BIAWX vs. QGRO
Compare and contrast key facts about Brown Advisory Sustainable Growth Fund (BIAWX) and American Century STOXX U.S. Quality Growth ETF (QGRO).
BIAWX is managed by Brown Advisory Funds. It was launched on Jun 29, 2012. QGRO is a passively managed fund by American Century Investments that tracks the performance of the iSTOXX American Century USA Quality Growth (USD)(GR). It was launched on Sep 10, 2018.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BIAWX or QGRO.
Performance
BIAWX vs. QGRO - Performance Comparison
Returns By Period
In the year-to-date period, BIAWX achieves a 21.11% return, which is significantly lower than QGRO's 35.32% return.
BIAWX
21.11%
3.10%
9.25%
27.65%
16.32%
14.35%
QGRO
35.32%
11.26%
21.24%
44.00%
19.22%
N/A
Key characteristics
| BIAWX | QGRO | |
|---|---|---|
| Sharpe Ratio | 1.68 | 2.91 |
| Sortino Ratio | 2.31 | 3.89 |
| Omega Ratio | 1.31 | 1.50 |
| Calmar Ratio | 2.07 | 4.72 |
| Martin Ratio | 10.79 | 17.25 |
| Ulcer Index | 2.56% | 2.55% |
| Daily Std Dev | 16.43% | 15.11% |
| Max Drawdown | -38.09% | -32.57% |
| Current Drawdown | -1.36% | 0.00% |
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BIAWX vs. QGRO - Expense Ratio Comparison
BIAWX has a 0.78% expense ratio, which is higher than QGRO's 0.29% expense ratio.
Correlation
The correlation between BIAWX and QGRO is 0.93, 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. QGRO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Brown Advisory Sustainable Growth Fund (BIAWX) and American Century STOXX U.S. Quality Growth ETF (QGRO). 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. QGRO - Dividend Comparison
BIAWX has not paid dividends to shareholders, while QGRO's dividend yield for the trailing twelve months is around 0.29%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|
BIAWX Brown Advisory Sustainable Growth Fund | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
QGRO American Century STOXX U.S. Quality Growth ETF | 0.29% | 0.41% | 0.46% | 0.31% | 0.22% | 0.38% | 0.13% |
Drawdowns
BIAWX vs. QGRO - Drawdown Comparison
The maximum BIAWX drawdown since its inception was -38.09%, which is greater than QGRO's maximum drawdown of -32.57%. Use the drawdown chart below to compare losses from any high point for BIAWX and QGRO. For additional features, visit the drawdowns tool.
Volatility
BIAWX vs. QGRO - Volatility Comparison
Brown Advisory Sustainable Growth Fund (BIAWX) and American Century STOXX U.S. Quality Growth ETF (QGRO) have volatilities of 5.54% and 5.46%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.