (BIAHX) and Brown Advisory Mortgage Securities Fund (BIAZX).
BIAHX is managed by Brown Advisory Funds. It was launched on Oct 20, 2013. BIAZX is managed by Brown Advisory Funds. It was launched on Dec 25, 2013.
Performance
BIAHX vs. BIAZX - Performance Comparison
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BIAHX vs. BIAZX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BIAHX Brown Advisory - WMC Strategic European Equity Fund | -2.69% | 47.26% | 10.85% | 19.36% | -11.95% | 14.54% | 11.34% | 29.43% | -16.60% | 32.37% |
BIAZX Brown Advisory Mortgage Securities Fund | -0.12% | 7.99% | 1.28% | 4.34% | -10.64% | -0.30% | 5.49% | 6.93% | 0.72% | 2.35% |
Returns By Period
In the year-to-date period, BIAHX achieves a -2.69% return, which is significantly lower than BIAZX's -0.12% return. Over the past 10 years, BIAHX has outperformed BIAZX with an annualized return of 11.69%, while BIAZX has yielded a comparatively lower 1.55% annualized return.
BIAHX
- 1D
- 2.78%
- 1M
- -6.61%
- YTD
- -2.69%
- 6M
- 0.89%
- 1Y
- 23.54%
- 3Y*
- 19.59%
- 5Y*
- 12.97%
- 10Y*
- 11.69%
BIAZX
- 1D
- -0.11%
- 1M
- -1.83%
- YTD
- -0.12%
- 6M
- 1.17%
- 1Y
- 4.56%
- 3Y*
- 3.63%
- 5Y*
- 0.34%
- 10Y*
- 1.55%
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BIAHX vs. BIAZX - Expense Ratio Comparison
BIAHX has a 1.19% expense ratio, which is higher than BIAZX's 0.49% expense ratio.
Return for Risk
BIAHX vs. BIAZX — Risk / Return Rank
BIAHX
BIAZX
BIAHX vs. BIAZX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Brown Advisory - WMC Strategic European Equity Fund (BIAHX) and Brown Advisory Mortgage Securities Fund (BIAZX). 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.
| BIAHX | BIAZX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.58 | 1.07 | +0.51 |
Sortino ratioReturn per unit of downside risk | 2.09 | 1.54 | +0.56 |
Omega ratioGain probability vs. loss probability | 1.31 | 1.19 | +0.12 |
Calmar ratioReturn relative to maximum drawdown | 1.74 | 1.82 | -0.08 |
Martin ratioReturn relative to average drawdown | 6.91 | 5.02 | +1.89 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| BIAHX | BIAZX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.58 | 1.07 | +0.51 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.81 | 0.06 | +0.75 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.68 | 0.35 | +0.33 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.57 | 0.49 | +0.08 |
Correlation
The correlation between BIAHX and BIAZX is 0.04, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
BIAHX vs. BIAZX - Dividend Comparison
BIAHX's dividend yield for the trailing twelve months is around 7.81%, more than BIAZX's 4.14% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BIAHX Brown Advisory - WMC Strategic European Equity Fund | 7.81% | 7.60% | 5.16% | 1.13% | 2.66% | 9.72% | 6.39% | 9.78% | 12.12% | 0.83% | 1.19% | 0.00% |
BIAZX Brown Advisory Mortgage Securities Fund | 4.14% | 4.43% | 4.43% | 3.65% | 2.33% | 0.75% | 0.98% | 2.12% | 2.77% | 2.03% | 2.82% | 3.59% |
Drawdowns
BIAHX vs. BIAZX - Drawdown Comparison
The maximum BIAHX drawdown since its inception was -34.90%, which is greater than BIAZX's maximum drawdown of -15.95%. Use the drawdown chart below to compare losses from any high point for BIAHX and BIAZX.
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Drawdown Indicators
| BIAHX | BIAZX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.90% | -15.95% | -18.95% |
Max Drawdown (1Y)Largest decline over 1 year | -13.18% | -2.79% | -10.39% |
Max Drawdown (5Y)Largest decline over 5 years | -30.95% | -15.95% | -15.00% |
Max Drawdown (10Y)Largest decline over 10 years | -34.90% | -15.95% | -18.95% |
Current DrawdownCurrent decline from peak | -10.18% | -2.25% | -7.93% |
Average DrawdownAverage peak-to-trough decline | -6.02% | -2.86% | -3.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.31% | 1.01% | +2.30% |
Volatility
BIAHX vs. BIAZX - Volatility Comparison
Brown Advisory - WMC Strategic European Equity Fund (BIAHX) has a higher volatility of 6.71% compared to Brown Advisory Mortgage Securities Fund (BIAZX) at 1.73%. This indicates that BIAHX's price experiences larger fluctuations and is considered to be riskier than BIAZX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BIAHX | BIAZX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.71% | 1.73% | +4.98% |
Volatility (6M)Calculated over the trailing 6-month period | 9.78% | 2.66% | +7.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.19% | 4.59% | +10.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.17% | 5.76% | +10.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.19% | 4.41% | +12.78% |