BIAWX vs. PRWAX

The year-to-date returns for both investments are quite close, with BIAWX having a 17.69% return and PRWAX slightly higher at 18.41%. Over the past 10 years, BIAWX has outperformed PRWAX with an annualized return of 14.22%, while PRWAX has yielded a comparatively lower 6.06% annualized return.

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

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.

The current BIAWX Sharpe Ratio is 1.01, which is comparable to the PRWAX Sharpe Ratio of 1.22. 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.

Neither BIAWX nor PRWAX has paid dividends to shareholders.

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.

The current volatility for Brown Advisory Sustainable Growth Fund (BIAWX) is 7.78%, while T. Rowe Price All-Cap Opportunities Fund (PRWAX) has a volatility of 9.13%. This indicates that BIAWX experiences smaller price fluctuations and is considered to be less risky than PRWAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.