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BIAUX vs. BIASX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BIAUX vs. BIASX - Performance Comparison

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

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BIAUX vs. BIASX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
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%

Returns By Period

In the year-to-date period, BIAUX achieves a 3.47% return, which is significantly higher than BIASX's -1.41% return. Over the past 10 years, BIAUX has outperformed BIASX with an annualized return of 9.40%, while BIASX has yielded a comparatively lower 8.65% 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%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BIAUX vs. BIASX - Expense Ratio Comparison

BIAUX has a 1.10% expense ratio, which is lower than BIASX's 1.11% expense ratio.


Return for Risk

BIAUX vs. BIASX — Risk / Return Rank

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

BIAUX
BIAUX Risk / Return Rank: 3232
Overall Rank
BIAUX Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
BIAUX Sortino Ratio Rank: 3232
Sortino Ratio Rank
BIAUX Omega Ratio Rank: 2727
Omega Ratio Rank
BIAUX Calmar Ratio Rank: 3939
Calmar Ratio Rank
BIAUX Martin Ratio Rank: 3636
Martin Ratio Rank

BIASX
BIASX Risk / Return Rank: 1414
Overall Rank
BIASX Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
BIASX Sortino Ratio Rank: 1414
Sortino Ratio Rank
BIASX Omega Ratio Rank: 1212
Omega Ratio Rank
BIASX Calmar Ratio Rank: 1616
Calmar Ratio Rank
BIASX Martin Ratio Rank: 1818
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.

BIAUX vs. BIASX - 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 Small-Cap Growth Fund (BIASX). 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.


BIAUXBIASXDifference

Sharpe ratio

Return per unit of total volatility

0.77

0.40

+0.38

Sortino ratio

Return per unit of downside risk

1.23

0.74

+0.49

Omega ratio

Gain probability vs. loss probability

1.16

1.09

+0.07

Calmar ratio

Return relative to maximum drawdown

1.19

0.57

+0.62

Martin ratio

Return relative to average drawdown

4.33

2.23

+2.10

BIAUX vs. BIASX - Sharpe Ratio Comparison

The current BIAUX Sharpe Ratio is 0.77, which is higher than the BIASX Sharpe Ratio of 0.40. The chart below compares the historical Sharpe Ratios of BIAUX and BIASX, 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


BIAUXBIASXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.77

0.40

+0.38

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.36

-0.03

+0.39

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.44

0.44

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.57

0.28

+0.29

Correlation

The correlation between BIAUX and BIASX 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

BIAUX vs. BIASX - Dividend Comparison

BIAUX's dividend yield for the trailing twelve months is around 13.03%, less than BIASX's 19.90% yield.


TTM20252024202320222021202020192018201720162015
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%
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%

Drawdowns

BIAUX vs. BIASX - Drawdown Comparison

The maximum BIAUX drawdown since its inception was -45.55%, smaller than the maximum BIASX drawdown of -73.26%. Use the drawdown chart below to compare losses from any high point for BIAUX and BIASX.


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Drawdown Indicators


BIAUXBIASXDifference

Max Drawdown

Largest peak-to-trough decline

-45.55%

-73.26%

+27.71%

Max Drawdown (1Y)

Largest decline over 1 year

-14.10%

-14.18%

+0.08%

Max Drawdown (5Y)

Largest decline over 5 years

-25.16%

-30.61%

+5.45%

Max Drawdown (10Y)

Largest decline over 10 years

-45.55%

-38.04%

-7.51%

Current Drawdown

Current decline from peak

-5.61%

-10.83%

+5.22%

Average Drawdown

Average peak-to-trough decline

-6.24%

-23.60%

+17.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.87%

3.61%

+0.26%

Volatility

BIAUX vs. BIASX - Volatility Comparison

The current volatility for Brown Advisory Small-Cap Fundamental Value Fund (BIAUX) is 5.24%, while Brown Advisory Small-Cap Growth Fund (BIASX) has a volatility of 6.58%. This indicates that BIAUX experiences smaller price fluctuations and is considered to be less risky than BIASX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BIAUXBIASXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.24%

6.58%

-1.34%

Volatility (6M)

Calculated over the trailing 6-month period

12.37%

12.70%

-0.33%

Volatility (1Y)

Calculated over the trailing 1-year period

21.68%

22.35%

-0.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.84%

19.76%

+0.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.54%

19.90%

+1.64%