PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
BIAWX vs. QGRO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

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.


-0.50.00.51.00.9

Performance

BIAWX vs. QGRO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Brown Advisory Sustainable Growth Fund (BIAWX) and American Century STOXX U.S. Quality Growth ETF (QGRO). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%15.00%20.00%25.00%JulyAugustSeptemberOctoberNovemberDecember
3.25%
19.68%
BIAWX
QGRO

Key characteristics

Sharpe Ratio

BIAWX:

1.01

QGRO:

2.23

Sortino Ratio

BIAWX:

1.42

QGRO:

2.96

Omega Ratio

BIAWX:

1.19

QGRO:

1.39

Calmar Ratio

BIAWX:

1.54

QGRO:

3.76

Martin Ratio

BIAWX:

6.25

QGRO:

13.16

Ulcer Index

BIAWX:

2.88%

QGRO:

2.67%

Daily Std Dev

BIAWX:

17.82%

QGRO:

15.77%

Max Drawdown

BIAWX:

-38.09%

QGRO:

-32.57%

Current Drawdown

BIAWX:

-6.34%

QGRO:

-3.49%

Returns By Period

In the year-to-date period, BIAWX achieves a 17.69% return, which is significantly lower than QGRO's 35.29% return.


BIAWX

YTD

17.69%

1M

-2.82%

6M

3.25%

1Y

18.02%

5Y*

14.76%

10Y*

14.22%

QGRO

YTD

35.29%

1M

-0.02%

6M

19.68%

1Y

35.09%

5Y*

18.25%

10Y*

N/A

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


BIAWX vs. QGRO - Expense Ratio Comparison

BIAWX has a 0.78% expense ratio, which is higher than QGRO's 0.29% 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 QGRO: current value at 0.29% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.29%

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.


Sharpe ratio
The chart of Sharpe ratio for BIAWX, currently valued at 1.01, compared to the broader market-1.000.001.002.003.004.001.012.23
The chart of Sortino ratio for BIAWX, currently valued at 1.42, compared to the broader market-2.000.002.004.006.008.0010.001.422.96
The chart of Omega ratio for BIAWX, currently valued at 1.19, compared to the broader market0.501.001.502.002.503.003.501.191.39
The chart of Calmar ratio for BIAWX, currently valued at 1.54, compared to the broader market0.002.004.006.008.0010.0012.0014.001.543.76
The chart of Martin ratio for BIAWX, currently valued at 6.25, compared to the broader market0.0020.0040.0060.006.2513.16
BIAWX
QGRO

The current BIAWX Sharpe Ratio is 1.01, which is lower than the QGRO Sharpe Ratio of 2.23. The chart below compares the historical Sharpe Ratios of BIAWX and QGRO, 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 Ratio1.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.01
2.23
BIAWX
QGRO

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 0.24%.


TTM202320222021202020192018
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
0.24%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.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-6.34%
-3.49%
BIAWX
QGRO

Volatility

BIAWX vs. QGRO - Volatility Comparison

Brown Advisory Sustainable Growth Fund (BIAWX) has a higher volatility of 7.78% compared to American Century STOXX U.S. Quality Growth ETF (QGRO) at 5.75%. This indicates that BIAWX's price experiences larger fluctuations and is considered to be riskier than QGRO 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%JulyAugustSeptemberOctoberNovemberDecember
7.78%
5.75%
BIAWX
QGRO
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab