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 a passively managed fund by Charles Schwab that tracks the performance of the S&P 500 Index. It was launched on May 19, 1997.
Performance
BIAWX vs. SWPPX - Performance Comparison
Loading graphics...
BIAWX vs. SWPPX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BIAWX Brown Advisory Sustainable Growth Fund | -12.47% | 3.18% | 20.20% | 38.88% | -31.02% | 29.83% | 38.88% | 35.93% | 4.36% | 27.89% |
SWPPX Schwab S&P 500 Index Fund | -4.39% | 17.87% | 24.96% | 26.26% | -18.14% | 28.67% | 18.38% | 31.46% | -4.47% | 21.81% |
Returns By Period
In the year-to-date period, BIAWX achieves a -12.47% return, which is significantly lower than SWPPX's -4.39% return. Both investments have delivered pretty close results over the past 10 years, with BIAWX having a 13.60% annualized return and SWPPX not far ahead at 14.04%.
BIAWX
- 1D
- 3.30%
- 1M
- -4.63%
- YTD
- -12.47%
- 6M
- -15.30%
- 1Y
- -0.34%
- 3Y*
- 9.64%
- 5Y*
- 5.80%
- 10Y*
- 13.60%
SWPPX
- 1D
- 2.88%
- 1M
- -5.04%
- YTD
- -4.39%
- 6M
- -2.17%
- 1Y
- 17.28%
- 3Y*
- 18.27%
- 5Y*
- 11.76%
- 10Y*
- 14.04%
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. SWPPX - Expense Ratio Comparison
BIAWX has a 0.78% expense ratio, which is higher than SWPPX's 0.02% expense ratio.
Return for Risk
BIAWX vs. SWPPX — Risk / Return Rank
BIAWX
SWPPX
BIAWX vs. SWPPX - Risk-Adjusted Trends 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.
| BIAWX | SWPPX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.02 | 0.97 | -0.96 |
Sortino ratioReturn per unit of downside risk | 0.19 | 1.49 | -1.30 |
Omega ratioGain probability vs. loss probability | 1.03 | 1.23 | -0.20 |
Calmar ratioReturn relative to maximum drawdown | 0.02 | 1.52 | -1.50 |
Martin ratioReturn relative to average drawdown | 0.06 | 7.29 | -7.23 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| BIAWX | SWPPX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.02 | 0.97 | -0.96 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.26 | 0.70 | -0.44 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.64 | 0.77 | -0.14 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.71 | 0.48 | +0.23 |
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.
Dividends
BIAWX vs. SWPPX - Dividend Comparison
BIAWX's dividend yield for the trailing twelve months is around 28.02%, more than SWPPX's 1.16% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BIAWX Brown Advisory Sustainable Growth Fund | 28.02% | 24.52% | 5.34% | 0.00% | 0.00% | 1.85% | 0.00% | 1.50% | 3.75% | 1.71% | 0.72% | 4.76% |
SWPPX Schwab S&P 500 Index Fund | 1.16% | 1.11% | 1.23% | 1.43% | 1.67% | 1.27% | 1.81% | 1.95% | 2.67% | 1.79% | 2.55% | 3.17% |
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.
Loading graphics...
Drawdown Indicators
| BIAWX | SWPPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.94% | -55.06% | +18.12% |
Max Drawdown (1Y)Largest decline over 1 year | -19.97% | -12.10% | -7.87% |
Max Drawdown (5Y)Largest decline over 5 years | -36.94% | -24.51% | -12.43% |
Max Drawdown (10Y)Largest decline over 10 years | -36.94% | -33.80% | -3.14% |
Current DrawdownCurrent decline from peak | -17.27% | -6.26% | -11.01% |
Average DrawdownAverage peak-to-trough decline | -5.72% | -10.00% | +4.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.98% | 2.52% | +4.46% |
Volatility
BIAWX vs. SWPPX - Volatility Comparison
Brown Advisory Sustainable Growth Fund (BIAWX) has a higher volatility of 6.50% compared to Schwab S&P 500 Index Fund (SWPPX) at 5.36%. 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.
Loading graphics...
Volatility by Period
| BIAWX | SWPPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.50% | 5.36% | +1.14% |
Volatility (6M)Calculated over the trailing 6-month period | 12.97% | 9.55% | +3.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.91% | 18.32% | +4.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.59% | 16.94% | +5.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.43% | 18.21% | +3.22% |