BIAHX vs. VGK
Compare and contrast key facts about Brown Advisory - WMC Strategic European Equity Fund (BIAHX) and Vanguard FTSE Europe ETF (VGK).
BIAHX is managed by Brown Advisory Funds. It was launched on Oct 20, 2013. VGK is a passively managed fund by Vanguard that tracks the performance of the FTSE Developed Europe Index. It was launched on Mar 4, 2005.
Performance
BIAHX vs. VGK - Performance Comparison
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BIAHX vs. VGK - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BIAHX Brown Advisory - WMC Strategic European Equity Fund | -5.32% | 47.26% | 10.85% | 19.36% | -11.95% | 14.54% | 11.34% | 29.43% | -16.60% | 32.37% |
VGK Vanguard FTSE Europe ETF | 0.48% | 35.83% | 1.88% | 20.19% | -15.98% | 16.89% | 5.43% | 24.85% | -14.89% | 26.98% |
Returns By Period
In the year-to-date period, BIAHX achieves a -5.32% return, which is significantly lower than VGK's 0.48% return. Over the past 10 years, BIAHX has outperformed VGK with an annualized return of 11.38%, while VGK has yielded a comparatively lower 9.12% annualized return.
BIAHX
- 1D
- 0.36%
- 1M
- -10.81%
- YTD
- -5.32%
- 6M
- -1.89%
- 1Y
- 20.51%
- 3Y*
- 18.50%
- 5Y*
- 12.67%
- 10Y*
- 11.38%
VGK
- 1D
- 1.44%
- 1M
- -4.82%
- YTD
- 0.48%
- 6M
- 5.06%
- 1Y
- 22.57%
- 3Y*
- 14.84%
- 5Y*
- 8.99%
- 10Y*
- 9.12%
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BIAHX vs. VGK - Expense Ratio Comparison
BIAHX has a 1.19% expense ratio, which is higher than VGK's 0.08% expense ratio.
Return for Risk
BIAHX vs. VGK — Risk / Return Rank
BIAHX
VGK
BIAHX vs. VGK - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Brown Advisory - WMC Strategic European Equity Fund (BIAHX) and Vanguard FTSE Europe ETF (VGK). 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 | VGK | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.31 | 1.29 | +0.03 |
Sortino ratioReturn per unit of downside risk | 1.76 | 1.83 | -0.08 |
Omega ratioGain probability vs. loss probability | 1.26 | 1.26 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 1.40 | 1.89 | -0.49 |
Martin ratioReturn relative to average drawdown | 5.69 | 7.22 | -1.54 |
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 | VGK | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.31 | 1.29 | +0.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.79 | 0.51 | +0.28 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.66 | 0.48 | +0.18 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.56 | 0.27 | +0.29 |
Correlation
The correlation between BIAHX and VGK is 0.92, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
BIAHX vs. VGK - Dividend Comparison
BIAHX's dividend yield for the trailing twelve months is around 8.03%, more than VGK's 2.96% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BIAHX Brown Advisory - WMC Strategic European Equity Fund | 8.03% | 7.60% | 5.16% | 1.13% | 2.66% | 9.72% | 6.39% | 9.78% | 12.12% | 0.83% | 1.19% | 0.00% |
VGK Vanguard FTSE Europe ETF | 2.96% | 2.86% | 3.61% | 3.15% | 3.25% | 3.05% | 2.11% | 3.27% | 3.95% | 2.70% | 3.52% | 3.25% |
Drawdowns
BIAHX vs. VGK - Drawdown Comparison
The maximum BIAHX drawdown since its inception was -34.90%, smaller than the maximum VGK drawdown of -63.61%. Use the drawdown chart below to compare losses from any high point for BIAHX and VGK.
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Drawdown Indicators
| BIAHX | VGK | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.90% | -63.61% | +28.71% |
Max Drawdown (1Y)Largest decline over 1 year | -13.18% | -12.09% | -1.09% |
Max Drawdown (5Y)Largest decline over 5 years | -30.95% | -32.74% | +1.79% |
Max Drawdown (10Y)Largest decline over 10 years | -34.90% | -37.24% | +2.34% |
Current DrawdownCurrent decline from peak | -12.61% | -7.16% | -5.45% |
Average DrawdownAverage peak-to-trough decline | -6.02% | -13.43% | +7.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.25% | 3.17% | +0.08% |
Volatility
BIAHX vs. VGK - Volatility Comparison
The current volatility for Brown Advisory - WMC Strategic European Equity Fund (BIAHX) is 6.05%, while Vanguard FTSE Europe ETF (VGK) has a volatility of 7.33%. This indicates that BIAHX experiences smaller price fluctuations and is considered to be less risky than VGK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BIAHX | VGK | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.05% | 7.33% | -1.28% |
Volatility (6M)Calculated over the trailing 6-month period | 9.39% | 11.03% | -1.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.98% | 17.63% | -2.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.13% | 17.72% | -1.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.17% | 18.88% | -1.71% |