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BIAHX vs. VEURX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BIAHX and VEURX is 0.68, 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

BIAHX vs. VEURX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Brown Advisory - WMC Strategic European Equity Fund (BIAHX) and Vanguard European Stock Index Fund (VEURX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

BIAHX:

1.34

VEURX:

0.62

Sortino Ratio

BIAHX:

1.97

VEURX:

1.06

Omega Ratio

BIAHX:

1.27

VEURX:

1.14

Calmar Ratio

BIAHX:

1.89

VEURX:

0.84

Martin Ratio

BIAHX:

5.42

VEURX:

2.31

Ulcer Index

BIAHX:

4.28%

VEURX:

5.09%

Daily Std Dev

BIAHX:

16.34%

VEURX:

16.81%

Max Drawdown

BIAHX:

-41.79%

VEURX:

-63.33%

Current Drawdown

BIAHX:

-0.12%

VEURX:

-1.08%

Returns By Period

In the year-to-date period, BIAHX achieves a 23.51% return, which is significantly higher than VEURX's 15.73% return. Over the past 10 years, BIAHX has outperformed VEURX with an annualized return of 7.98%, while VEURX has yielded a comparatively lower 5.62% annualized return.


BIAHX

YTD

23.51%

1M

10.03%

6M

18.85%

1Y

20.80%

5Y*

16.75%

10Y*

7.98%

VEURX

YTD

15.73%

1M

10.61%

6M

11.89%

1Y

9.88%

5Y*

13.14%

10Y*

5.62%

*Annualized

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BIAHX vs. VEURX - Expense Ratio Comparison

BIAHX has a 1.19% expense ratio, which is higher than VEURX's 0.25% expense ratio.


Risk-Adjusted Performance

BIAHX vs. VEURX — Risk-Adjusted Performance Rank

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

BIAHX
The Risk-Adjusted Performance Rank of BIAHX is 8989
Overall Rank
The Sharpe Ratio Rank of BIAHX is 8888
Sharpe Ratio Rank
The Sortino Ratio Rank of BIAHX is 8888
Sortino Ratio Rank
The Omega Ratio Rank of BIAHX is 8787
Omega Ratio Rank
The Calmar Ratio Rank of BIAHX is 9393
Calmar Ratio Rank
The Martin Ratio Rank of BIAHX is 8888
Martin Ratio Rank

VEURX
The Risk-Adjusted Performance Rank of VEURX is 7171
Overall Rank
The Sharpe Ratio Rank of VEURX is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of VEURX is 7070
Sortino Ratio Rank
The Omega Ratio Rank of VEURX is 6868
Omega Ratio Rank
The Calmar Ratio Rank of VEURX is 8282
Calmar Ratio Rank
The Martin Ratio Rank of VEURX is 6666
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.

BIAHX vs. VEURX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Brown Advisory - WMC Strategic European Equity Fund (BIAHX) and Vanguard European Stock Index Fund (VEURX). 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.


The current BIAHX Sharpe Ratio is 1.34, which is higher than the VEURX Sharpe Ratio of 0.62. The chart below compares the historical Sharpe Ratios of BIAHX and VEURX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

BIAHX vs. VEURX - Dividend Comparison

BIAHX's dividend yield for the trailing twelve months is around 1.61%, less than VEURX's 2.88% yield.


TTM20242023202220212020201920182017201620152014
BIAHX
Brown Advisory - WMC Strategic European Equity Fund
1.61%1.98%1.13%1.89%0.74%0.20%0.82%1.95%0.83%1.19%0.00%0.97%
VEURX
Vanguard European Stock Index Fund
2.88%3.44%3.00%3.07%2.90%1.97%3.14%3.77%2.55%3.35%3.09%4.46%

Drawdowns

BIAHX vs. VEURX - Drawdown Comparison

The maximum BIAHX drawdown since its inception was -41.79%, smaller than the maximum VEURX drawdown of -63.33%. Use the drawdown chart below to compare losses from any high point for BIAHX and VEURX. For additional features, visit the drawdowns tool.


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Volatility

BIAHX vs. VEURX - Volatility Comparison

The current volatility for Brown Advisory - WMC Strategic European Equity Fund (BIAHX) is 3.83%, while Vanguard European Stock Index Fund (VEURX) has a volatility of 4.08%. This indicates that BIAHX experiences smaller price fluctuations and is considered to be less risky than VEURX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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