BIASX vs. SGPIX
BIASX (Brown Advisory Small-Cap Growth Fund) and SGPIX (ProFunds Small Cap Growth Fund) are both Small Cap Growth Equities funds. Over the past 10 years, BIASX returned 9.18%/yr vs 8.48%/yr for SGPIX. Their correlation of 0.91 means they have usually moved in the same direction. BIASX charges 1.11%/yr vs 1.60%/yr for SGPIX.
Performance
BIASX vs. SGPIX - Performance Comparison
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Returns By Period
In the year-to-date period, BIASX achieves a 15.98% return, which is significantly lower than SGPIX's 21.80% return. Over the past 10 years, BIASX has outperformed SGPIX with an annualized return of 9.18%, while SGPIX has yielded a comparatively lower 8.48% annualized return.
BIASX
- 1D
- 0.63%
- 1M
- -1.20%
- 6M
- 12.06%
- YTD
- 15.98%
- 1Y
- 20.74%
- 3Y*
- 7.43%
- 5Y*
- 1.49%
- 10Y*
- 9.18%
- ALL TIME*
- 7.41%
SGPIX
- 1D
- 1.72%
- 1M
- -1.68%
- 6M
- 16.42%
- YTD
- 21.80%
- 1Y
- 30.36%
- 3Y*
- 11.94%
- 5Y*
- 3.50%
- 10Y*
- 8.48%
- ALL TIME*
- 8.08%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
BIASX vs. SGPIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BIASX Brown Advisory Small-Cap Growth Fund | 15.98% | 2.29% | 4.29% | 12.43% | -20.27% | 7.31% | 31.78% | 36.26% | -4.47% | 16.91% |
SGPIX ProFunds Small Cap Growth Fund | 21.80% | 3.52% | 7.53% | 15.35% | -22.72% | 13.29% | 17.43% | 18.95% | -5.76% | 12.73% |
Correlation
The correlation between BIASX and SGPIX is 0.89, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.89 |
Correlation (3Y) Balances recent behavior with more history. | 0.91 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.91 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.89 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2002 | 0.91 |
The correlation between BIASX and SGPIX has been stable across timeframes, ranging from 0.89 to 0.91 - a consistent structural relationship.
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Return for Risk
BIASX vs. SGPIX — Risk / Return Rank
BIASX
SGPIX
BIASX vs. SGPIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Brown Advisory Small-Cap Growth Fund (BIASX) and ProFunds Small Cap Growth Fund (SGPIX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| BIASX | SGPIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.51 | ||
| Sortino ratioReturn per unit of downside risk | -0.74 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.26 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 1.60 | 2.93 | -1.33 |
| Martin ratioReturn relative to average drawdown | 5.89 | 9.84 | -3.95 |
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Drawdowns
BIASX vs. SGPIX - Drawdown Comparison
The maximum BIASX drawdown since its inception was -73.26%, which is greater than SGPIX's maximum drawdown of -58.70%. Use the drawdown chart below to compare losses from any high point for BIASX and SGPIX.
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Drawdown Indicators
| BIASX | SGPIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -73.26% | -58.70% | -14.56% |
Max Drawdown (1Y)Largest decline over 1 year | -10.93% | -9.15% | -1.78% |
Max Drawdown (3Y)Largest decline over 3 years | -24.98% | -27.72% | +2.74% |
Max Drawdown (5Y)Largest decline over 5 years | -30.61% | -34.64% | +4.03% |
Max Drawdown (10Y)Largest decline over 10 years | -38.04% | -43.14% | +5.10% |
Current DrawdownCurrent decline from peak | -2.20% | -3.19% | +0.99% |
Average DrawdownAverage peak-to-trough decline | -23.35% | -11.20% | -12.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.00% | 2.73% | +0.27% |
Volatility
BIASX vs. SGPIX - Volatility Comparison
Brown Advisory Small-Cap Growth Fund (BIASX) and ProFunds Small Cap Growth Fund (SGPIX) have volatilities of 3.99% and 4.10%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BIASX | SGPIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.99% | 4.10% | -0.11% |
Volatility (6M)Calculated over the trailing 6-month period | 12.91% | 12.96% | -0.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.58% | 17.84% | -0.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.90% | 21.61% | -1.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.93% | 22.31% | -2.38% |
BIASX vs. SGPIX - Expense Ratio Comparison
BIASX has a 1.11% expense ratio, which is lower than SGPIX's 1.60% expense ratio.
Dividends
BIASX vs. SGPIX - Dividend Comparison
BIASX's dividend yield for the trailing twelve months is around 16.92%, while SGPIX has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BIASX Brown Advisory Small-Cap Growth Fund | 16.92% | 19.62% | 5.78% | 0.00% | 8.22% | 13.22% | 0.78% | 4.00% | 5.17% | 1.69% | 3.50% | 16.77% |
SGPIX ProFunds Small Cap Growth Fund | 0.00% | 0.18% | 1.58% | 0.80% | 3.80% | 2.06% | 0.00% | 0.00% | 4.29% | 0.00% | 0.00% | 2.58% |
Frequently Asked Questions
BIASX and SGPIX have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SGPIX has higher volatility (4.10%) compared to BIASX (3.99%). In terms of maximum drawdown, BIASX dropped -73.26% vs SGPIX's -58.70%.
SGPIX currently has the higher Sharpe Ratio (1.50 vs 0.99), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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