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BIAWX vs. PRWAX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

BIAWX vs. PRWAX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Brown Advisory Sustainable Growth Fund (BIAWX) and T. Rowe Price All-Cap Opportunities Fund (PRWAX). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
9.25%
11.22%
BIAWX
PRWAX

Returns By Period

In the year-to-date period, BIAWX achieves a 21.11% return, which is significantly lower than PRWAX's 27.87% return. Over the past 10 years, BIAWX has outperformed PRWAX with an annualized return of 14.35%, while PRWAX has yielded a comparatively lower 5.39% annualized return.


BIAWX

YTD

21.11%

1M

3.10%

6M

9.25%

1Y

27.65%

5Y (annualized)

16.32%

10Y (annualized)

14.35%

PRWAX

YTD

27.87%

1M

3.38%

6M

11.22%

1Y

26.83%

5Y (annualized)

7.94%

10Y (annualized)

5.39%

Key characteristics


BIAWXPRWAX
Sharpe Ratio1.681.95
Sortino Ratio2.312.54
Omega Ratio1.311.37
Calmar Ratio2.071.01
Martin Ratio10.7910.98
Ulcer Index2.56%2.44%
Daily Std Dev16.43%13.79%
Max Drawdown-38.09%-70.45%
Current Drawdown-1.36%-4.22%

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BIAWX vs. PRWAX - Expense Ratio Comparison

BIAWX has a 0.78% expense ratio, which is higher than PRWAX's 0.76% expense ratio.


BIAWX
Brown Advisory Sustainable Growth Fund
Expense ratio chart for BIAWX: current value at 0.78% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.78%
Expense ratio chart for PRWAX: current value at 0.76% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.76%

Correlation

-0.50.00.51.00.9

The correlation between BIAWX and PRWAX is 0.92, 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.

Risk-Adjusted Performance

BIAWX vs. PRWAX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Brown Advisory Sustainable Growth Fund (BIAWX) and T. Rowe Price All-Cap Opportunities Fund (PRWAX). 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.


Sharpe ratio
The chart of Sharpe ratio for BIAWX, currently valued at 1.68, compared to the broader market-1.000.001.002.003.004.005.001.681.95
The chart of Sortino ratio for BIAWX, currently valued at 2.31, compared to the broader market0.005.0010.002.312.54
The chart of Omega ratio for BIAWX, currently valued at 1.31, compared to the broader market1.002.003.004.001.311.37
The chart of Calmar ratio for BIAWX, currently valued at 2.07, compared to the broader market0.005.0010.0015.0020.002.071.01
The chart of Martin ratio for BIAWX, currently valued at 10.79, compared to the broader market0.0020.0040.0060.0080.00100.0010.7910.98
BIAWX
PRWAX

The current BIAWX Sharpe Ratio is 1.68, which is comparable to the PRWAX Sharpe Ratio of 1.95. The chart below compares the historical Sharpe Ratios of BIAWX and PRWAX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio1.001.502.002.50JuneJulyAugustSeptemberOctoberNovember
1.68
1.95
BIAWX
PRWAX

Dividends

BIAWX vs. PRWAX - Dividend Comparison

BIAWX has not paid dividends to shareholders, while PRWAX's dividend yield for the trailing twelve months is around 0.16%.


TTM20232022202120202019201820172016
BIAWX
Brown Advisory Sustainable Growth Fund
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PRWAX
T. Rowe Price All-Cap Opportunities Fund
0.16%0.20%0.00%0.00%0.03%0.40%0.23%0.17%0.05%

Drawdowns

BIAWX vs. PRWAX - Drawdown Comparison

The maximum BIAWX drawdown since its inception was -38.09%, smaller than the maximum PRWAX drawdown of -70.45%. Use the drawdown chart below to compare losses from any high point for BIAWX and PRWAX. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.36%
-4.22%
BIAWX
PRWAX

Volatility

BIAWX vs. PRWAX - Volatility Comparison

Brown Advisory Sustainable Growth Fund (BIAWX) has a higher volatility of 5.54% compared to T. Rowe Price All-Cap Opportunities Fund (PRWAX) at 3.95%. This indicates that BIAWX's price experiences larger fluctuations and is considered to be riskier than PRWAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%JuneJulyAugustSeptemberOctoberNovember
5.54%
3.95%
BIAWX
PRWAX