BIAUX vs. BIAEX
Compare and contrast key facts about Brown Advisory Small-Cap Fundamental Value Fund (BIAUX) and Brown Advisory Tax Exempt Bond Fund (BIAEX).
BIAUX is managed by Brown Advisory Funds. It was launched on Dec 31, 2008. BIAEX is managed by Brown Advisory Funds. It was launched on Jun 28, 2012.
Performance
BIAUX vs. BIAEX - Performance Comparison
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BIAUX vs. BIAEX - 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% |
BIAEX Brown Advisory Tax Exempt Bond Fund | -0.48% | 5.50% | 2.08% | 6.43% | -9.75% | 2.39% | 3.65% | 7.48% | 2.19% | 4.12% |
Returns By Period
In the year-to-date period, BIAUX achieves a 3.47% return, which is significantly higher than BIAEX's -0.48% return. Over the past 10 years, BIAUX has outperformed BIAEX with an annualized return of 9.40%, while BIAEX has yielded a comparatively lower 1.97% 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%
BIAEX
- 1D
- 0.21%
- 1M
- -2.20%
- YTD
- -0.48%
- 6M
- 1.23%
- 1Y
- 4.68%
- 3Y*
- 3.61%
- 5Y*
- 1.01%
- 10Y*
- 1.97%
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BIAUX vs. BIAEX - Expense Ratio Comparison
BIAUX has a 1.10% expense ratio, which is higher than BIAEX's 0.46% expense ratio.
Return for Risk
BIAUX vs. BIAEX — Risk / Return Rank
BIAUX
BIAEX
BIAUX vs. BIAEX - 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 Tax Exempt Bond Fund (BIAEX). 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 | BIAEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.77 | 1.24 | -0.47 |
Sortino ratioReturn per unit of downside risk | 1.23 | 1.68 | -0.45 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.34 | -0.18 |
Calmar ratioReturn relative to maximum drawdown | 1.19 | 1.41 | -0.22 |
Martin ratioReturn relative to average drawdown | 4.33 | 5.19 | -0.86 |
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 | BIAEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.77 | 1.24 | -0.47 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.36 | 0.30 | +0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.44 | 0.55 | -0.11 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.57 | 0.48 | +0.10 |
Correlation
The correlation between BIAUX and BIAEX is -0.07. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Dividends
BIAUX vs. BIAEX - Dividend Comparison
BIAUX's dividend yield for the trailing twelve months is around 13.03%, more than BIAEX's 3.48% 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% |
BIAEX Brown Advisory Tax Exempt Bond Fund | 3.48% | 3.79% | 3.67% | 3.15% | 2.00% | 2.57% | 2.75% | 3.01% | 3.27% | 2.30% | 0.00% | 0.00% |
Drawdowns
BIAUX vs. BIAEX - Drawdown Comparison
The maximum BIAUX drawdown since its inception was -45.55%, which is greater than BIAEX's maximum drawdown of -13.89%. Use the drawdown chart below to compare losses from any high point for BIAUX and BIAEX.
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Drawdown Indicators
| BIAUX | BIAEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -45.55% | -13.89% | -31.66% |
Max Drawdown (1Y)Largest decline over 1 year | -14.10% | -3.97% | -10.13% |
Max Drawdown (5Y)Largest decline over 5 years | -25.16% | -13.89% | -11.27% |
Max Drawdown (10Y)Largest decline over 10 years | -45.55% | -13.89% | -31.66% |
Current DrawdownCurrent decline from peak | -5.61% | -2.51% | -3.10% |
Average DrawdownAverage peak-to-trough decline | -6.24% | -2.85% | -3.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.87% | 1.08% | +2.79% |
Volatility
BIAUX vs. BIAEX - Volatility Comparison
Brown Advisory Small-Cap Fundamental Value Fund (BIAUX) has a higher volatility of 5.24% compared to Brown Advisory Tax Exempt Bond Fund (BIAEX) at 1.01%. This indicates that BIAUX's price experiences larger fluctuations and is considered to be riskier than BIAEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BIAUX | BIAEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.24% | 1.01% | +4.23% |
Volatility (6M)Calculated over the trailing 6-month period | 12.37% | 1.66% | +10.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.68% | 4.09% | +17.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.84% | 3.37% | +16.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.54% | 3.58% | +17.96% |