BIAWX vs. SWPPX
Compare and contrast key facts about Brown Advisory Sustainable Growth Fund (BIAWX) and Schwab S&P 500 Index Fund (SWPPX).
BIAWX is managed by Brown Advisory Funds. It was launched on Jun 29, 2012. SWPPX is managed by Charles Schwab.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BIAWX or SWPPX.
Key characteristics
| BIAWX | SWPPX | |
|---|---|---|
| YTD Return | 7.23% | 7.36% |
| 1Y Return | 32.63% | 25.22% |
| 3Y Return (Ann) | 7.20% | 8.45% |
| 5Y Return (Ann) | 15.10% | 13.51% |
| 10Y Return (Ann) | 15.95% | 12.54% |
| Sharpe Ratio | 2.20 | 2.33 |
| Daily Std Dev | 15.68% | 11.86% |
| Max Drawdown | -36.94% | -55.06% |
| Current Drawdown | -3.82% | -2.88% |
Correlation
The correlation between BIAWX and SWPPX is 0.90, 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.
Performance
BIAWX vs. SWPPX - Performance Comparison
The year-to-date returns for both investments are quite close, with BIAWX having a 7.23% return and SWPPX slightly higher at 7.36%. Over the past 10 years, BIAWX has outperformed SWPPX with an annualized return of 15.95%, while SWPPX has yielded a comparatively lower 12.54% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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BIAWX vs. SWPPX - Expense Ratio Comparison
BIAWX has a 0.78% expense ratio, which is higher than SWPPX's 0.02% expense ratio.
Risk-Adjusted Performance
BIAWX vs. SWPPX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Brown Advisory Sustainable Growth Fund (BIAWX) and Schwab S&P 500 Index Fund (SWPPX). 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. SWPPX - Dividend Comparison
BIAWX has not paid dividends to shareholders, while SWPPX's dividend yield for the trailing twelve months is around 1.33%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BIAWX Brown Advisory Sustainable Growth Fund | 0.00% | 0.00% | 0.00% | 1.85% | 0.00% | 0.75% | 3.75% | 1.71% | 0.72% | 4.76% | 2.10% | 1.03% |
SWPPX Schwab S&P 500 Index Fund | 1.33% | 1.43% | 1.67% | 1.27% | 1.81% | 1.95% | 2.66% | 1.78% | 2.55% | 3.17% | 1.80% | 1.67% |
Drawdowns
BIAWX vs. SWPPX - Drawdown Comparison
The maximum BIAWX drawdown since its inception was -36.94%, smaller than the maximum SWPPX drawdown of -55.06%. Use the drawdown chart below to compare losses from any high point for BIAWX and SWPPX. For additional features, visit the drawdowns tool.
Volatility
BIAWX vs. SWPPX - Volatility Comparison
Brown Advisory Sustainable Growth Fund (BIAWX) has a higher volatility of 5.04% compared to Schwab S&P 500 Index Fund (SWPPX) at 3.64%. This indicates that BIAWX's price experiences larger fluctuations and is considered to be riskier than SWPPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.