BIAWX vs. PRWAX
Compare and contrast key facts about Brown Advisory Sustainable Growth Fund (BIAWX) and T. Rowe Price All-Cap Opportunities Fund (PRWAX).
BIAWX is managed by Brown Advisory Funds. It was launched on Jun 29, 2012. PRWAX is managed by T. Rowe Price. It was launched on Sep 30, 1985.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BIAWX or PRWAX.
Performance
BIAWX vs. PRWAX - Performance Comparison
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
21.11%
3.10%
9.25%
27.65%
16.32%
14.35%
PRWAX
27.87%
3.38%
11.22%
26.83%
7.94%
5.39%
Key characteristics
BIAWX | PRWAX | |
---|---|---|
Sharpe Ratio | 1.68 | 1.95 |
Sortino Ratio | 2.31 | 2.54 |
Omega Ratio | 1.31 | 1.37 |
Calmar Ratio | 2.07 | 1.01 |
Martin Ratio | 10.79 | 10.98 |
Ulcer Index | 2.56% | 2.44% |
Daily Std Dev | 16.43% | 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.
Correlation
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.
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%.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
---|---|---|---|---|---|---|---|---|---|
Brown Advisory Sustainable Growth Fund | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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.
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.