BIAUX vs. SSLCX
Compare and contrast key facts about Brown Advisory Small-Cap Fundamental Value Fund (BIAUX) and DWS Small Cap Core Fund (SSLCX).
BIAUX is managed by Brown Advisory Funds. It was launched on Dec 31, 2008. SSLCX is managed by DWS. It was launched on Jul 14, 2000.
Performance
BIAUX vs. SSLCX - Performance Comparison
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BIAUX vs. SSLCX - 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% |
SSLCX DWS Small Cap Core Fund | 2.41% | 4.99% | 9.85% | 13.09% | -13.53% | 41.16% | 14.65% | 21.72% | -14.28% | 11.63% |
Returns By Period
In the year-to-date period, BIAUX achieves a 3.47% return, which is significantly higher than SSLCX's 2.41% return. Over the past 10 years, BIAUX has underperformed SSLCX with an annualized return of 9.40%, while SSLCX has yielded a comparatively higher 10.13% 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%
SSLCX
- 1D
- 2.02%
- 1M
- -2.26%
- YTD
- 2.41%
- 6M
- -0.12%
- 1Y
- 9.98%
- 3Y*
- 9.67%
- 5Y*
- 5.66%
- 10Y*
- 10.13%
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BIAUX vs. SSLCX - Expense Ratio Comparison
BIAUX has a 1.10% expense ratio, which is higher than SSLCX's 0.95% expense ratio.
Return for Risk
BIAUX vs. SSLCX — Risk / Return Rank
BIAUX
SSLCX
BIAUX vs. SSLCX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Brown Advisory Small-Cap Fundamental Value Fund (BIAUX) and DWS Small Cap Core Fund (SSLCX). 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 | SSLCX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.77 | 0.62 | +0.16 |
Sortino ratioReturn per unit of downside risk | 1.23 | 0.97 | +0.26 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.13 | +0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.19 | 0.89 | +0.30 |
Martin ratioReturn relative to average drawdown | 4.33 | 2.88 | +1.45 |
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 | SSLCX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.77 | 0.62 | +0.16 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.36 | 0.32 | +0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.44 | 0.48 | -0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.57 | 0.37 | +0.20 |
Correlation
The correlation between BIAUX and SSLCX is 0.92, 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. SSLCX - Dividend Comparison
BIAUX's dividend yield for the trailing twelve months is around 13.03%, more than SSLCX's 1.18% 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% |
SSLCX DWS Small Cap Core Fund | 1.18% | 1.21% | 1.52% | 0.68% | 1.07% | 1.67% | 0.35% | 0.16% | 5.99% | 5.78% | 0.60% | 8.42% |
Drawdowns
BIAUX vs. SSLCX - Drawdown Comparison
The maximum BIAUX drawdown since its inception was -45.55%, smaller than the maximum SSLCX drawdown of -63.14%. Use the drawdown chart below to compare losses from any high point for BIAUX and SSLCX.
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Drawdown Indicators
| BIAUX | SSLCX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -45.55% | -63.14% | +17.59% |
Max Drawdown (1Y)Largest decline over 1 year | -14.10% | -10.06% | -4.04% |
Max Drawdown (5Y)Largest decline over 5 years | -25.16% | -22.57% | -2.59% |
Max Drawdown (10Y)Largest decline over 10 years | -45.55% | -48.07% | +2.52% |
Current DrawdownCurrent decline from peak | -5.61% | -3.65% | -1.96% |
Average DrawdownAverage peak-to-trough decline | -6.24% | -11.38% | +5.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.87% | 3.09% | +0.78% |
Volatility
BIAUX vs. SSLCX - Volatility Comparison
Brown Advisory Small-Cap Fundamental Value Fund (BIAUX) and DWS Small Cap Core Fund (SSLCX) have volatilities of 5.24% and 5.03%, 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
| BIAUX | SSLCX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.24% | 5.03% | +0.21% |
Volatility (6M)Calculated over the trailing 6-month period | 12.37% | 11.18% | +1.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.68% | 17.61% | +4.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.84% | 17.65% | +2.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.54% | 21.07% | +0.47% |