BIASX vs. ETEGX
Compare and contrast key facts about Brown Advisory Small-Cap Growth Fund (BIASX) and Eaton Vance Small-Cap Fund (ETEGX).
BIASX is managed by Brown Advisory Funds. It was launched on Jun 28, 1999. ETEGX is managed by Eaton Vance. It was launched on Jan 2, 1997.
Performance
BIASX vs. ETEGX - Performance Comparison
Loading graphics...
BIASX vs. ETEGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
ETEGX Eaton Vance Small-Cap Fund | -2.47% | -6.20% | 14.65% | 11.28% | -15.52% | 21.45% | 12.73% | 27.57% | -6.00% | 14.87% |
Returns By Period
In the year-to-date period, BIASX achieves a -1.41% return, which is significantly higher than ETEGX's -2.47% return. Over the past 10 years, BIASX has outperformed ETEGX with an annualized return of 8.65%, while ETEGX has yielded a comparatively lower 8.12% 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%
ETEGX
- 1D
- 2.04%
- 1M
- -7.78%
- YTD
- -2.47%
- 6M
- -4.68%
- 1Y
- -5.06%
- 3Y*
- 3.10%
- 5Y*
- 1.51%
- 10Y*
- 8.12%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
BIASX vs. ETEGX - Expense Ratio Comparison
BIASX has a 1.11% expense ratio, which is lower than ETEGX's 1.21% expense ratio.
Return for Risk
BIASX vs. ETEGX — Risk / Return Rank
BIASX
ETEGX
BIASX vs. ETEGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Brown Advisory Small-Cap Growth Fund (BIASX) and Eaton Vance Small-Cap Fund (ETEGX). 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.
| BIASX | ETEGX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.40 | -0.23 | +0.62 |
Sortino ratioReturn per unit of downside risk | 0.74 | -0.20 | +0.94 |
Omega ratioGain probability vs. loss probability | 1.09 | 0.98 | +0.12 |
Calmar ratioReturn relative to maximum drawdown | 0.57 | -0.31 | +0.88 |
Martin ratioReturn relative to average drawdown | 2.23 | -0.75 | +2.98 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| BIASX | ETEGX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.40 | -0.23 | +0.62 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.03 | 0.08 | -0.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.44 | 0.41 | +0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.28 | 0.27 | +0.01 |
Correlation
The correlation between BIASX and ETEGX is 0.89, 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. ETEGX - Dividend Comparison
BIASX's dividend yield for the trailing twelve months is around 19.90%, more than ETEGX's 8.44% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
ETEGX Eaton Vance Small-Cap Fund | 8.44% | 8.23% | 5.13% | 0.68% | 3.22% | 13.87% | 1.06% | 7.19% | 12.29% | 11.02% | 13.88% | 23.25% |
Drawdowns
BIASX vs. ETEGX - Drawdown Comparison
The maximum BIASX drawdown since its inception was -73.26%, which is greater than ETEGX's maximum drawdown of -67.58%. Use the drawdown chart below to compare losses from any high point for BIASX and ETEGX.
Loading graphics...
Drawdown Indicators
| BIASX | ETEGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -73.26% | -67.58% | -5.68% |
Max Drawdown (1Y)Largest decline over 1 year | -14.18% | -13.05% | -1.13% |
Max Drawdown (5Y)Largest decline over 5 years | -30.61% | -24.30% | -6.31% |
Max Drawdown (10Y)Largest decline over 10 years | -38.04% | -36.66% | -1.38% |
Current DrawdownCurrent decline from peak | -10.83% | -13.88% | +3.05% |
Average DrawdownAverage peak-to-trough decline | -23.60% | -22.84% | -0.76% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.61% | 5.47% | -1.86% |
Volatility
BIASX vs. ETEGX - Volatility Comparison
Brown Advisory Small-Cap Growth Fund (BIASX) has a higher volatility of 6.58% compared to Eaton Vance Small-Cap Fund (ETEGX) at 5.34%. This indicates that BIASX's price experiences larger fluctuations and is considered to be riskier than ETEGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| BIASX | ETEGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.58% | 5.34% | +1.24% |
Volatility (6M)Calculated over the trailing 6-month period | 12.70% | 11.16% | +1.54% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.35% | 19.73% | +2.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.76% | 18.76% | +1.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.90% | 19.82% | +0.08% |