BIAUX vs. SWSSX
Compare and contrast key facts about Brown Advisory Small-Cap Fundamental Value Fund (BIAUX) and Schwab Small-Cap Index Fund-Select Shares (SWSSX).
BIAUX is managed by Brown Advisory Funds. It was launched on Dec 31, 2008. SWSSX is a passively managed fund by Charles Schwab that tracks the performance of the Russell 2000 Index. It was launched on May 19, 1997.
Performance
BIAUX vs. SWSSX - Performance Comparison
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BIAUX vs. SWSSX - 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% |
SWSSX Schwab Small-Cap Index Fund-Select Shares | 0.90% | 12.88% | 11.57% | 17.07% | -20.43% | 14.77% | 20.12% | 25.63% | -11.19% | 14.76% |
Returns By Period
In the year-to-date period, BIAUX achieves a 3.47% return, which is significantly higher than SWSSX's 0.90% return. Both investments have delivered pretty close results over the past 10 years, with BIAUX having a 9.40% annualized return and SWSSX not far ahead at 9.87%.
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%
SWSSX
- 1D
- 3.48%
- 1M
- -5.84%
- YTD
- 0.90%
- 6M
- 2.87%
- 1Y
- 25.74%
- 3Y*
- 13.11%
- 5Y*
- 3.50%
- 10Y*
- 9.87%
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BIAUX vs. SWSSX - Expense Ratio Comparison
BIAUX has a 1.10% expense ratio, which is higher than SWSSX's 0.04% expense ratio.
Return for Risk
BIAUX vs. SWSSX — Risk / Return Rank
BIAUX
SWSSX
BIAUX vs. SWSSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Brown Advisory Small-Cap Fundamental Value Fund (BIAUX) and Schwab Small-Cap Index Fund-Select Shares (SWSSX). 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 | SWSSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.77 | 1.11 | -0.34 |
Sortino ratioReturn per unit of downside risk | 1.23 | 1.66 | -0.43 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.21 | -0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.19 | 1.81 | -0.62 |
Martin ratioReturn relative to average drawdown | 4.33 | 6.78 | -2.45 |
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 | SWSSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.77 | 1.11 | -0.34 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.36 | 0.16 | +0.20 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.44 | 0.41 | +0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.57 | 0.34 | +0.24 |
Correlation
The correlation between BIAUX and SWSSX is 0.93, 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. SWSSX - Dividend Comparison
BIAUX's dividend yield for the trailing twelve months is around 13.03%, more than SWSSX's 1.28% 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% |
SWSSX Schwab Small-Cap Index Fund-Select Shares | 1.28% | 1.29% | 1.66% | 1.49% | 1.32% | 8.88% | 2.55% | 6.12% | 10.45% | 5.22% | 4.10% | 6.92% |
Drawdowns
BIAUX vs. SWSSX - Drawdown Comparison
The maximum BIAUX drawdown since its inception was -45.55%, smaller than the maximum SWSSX drawdown of -60.34%. Use the drawdown chart below to compare losses from any high point for BIAUX and SWSSX.
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Drawdown Indicators
| BIAUX | SWSSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -45.55% | -60.34% | +14.79% |
Max Drawdown (1Y)Largest decline over 1 year | -14.10% | -13.90% | -0.20% |
Max Drawdown (5Y)Largest decline over 5 years | -25.16% | -31.93% | +6.77% |
Max Drawdown (10Y)Largest decline over 10 years | -45.55% | -41.81% | -3.74% |
Current DrawdownCurrent decline from peak | -5.61% | -7.91% | +2.30% |
Average DrawdownAverage peak-to-trough decline | -6.24% | -10.78% | +4.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.87% | 3.71% | +0.16% |
Volatility
BIAUX vs. SWSSX - Volatility Comparison
The current volatility for Brown Advisory Small-Cap Fundamental Value Fund (BIAUX) is 5.24%, while Schwab Small-Cap Index Fund-Select Shares (SWSSX) has a volatility of 7.53%. This indicates that BIAUX experiences smaller price fluctuations and is considered to be less risky than SWSSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BIAUX | SWSSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.24% | 7.53% | -2.29% |
Volatility (6M)Calculated over the trailing 6-month period | 12.37% | 14.53% | -2.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.68% | 23.31% | -1.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.84% | 22.62% | -2.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.54% | 24.05% | -2.51% |