BIAWX vs. BIAUX
Compare and contrast key facts about Brown Advisory Sustainable Growth Fund (BIAWX) and Brown Advisory Small-Cap Fundamental Value Fund (BIAUX).
BIAWX is managed by Brown Advisory Funds. It was launched on Jun 29, 2012. BIAUX is managed by Brown Advisory Funds. It was launched on Dec 31, 2008.
Performance
BIAWX vs. BIAUX - Performance Comparison
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BIAWX vs. BIAUX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BIAWX Brown Advisory Sustainable Growth Fund | -12.47% | 3.18% | 20.20% | 38.88% | -31.02% | 29.83% | 38.88% | 35.93% | 4.36% | 27.89% |
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% |
Returns By Period
In the year-to-date period, BIAWX achieves a -12.47% return, which is significantly lower than BIAUX's 3.47% return. Over the past 10 years, BIAWX has outperformed BIAUX with an annualized return of 13.60%, while BIAUX has yielded a comparatively lower 9.40% annualized return.
BIAWX
- 1D
- 3.30%
- 1M
- -4.63%
- YTD
- -12.47%
- 6M
- -15.30%
- 1Y
- -0.34%
- 3Y*
- 9.64%
- 5Y*
- 5.80%
- 10Y*
- 13.60%
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%
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BIAWX vs. BIAUX - Expense Ratio Comparison
BIAWX has a 0.78% expense ratio, which is lower than BIAUX's 1.10% expense ratio.
Return for Risk
BIAWX vs. BIAUX — Risk / Return Rank
BIAWX
BIAUX
BIAWX vs. BIAUX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Brown Advisory Sustainable Growth Fund (BIAWX) and Brown Advisory Small-Cap Fundamental Value Fund (BIAUX). 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 | BIAUX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.02 | 0.77 | -0.76 |
Sortino ratioReturn per unit of downside risk | 0.19 | 1.23 | -1.04 |
Omega ratioGain probability vs. loss probability | 1.03 | 1.16 | -0.14 |
Calmar ratioReturn relative to maximum drawdown | 0.02 | 1.19 | -1.17 |
Martin ratioReturn relative to average drawdown | 0.06 | 4.33 | -4.27 |
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
| BIAWX | BIAUX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.02 | 0.77 | -0.76 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.26 | 0.36 | -0.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.64 | 0.44 | +0.20 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.71 | 0.57 | +0.14 |
Correlation
The correlation between BIAWX and BIAUX is 0.65, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
BIAWX vs. BIAUX - Dividend Comparison
BIAWX's dividend yield for the trailing twelve months is around 28.02%, more than BIAUX's 13.03% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BIAWX Brown Advisory Sustainable Growth Fund | 28.02% | 24.52% | 5.34% | 0.00% | 0.00% | 1.85% | 0.00% | 1.50% | 3.75% | 1.71% | 0.72% | 4.76% |
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% |
Drawdowns
BIAWX vs. BIAUX - Drawdown Comparison
The maximum BIAWX drawdown since its inception was -36.94%, smaller than the maximum BIAUX drawdown of -45.55%. Use the drawdown chart below to compare losses from any high point for BIAWX and BIAUX.
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Drawdown Indicators
| BIAWX | BIAUX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.94% | -45.55% | +8.61% |
Max Drawdown (1Y)Largest decline over 1 year | -19.97% | -14.10% | -5.87% |
Max Drawdown (5Y)Largest decline over 5 years | -36.94% | -25.16% | -11.78% |
Max Drawdown (10Y)Largest decline over 10 years | -36.94% | -45.55% | +8.61% |
Current DrawdownCurrent decline from peak | -17.27% | -5.61% | -11.66% |
Average DrawdownAverage peak-to-trough decline | -5.72% | -6.24% | +0.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.98% | 3.87% | +3.11% |
Volatility
BIAWX vs. BIAUX - Volatility Comparison
Brown Advisory Sustainable Growth Fund (BIAWX) has a higher volatility of 6.50% compared to Brown Advisory Small-Cap Fundamental Value Fund (BIAUX) at 5.24%. This indicates that BIAWX's price experiences larger fluctuations and is considered to be riskier than BIAUX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BIAWX | BIAUX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.50% | 5.24% | +1.26% |
Volatility (6M)Calculated over the trailing 6-month period | 12.97% | 12.37% | +0.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.91% | 21.68% | +1.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.59% | 19.84% | +2.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.43% | 21.54% | -0.11% |