BIAUX vs. SSLCX

Last updated Aug 4, 2026

BIAUX (Brown Advisory Small-Cap Fundamental Value Fund) and SSLCX (DWS Small Cap Core Fund) are both Small Cap Blend Equities funds. Over the past 10 years, BIAUX returned 10.50%/yr vs 10.29%/yr for SSLCX. Their correlation of 0.91 means they have usually moved in the same direction. BIAUX charges 1.10%/yr vs 0.95%/yr for SSLCX.

Performance

BIAUX vs. SSLCX - Performance Comparison

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

Returns By Period

In the year-to-date period, BIAUX achieves a 21.91% return, which is significantly higher than SSLCX's 11.16% return. Both investments have delivered pretty close results over the past 10 years, with BIAUX having a 10.50% annualized return and SSLCX not far behind at 10.29%.

BIAUX

• 1D: 0.19%
• 1M: 0.78%
• 6M: 14.85%
• YTD: 21.91%
• 1Y: 33.03%
• 3Y*: 15.37%
• 5Y*: 10.57%
• 10Y*: 10.50%
• ALL TIME*: 12.53%

SSLCX

• 1D: 0.17%
• 1M: -3.96%
• 6M: 5.72%
• YTD: 11.16%
• 1Y: 14.50%
• 3Y*: 10.95%
• 5Y*: 6.59%
• 10Y*: 10.29%
• ALL TIME*: 8.64%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
BIAUX Brown Advisory Small-Cap Fundamental Value Fund	$0.00	$0.00	$0.00
SSLCX DWS Small Cap Core Fund	$0.00	$0.00	$0.00

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	21.91%	5.71%	11.73%	16.16%	-8.74%	31.11%	-5.69%	29.85%	-13.48%	12.17%
SSLCX DWS Small Cap Core Fund	11.16%	4.99%	9.85%	13.09%	-13.53%	41.16%	14.65%	21.72%	-14.28%	11.63%

Correlation

The correlation between BIAUX and SSLCX is 0.84, meaning they have usually moved in the same direction, including during past declines.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.84
Correlation (3Y) Balances recent behavior with more history.	0.88
Correlation (5Y) Shows whether the relationship held over a longer period.	0.90
Correlation (10Y) Provides a long-term view across more market conditions.	0.89
Correlation (All Time) Calculated using the full available price history since Jan 2, 2009	0.91

The correlation between BIAUX and SSLCX has been stable across timeframes, ranging from 0.84 to 0.91 - a consistent structural relationship.

Return for Risk

BIAUX vs. SSLCX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

BIAUX

BIAUX Risk / Return Rank: 80
BIAUX Sharpe Ratio Rank: 76
BIAUX Sortino Ratio Rank: 79
BIAUX Omega Ratio Rank: 69
BIAUX Calmar Ratio Rank: 92
BIAUX Martin Ratio Rank: 84

SSLCX

SSLCX Risk / Return Rank: 27
SSLCX Sharpe Ratio Rank: 24
SSLCX Sortino Ratio Rank: 24
SSLCX Omega Ratio Rank: 23
SSLCX Calmar Ratio Rank: 33
SSLCX Martin Ratio Rank: 29

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	BIAUX	SSLCX	Difference
Sharpe ratio: Return per unit of total volatility	1.85	0.91	+0.94
Sortino ratio: Return per unit of downside risk	2.78	1.36	+1.42
Omega ratio: Gain probability vs. loss probability	1.32	1.16	+0.16
Calmar ratio: Return relative to maximum drawdown	3.77	1.55	+2.22
Martin ratio: Return relative to average drawdown	11.11	4.52	+6.58

BIAUX vs. SSLCX - Sharpe Ratio Comparison

The current BIAUX Sharpe Ratio is 1.85, which is higher than the SSLCX Sharpe Ratio of 0.91. The chart below compares the historical Sharpe Ratios of BIAUX and SSLCX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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.

Drawdown Indicators

	BIAUX	SSLCX	Difference
Max Drawdown Largest peak-to-trough decline	-45.55%	-63.14%	+17.59%
Max Drawdown (1Y) Largest decline over 1 year	-8.22%	-8.78%	+0.56%
Max Drawdown (3Y) Largest decline over 3 years	-25.16%	-17.34%	-7.82%
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 Drawdown Current decline from peak	-1.85%	-5.92%	+4.07%
Average Drawdown Average peak-to-trough decline	-6.13%	-11.25%	+5.12%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.79%	3.00%	-0.21%

Volatility

BIAUX vs. SSLCX - Volatility Comparison

Brown Advisory Small-Cap Fundamental Value Fund (BIAUX) has a higher volatility of 4.00% compared to DWS Small Cap Core Fund (SSLCX) at 3.79%. This indicates that BIAUX's price experiences larger fluctuations and is considered to be riskier than SSLCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BIAUX	SSLCX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.00%	3.79%	+0.21%
Volatility (6M) Calculated over the trailing 6-month period	10.96%	10.83%	+0.13%
Volatility (1Y) Calculated over the trailing 1-year period	16.75%	15.04%	+1.71%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.65%	17.18%	+2.47%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.53%	20.97%	+0.56%

BIAUX vs. SSLCX - Expense Ratio Comparison

BIAUX has a 1.10% expense ratio, which is higher than SSLCX's 0.95% expense ratio.

Dividends

BIAUX vs. SSLCX - Dividend Comparison

BIAUX's dividend yield for the trailing twelve months is around 11.06%, more than SSLCX's 1.09% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
BIAUX Brown Advisory Small-Cap Fundamental Value Fund	11.06%	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	1.09%	1.21%	1.52%	0.68%	1.07%	1.67%	0.35%	0.16%	5.99%	5.78%	0.60%	8.42%

Frequently Asked Questions

Can I hold both BIAUX and SSLCX in my portfolio?

BIAUX and SSLCX have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, BIAUX or SSLCX?

BIAUX has higher volatility (4.00%) compared to SSLCX (3.79%). In terms of maximum drawdown, BIAUX dropped -45.55% vs SSLCX's -63.14%.

Which has better risk-adjusted returns?

BIAUX currently has the higher Sharpe Ratio (1.85 vs 0.91), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.