BIAWX vs. NASDX
Compare and contrast key facts about Brown Advisory Sustainable Growth Fund (BIAWX) and Shelton Capital Management Nasdaq-100 Index Fund Direct Shares (NASDX).
BIAWX is managed by Brown Advisory Funds. It was launched on Jun 29, 2012. NASDX is a passively managed fund by BlackRock that tracks the performance of the NASDAQ-100 Index. It was launched on Jan 18, 2000.
Performance
BIAWX vs. NASDX - Performance Comparison
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BIAWX vs. NASDX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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%
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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
BIAWX
NASDX
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.
| BIAWX | NASDX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.12 | 1.04 | -1.17 |
Sortino ratioReturn per unit of downside risk | -0.02 | 1.63 | -1.64 |
Omega ratioGain probability vs. loss probability | 1.00 | 1.23 | -0.23 |
Calmar ratioReturn relative to maximum drawdown | -0.26 | 1.87 | -2.13 |
Martin ratioReturn relative to average drawdown | -0.74 | 7.07 | -7.81 |
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 | NASDX | Difference | |
|---|---|---|---|
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.
| 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% |
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
| BIAWX | NASDX | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -19.91% | -8.91% | -11.00% |
Average DrawdownAverage peak-to-trough decline | -5.71% | -34.59% | +28.88% |
Ulcer IndexDepth 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
| BIAWX | NASDX | Difference | |
|---|---|---|---|
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% |