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BIASX vs. DMCRX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BIASX vs. DMCRX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Brown Advisory Small-Cap Growth Fund (BIASX) and Driehaus Micro Cap Growth Fund (DMCRX). The values are adjusted to include any dividend payments, if applicable.

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BIASX vs. DMCRX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BIASX
Brown Advisory Small-Cap Growth Fund
-1.41%2.29%4.29%12.43%-20.27%7.31%31.78%36.26%-4.47%16.91%
DMCRX
Driehaus Micro Cap Growth Fund
2.25%31.17%30.58%11.47%-33.54%22.23%86.43%34.03%2.52%24.35%

Returns By Period

In the year-to-date period, BIASX achieves a -1.41% return, which is significantly lower than DMCRX's 2.25% return. Over the past 10 years, BIASX has underperformed DMCRX with an annualized return of 8.65%, while DMCRX has yielded a comparatively higher 20.60% annualized return.


BIASX

1D
3.40%
1M
-7.68%
YTD
-1.41%
6M
0.35%
1Y
8.78%
3Y*
4.13%
5Y*
-0.63%
10Y*
8.65%

DMCRX

1D
5.47%
1M
-7.35%
YTD
2.25%
6M
10.59%
1Y
65.25%
3Y*
24.24%
5Y*
6.42%
10Y*
20.60%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BIASX vs. DMCRX - Expense Ratio Comparison

BIASX has a 1.11% expense ratio, which is lower than DMCRX's 1.38% expense ratio.


Return for Risk

BIASX vs. DMCRX — Risk / Return Rank

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

BIASX
BIASX Risk / Return Rank: 1414
Overall Rank
BIASX Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
BIASX Sortino Ratio Rank: 1414
Sortino Ratio Rank
BIASX Omega Ratio Rank: 1212
Omega Ratio Rank
BIASX Calmar Ratio Rank: 1616
Calmar Ratio Rank
BIASX Martin Ratio Rank: 1818
Martin Ratio Rank

DMCRX
DMCRX Risk / Return Rank: 9191
Overall Rank
DMCRX Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
DMCRX Sortino Ratio Rank: 9090
Sortino Ratio Rank
DMCRX Omega Ratio Rank: 8282
Omega Ratio Rank
DMCRX Calmar Ratio Rank: 9696
Calmar Ratio Rank
DMCRX Martin Ratio Rank: 9494
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BIASX vs. DMCRX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Brown Advisory Small-Cap Growth Fund (BIASX) and Driehaus Micro Cap Growth Fund (DMCRX). 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.


BIASXDMCRXDifference

Sharpe ratio

Return per unit of total volatility

0.40

2.06

-1.66

Sortino ratio

Return per unit of downside risk

0.74

2.60

-1.86

Omega ratio

Gain probability vs. loss probability

1.09

1.34

-0.24

Calmar ratio

Return relative to maximum drawdown

0.57

3.73

-3.16

Martin ratio

Return relative to average drawdown

2.23

12.46

-10.23

BIASX vs. DMCRX - Sharpe Ratio Comparison

The current BIASX Sharpe Ratio is 0.40, which is lower than the DMCRX Sharpe Ratio of 2.06. The chart below compares the historical Sharpe Ratios of BIASX and DMCRX, 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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Sharpe Ratios by Period


BIASXDMCRXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.40

2.06

-1.66

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.03

0.16

-0.20

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.44

0.61

-0.17

Sharpe Ratio (All Time)

Calculated using the full available price history

0.28

0.54

-0.26

Correlation

The correlation between BIASX and DMCRX is 0.86, 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

BIASX vs. DMCRX - Dividend Comparison

BIASX's dividend yield for the trailing twelve months is around 19.90%, more than DMCRX's 13.42% yield.


TTM20252024202320222021202020192018201720162015
BIASX
Brown Advisory Small-Cap Growth Fund
19.90%19.62%5.78%0.00%8.22%13.22%0.78%4.00%5.17%1.69%3.50%16.77%
DMCRX
Driehaus Micro Cap Growth Fund
13.42%13.72%3.86%0.87%8.20%48.23%19.79%14.70%33.22%8.91%0.00%4.20%

Drawdowns

BIASX vs. DMCRX - Drawdown Comparison

The maximum BIASX drawdown since its inception was -73.26%, which is greater than DMCRX's maximum drawdown of -59.16%. Use the drawdown chart below to compare losses from any high point for BIASX and DMCRX.


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Drawdown Indicators


BIASXDMCRXDifference

Max Drawdown

Largest peak-to-trough decline

-73.26%

-59.16%

-14.10%

Max Drawdown (1Y)

Largest decline over 1 year

-14.18%

-15.46%

+1.28%

Max Drawdown (5Y)

Largest decline over 5 years

-30.61%

-59.16%

+28.55%

Max Drawdown (10Y)

Largest decline over 10 years

-38.04%

-59.16%

+21.12%

Current Drawdown

Current decline from peak

-10.83%

-10.79%

-0.04%

Average Drawdown

Average peak-to-trough decline

-23.60%

-20.35%

-3.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.61%

4.62%

-1.01%

Volatility

BIASX vs. DMCRX - Volatility Comparison

The current volatility for Brown Advisory Small-Cap Growth Fund (BIASX) is 6.58%, while Driehaus Micro Cap Growth Fund (DMCRX) has a volatility of 12.40%. This indicates that BIASX experiences smaller price fluctuations and is considered to be less risky than DMCRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BIASXDMCRXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.58%

12.40%

-5.82%

Volatility (6M)

Calculated over the trailing 6-month period

12.70%

23.15%

-10.45%

Volatility (1Y)

Calculated over the trailing 1-year period

22.35%

31.42%

-9.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.76%

39.55%

-19.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.90%

33.88%

-13.98%