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BIAWX vs. NASDX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BIAWX vs. NASDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Brown Advisory Sustainable Growth Fund (BIAWX) and Shelton Capital Management Nasdaq-100 Index Fund Direct Shares (NASDX). The values are adjusted to include any dividend payments, if applicable.

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BIAWX vs. NASDX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BIAWX
Brown Advisory Sustainable Growth Fund
-15.27%3.18%20.20%38.88%-31.02%29.83%38.88%35.93%4.36%27.89%
NASDX
Shelton Capital Management Nasdaq-100 Index Fund Direct Shares
-6.04%21.00%36.91%54.69%-32.57%27.32%48.59%38.22%-1.21%31.27%

Returns By Period

In the year-to-date period, BIAWX achieves a -15.27% return, which is significantly lower than NASDX's -6.04% return. Over the past 10 years, BIAWX has underperformed NASDX with an annualized return of 13.24%, while NASDX has yielded a comparatively higher 19.48% annualized 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%

NASDX

1D
3.39%
1M
-5.03%
YTD
-6.04%
6M
-4.08%
1Y
22.65%
3Y*
25.90%
5Y*
14.78%
10Y*
19.48%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BIAWX vs. NASDX - Expense Ratio Comparison

BIAWX has a 0.78% expense ratio, which is higher than NASDX's 0.63% expense ratio.


Return for Risk

BIAWX vs. NASDX — Risk / Return Rank

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

BIAWX
BIAWX Risk / Return Rank: 44
Overall Rank
BIAWX Sharpe Ratio Rank: 44
Sharpe Ratio Rank
BIAWX Sortino Ratio Rank: 44
Sortino Ratio Rank
BIAWX Omega Ratio Rank: 44
Omega Ratio Rank
BIAWX Calmar Ratio Rank: 33
Calmar Ratio Rank
BIAWX Martin Ratio Rank: 33
Martin Ratio Rank

NASDX
NASDX Risk / Return Rank: 6565
Overall Rank
NASDX Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
NASDX Sortino Ratio Rank: 6161
Sortino Ratio Rank
NASDX Omega Ratio Rank: 5757
Omega Ratio Rank
NASDX Calmar Ratio Rank: 7878
Calmar Ratio Rank
NASDX Martin Ratio Rank: 7373
Martin Ratio Rank
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. NASDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Brown Advisory Sustainable Growth Fund (BIAWX) and Shelton Capital Management Nasdaq-100 Index Fund Direct Shares (NASDX). 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.


BIAWXNASDXDifference

Sharpe ratio

Return per unit of total volatility

-0.12

1.04

-1.17

Sortino ratio

Return per unit of downside risk

-0.02

1.63

-1.64

Omega ratio

Gain probability vs. loss probability

1.00

1.23

-0.23

Calmar ratio

Return relative to maximum drawdown

-0.26

1.87

-2.13

Martin ratio

Return relative to average drawdown

-0.74

7.07

-7.81

BIAWX vs. NASDX - Sharpe Ratio Comparison

The current BIAWX Sharpe Ratio is -0.12, which is lower than the NASDX Sharpe Ratio of 1.04. The chart below compares the historical Sharpe Ratios of BIAWX and NASDX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


BIAWXNASDXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.12

1.04

-1.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.24

0.64

-0.40

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.62

0.86

-0.24

Sharpe Ratio (All Time)

Calculated using the full available price history

0.70

0.29

+0.41

Correlation

The correlation between BIAWX and NASDX is 0.91, 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. NASDX - Dividend Comparison

BIAWX's dividend yield for the trailing twelve months is around 28.94%, more than NASDX's 3.80% yield.


TTM20252024202320222021202020192018201720162015
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%
NASDX
Shelton Capital Management Nasdaq-100 Index Fund Direct Shares
3.80%3.76%16.95%7.61%3.75%2.59%1.28%7.09%2.47%1.65%0.75%0.85%

Drawdowns

BIAWX vs. NASDX - Drawdown Comparison

The maximum BIAWX drawdown since its inception was -36.94%, smaller than the maximum NASDX drawdown of -83.16%. Use the drawdown chart below to compare losses from any high point for BIAWX and NASDX.


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Drawdown Indicators


BIAWXNASDXDifference

Max Drawdown

Largest peak-to-trough decline

-36.94%

-83.16%

+46.22%

Max Drawdown (1Y)

Largest decline over 1 year

-19.97%

-12.70%

-7.27%

Max Drawdown (5Y)

Largest decline over 5 years

-36.94%

-35.33%

-1.61%

Max Drawdown (10Y)

Largest decline over 10 years

-36.94%

-35.33%

-1.61%

Current Drawdown

Current decline from peak

-19.91%

-8.91%

-11.00%

Average Drawdown

Average peak-to-trough decline

-5.71%

-34.59%

+28.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.89%

3.37%

+3.52%

Volatility

BIAWX vs. NASDX - Volatility Comparison

The current volatility for Brown Advisory Sustainable Growth Fund (BIAWX) is 5.41%, while Shelton Capital Management Nasdaq-100 Index Fund Direct Shares (NASDX) has a volatility of 6.54%. This indicates that BIAWX experiences smaller price fluctuations and is considered to be less risky than NASDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BIAWXNASDXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.41%

6.54%

-1.13%

Volatility (6M)

Calculated over the trailing 6-month period

12.54%

12.89%

-0.35%

Volatility (1Y)

Calculated over the trailing 1-year period

22.72%

22.75%

-0.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.55%

23.07%

-0.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.41%

22.63%

-1.22%