BIAUX vs. BAFWX
Compare and contrast key facts about Brown Advisory Small-Cap Fundamental Value Fund (BIAUX) and Brown Advisory Sustainable Growth Fund Institutional Shares (BAFWX).
BIAUX is managed by Brown Advisory Funds. It was launched on Dec 31, 2008. BAFWX is managed by Brown Advisory Funds. It was launched on Jun 29, 2012.
Performance
BIAUX vs. BAFWX - Performance Comparison
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BIAUX vs. BAFWX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BIAUX Brown Advisory Small-Cap Fundamental Value Fund | 3.47% | 5.71% | 11.73% | 16.16% | -8.74% | 31.11% | -5.69% | 29.85% | -13.48% | 12.17% |
BAFWX Brown Advisory Sustainable Growth Fund Institutional Shares | -12.45% | 3.35% | 20.35% | 39.07% | -30.90% | 30.01% | 39.09% | 36.09% | 4.51% | 28.10% |
Returns By Period
In the year-to-date period, BIAUX achieves a 3.47% return, which is significantly higher than BAFWX's -12.45% return. Over the past 10 years, BIAUX has underperformed BAFWX with an annualized return of 9.40%, while BAFWX has yielded a comparatively higher 13.77% annualized return.
BIAUX
- 1D
- 1.70%
- 1M
- -3.69%
- YTD
- 3.47%
- 6M
- 4.10%
- 1Y
- 15.94%
- 3Y*
- 12.71%
- 5Y*
- 7.06%
- 10Y*
- 9.40%
BAFWX
- 1D
- 3.28%
- 1M
- -4.61%
- YTD
- -12.45%
- 6M
- -15.24%
- 1Y
- -0.19%
- 3Y*
- 9.80%
- 5Y*
- 5.96%
- 10Y*
- 13.77%
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BIAUX vs. BAFWX - Expense Ratio Comparison
BIAUX has a 1.10% expense ratio, which is higher than BAFWX's 0.64% expense ratio.
Return for Risk
BIAUX vs. BAFWX — Risk / Return Rank
BIAUX
BAFWX
BIAUX vs. BAFWX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Brown Advisory Small-Cap Fundamental Value Fund (BIAUX) and Brown Advisory Sustainable Growth Fund Institutional Shares (BAFWX). 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.
| BIAUX | BAFWX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.77 | 0.02 | +0.75 |
Sortino ratioReturn per unit of downside risk | 1.23 | 0.20 | +1.03 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.03 | +0.14 |
Calmar ratioReturn relative to maximum drawdown | 1.19 | 0.03 | +1.16 |
Martin ratioReturn relative to average drawdown | 4.33 | 0.09 | +4.24 |
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
| BIAUX | BAFWX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.77 | 0.02 | +0.75 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.36 | 0.27 | +0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.44 | 0.64 | -0.21 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.57 | 0.72 | -0.15 |
Correlation
The correlation between BIAUX and BAFWX is 0.65, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
BIAUX vs. BAFWX - Dividend Comparison
BIAUX's dividend yield for the trailing twelve months is around 13.03%, less than BAFWX's 27.22% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BIAUX Brown Advisory Small-Cap Fundamental Value Fund | 13.03% | 13.49% | 16.54% | 5.94% | 6.16% | 0.48% | 0.47% | 9.38% | 14.31% | 4.11% | 0.34% | 2.41% |
BAFWX Brown Advisory Sustainable Growth Fund Institutional Shares | 27.22% | 23.83% | 5.23% | 0.01% | 0.00% | 1.82% | 0.00% | 1.48% | 3.71% | 1.70% | 0.71% | 4.73% |
Drawdowns
BIAUX vs. BAFWX - Drawdown Comparison
The maximum BIAUX drawdown since its inception was -45.55%, which is greater than BAFWX's maximum drawdown of -36.86%. Use the drawdown chart below to compare losses from any high point for BIAUX and BAFWX.
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Drawdown Indicators
| BIAUX | BAFWX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -45.55% | -36.86% | -8.69% |
Max Drawdown (1Y)Largest decline over 1 year | -14.10% | -19.93% | +5.83% |
Max Drawdown (5Y)Largest decline over 5 years | -25.16% | -36.86% | +11.70% |
Max Drawdown (10Y)Largest decline over 10 years | -45.55% | -36.86% | -8.69% |
Current DrawdownCurrent decline from peak | -5.61% | -17.22% | +11.61% |
Average DrawdownAverage peak-to-trough decline | -6.24% | -5.69% | -0.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.87% | 6.96% | -3.09% |
Volatility
BIAUX vs. BAFWX - Volatility Comparison
The current volatility for Brown Advisory Small-Cap Fundamental Value Fund (BIAUX) is 5.24%, while Brown Advisory Sustainable Growth Fund Institutional Shares (BAFWX) has a volatility of 6.50%. This indicates that BIAUX experiences smaller price fluctuations and is considered to be less risky than BAFWX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BIAUX | BAFWX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.24% | 6.50% | -1.26% |
Volatility (6M)Calculated over the trailing 6-month period | 12.37% | 12.97% | -0.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.68% | 22.91% | -1.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.84% | 22.60% | -2.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.54% | 21.44% | +0.10% |