BIAWX vs. ACVF

Last updated Apr 1, 2026

Compare and contrast key facts about Brown Advisory Sustainable Growth Fund (BIAWX) and American Conservative Values ETF (ACVF).

BIAWX is managed by Brown Advisory Funds. It was launched on Jun 29, 2012. ACVF is an actively managed fund by Ridgeline Research LLC. It was launched on Oct 29, 2020.

Performance

BIAWX vs. ACVF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Brown Advisory Sustainable Growth Fund (BIAWX) and American Conservative Values ETF (ACVF). The values are adjusted to include any dividend payments, if applicable.

BIAWX vs. ACVF - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
BIAWX Brown Advisory Sustainable Growth Fund	-15.27%	3.18%	20.20%	38.88%	-31.02%	29.83%	11.42%
ACVF American Conservative Values ETF	-3.45%	13.67%	20.56%	23.81%	-15.74%	28.84%	13.79%

Returns By Period

In the year-to-date period, BIAWX achieves a -15.27% return, which is significantly lower than ACVF's -3.45% return.

BIAWX

• 1D: 0.08%
• 1M: -7.49%
• YTD: -15.27%
• 6M: -17.70%
• 1Y: -2.85%
• 3Y*: 8.46%
• 5Y*: 5.44%
• 10Y*: 13.24%

ACVF

• 1D: 2.40%
• 1M: -4.95%
• YTD: -3.45%
• 6M: -3.15%
• 1Y: 11.87%
• 3Y*: 15.53%
• 5Y*: 10.53%
• 10Y*: —

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

BIAWX vs. ACVF - Expense Ratio Comparison

BIAWX has a 0.78% expense ratio, which is higher than ACVF's 0.75% expense ratio.

BIAWX

Brown Advisory Sustainable Growth Fund

ACVF

American Conservative Values ETF

Return for Risk

BIAWX vs. ACVF — Risk / Return Rank

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

BIAWX

BIAWX Risk / Return Rank: 4
BIAWX Sharpe Ratio Rank: 4
BIAWX Sortino Ratio Rank: 4
BIAWX Omega Ratio Rank: 4
BIAWX Calmar Ratio Rank: 3
BIAWX Martin Ratio Rank: 3

ACVF

ACVF Risk / Return Rank: 44
ACVF Sharpe Ratio Rank: 39
ACVF Sortino Ratio Rank: 40
ACVF Omega Ratio Rank: 42
ACVF Calmar Ratio Rank: 44
ACVF Martin Ratio Rank: 54

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.

BIAWX vs. ACVF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Brown Advisory Sustainable Growth Fund (BIAWX) and American Conservative Values ETF (ACVF). 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.

	BIAWX	ACVF	Difference
Sharpe ratio Return per unit of total volatility	-0.12	0.70	-0.82
Sortino ratio Return per unit of downside risk	-0.02	1.11	-1.12
Omega ratio Gain probability vs. loss probability	1.00	1.16	-0.16
Calmar ratio Return relative to maximum drawdown	-0.26	1.10	-1.35
Martin ratio Return relative to average drawdown	-0.74	5.16	-5.91
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

BIAWX vs. ACVF - Sharpe Ratio Comparison

The current BIAWX Sharpe Ratio is -0.12, which is lower than the ACVF Sharpe Ratio of 0.70. The chart below compares the historical Sharpe Ratios of BIAWX and ACVF, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	BIAWX	ACVF	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.12	0.70	-0.82
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.24	0.65	-0.41
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.62	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.70	0.87	-0.17

Correlation

The correlation between BIAWX and ACVF is 0.88, 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

BIAWX vs. ACVF - Dividend Comparison

BIAWX's dividend yield for the trailing twelve months is around 28.94%, more than ACVF's 0.61% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
BIAWX Brown Advisory Sustainable Growth Fund	28.94%	24.52%	5.34%	0.00%	0.00%	1.85%	0.00%	1.50%	3.75%	1.71%	0.72%	4.76%
ACVF American Conservative Values ETF	0.61%	0.59%	0.59%	0.82%	0.93%	0.61%	0.23%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

BIAWX vs. ACVF - Drawdown Comparison

The maximum BIAWX drawdown since its inception was -36.94%, which is greater than ACVF's maximum drawdown of -24.39%. Use the drawdown chart below to compare losses from any high point for BIAWX and ACVF.

Drawdown Indicators

	BIAWX	ACVF	Difference
Max Drawdown Largest peak-to-trough decline	-36.94%	-24.39%	-12.55%
Max Drawdown (1Y) Largest decline over 1 year	-19.97%	-11.53%	-8.44%
Max Drawdown (5Y) Largest decline over 5 years	-36.94%	-24.39%	-12.55%
Max Drawdown (10Y) Largest decline over 10 years	-36.94%	—	—
Current Drawdown Current decline from peak	-19.91%	-5.49%	-14.42%
Average Drawdown Average peak-to-trough decline	-5.71%	-4.87%	-0.84%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.89%	2.45%	+4.44%

Volatility

BIAWX vs. ACVF - Volatility Comparison

Brown Advisory Sustainable Growth Fund (BIAWX) has a higher volatility of 5.41% compared to American Conservative Values ETF (ACVF) at 4.99%. This indicates that BIAWX's price experiences larger fluctuations and is considered to be riskier than ACVF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BIAWX	ACVF	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.41%	4.99%	+0.42%
Volatility (6M) Calculated over the trailing 6-month period	12.54%	9.07%	+3.47%
Volatility (1Y) Calculated over the trailing 1-year period	22.72%	17.11%	+5.61%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	22.55%	16.22%	+6.33%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.41%	16.09%	+5.32%