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BIASX vs. VISVX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BIASX vs. VISVX - Performance Comparison

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

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BIASX vs. VISVX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BIASX
Brown Advisory Small-Cap Growth Fund
-4.65%2.29%4.29%12.43%-20.27%7.31%31.78%36.26%-4.47%16.91%
VISVX
Vanguard Small Cap Value Index Fund
0.77%8.27%11.21%16.92%-9.43%27.97%5.68%22.61%-12.35%11.67%

Returns By Period

In the year-to-date period, BIASX achieves a -4.65% return, which is significantly lower than VISVX's 0.77% return. Over the past 10 years, BIASX has underperformed VISVX with an annualized return of 8.29%, while VISVX has yielded a comparatively higher 9.61% annualized return.


BIASX

1D
-0.76%
1M
-10.05%
YTD
-4.65%
6M
-2.90%
1Y
5.31%
3Y*
2.98%
5Y*
-0.83%
10Y*
8.29%

VISVX

1D
-0.41%
1M
-7.12%
YTD
0.77%
6M
2.78%
1Y
16.15%
3Y*
12.14%
5Y*
7.08%
10Y*
9.61%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BIASX vs. VISVX - Expense Ratio Comparison

BIASX has a 1.11% expense ratio, which is higher than VISVX's 0.19% expense ratio.


Return for Risk

BIASX vs. VISVX — Risk / Return Rank

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

BIASX
BIASX Risk / Return Rank: 1010
Overall Rank
BIASX Sharpe Ratio Rank: 99
Sharpe Ratio Rank
BIASX Sortino Ratio Rank: 1010
Sortino Ratio Rank
BIASX Omega Ratio Rank: 1010
Omega Ratio Rank
BIASX Calmar Ratio Rank: 99
Calmar Ratio Rank
BIASX Martin Ratio Rank: 1010
Martin Ratio Rank

VISVX
VISVX Risk / Return Rank: 4040
Overall Rank
VISVX Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
VISVX Sortino Ratio Rank: 4242
Sortino Ratio Rank
VISVX Omega Ratio Rank: 3737
Omega Ratio Rank
VISVX Calmar Ratio Rank: 3939
Calmar Ratio Rank
VISVX Martin Ratio Rank: 4141
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. VISVX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Brown Advisory Small-Cap Growth Fund (BIASX) and Vanguard Small Cap Value Index Fund (VISVX). 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.


BIASXVISVXDifference

Sharpe ratio

Return per unit of total volatility

0.20

0.81

-0.60

Sortino ratio

Return per unit of downside risk

0.46

1.27

-0.81

Omega ratio

Gain probability vs. loss probability

1.06

1.17

-0.11

Calmar ratio

Return relative to maximum drawdown

0.17

1.02

-0.86

Martin ratio

Return relative to average drawdown

0.65

4.24

-3.58

BIASX vs. VISVX - Sharpe Ratio Comparison

The current BIASX Sharpe Ratio is 0.20, which is lower than the VISVX Sharpe Ratio of 0.81. The chart below compares the historical Sharpe Ratios of BIASX and VISVX, 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


BIASXVISVXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.20

0.81

-0.60

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.04

0.36

-0.40

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.42

0.44

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.28

0.38

-0.11

Correlation

The correlation between BIASX and VISVX is 0.85, 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. VISVX - Dividend Comparison

BIASX's dividend yield for the trailing twelve months is around 20.58%, more than VISVX's 1.83% yield.


TTM20252024202320222021202020192018201720162015
BIASX
Brown Advisory Small-Cap Growth Fund
20.58%19.62%5.78%0.00%8.22%13.22%0.78%4.00%5.17%1.69%3.50%16.77%
VISVX
Vanguard Small Cap Value Index Fund
1.83%1.28%1.86%1.98%1.90%1.63%1.58%1.95%2.20%1.68%1.42%1.85%

Drawdowns

BIASX vs. VISVX - Drawdown Comparison

The maximum BIASX drawdown since its inception was -73.26%, which is greater than VISVX's maximum drawdown of -62.15%. Use the drawdown chart below to compare losses from any high point for BIASX and VISVX.


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Drawdown Indicators


BIASXVISVXDifference

Max Drawdown

Largest peak-to-trough decline

-73.26%

-62.15%

-11.11%

Max Drawdown (1Y)

Largest decline over 1 year

-14.18%

-14.15%

-0.03%

Max Drawdown (5Y)

Largest decline over 5 years

-30.61%

-24.60%

-6.01%

Max Drawdown (10Y)

Largest decline over 10 years

-38.04%

-45.39%

+7.35%

Current Drawdown

Current decline from peak

-13.76%

-8.26%

-5.50%

Average Drawdown

Average peak-to-trough decline

-23.60%

-9.07%

-14.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.58%

3.42%

+0.16%

Volatility

BIASX vs. VISVX - Volatility Comparison

Brown Advisory Small-Cap Growth Fund (BIASX) has a higher volatility of 5.46% compared to Vanguard Small Cap Value Index Fund (VISVX) at 4.89%. This indicates that BIASX's price experiences larger fluctuations and is considered to be riskier than VISVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BIASXVISVXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.46%

4.89%

+0.57%

Volatility (6M)

Calculated over the trailing 6-month period

12.25%

11.03%

+1.22%

Volatility (1Y)

Calculated over the trailing 1-year period

22.14%

20.61%

+1.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.71%

19.83%

-0.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.88%

21.81%

-1.93%