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.
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
Key characteristics
BIAWX:
0.98
SWPPX:
2.10
BIAWX:
1.38
SWPPX:
2.80
BIAWX:
1.19
SWPPX:
1.39
BIAWX:
1.50
SWPPX:
3.12
BIAWX:
6.23
SWPPX:
13.52
BIAWX:
2.82%
SWPPX:
1.95%
BIAWX:
17.84%
SWPPX:
12.59%
BIAWX:
-38.09%
SWPPX:
-55.06%
BIAWX:
-7.84%
SWPPX:
-3.72%
Returns By Period
In the year-to-date period, BIAWX achieves a 15.81% return, which is significantly lower than SWPPX's 24.49% return. Over the past 10 years, BIAWX has outperformed SWPPX with an annualized return of 14.09%, while SWPPX has yielded a comparatively lower 12.92% annualized return.
BIAWX
15.81%
-3.14%
1.24%
15.98%
14.48%
14.09%
SWPPX
24.49%
-1.37%
7.94%
24.91%
14.50%
12.92%
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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
Neither BIAWX nor SWPPX has paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BIAWX Brown Advisory Sustainable Growth Fund | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SWPPX Schwab S&P 500 Index Fund | 0.00% | 1.43% | 1.67% | 1.17% | 1.81% | 1.77% | 2.20% | 1.75% | 1.99% | 2.15% | 1.80% | 1.67% |
Drawdowns
BIAWX vs. SWPPX - Drawdown Comparison
The maximum BIAWX drawdown since its inception was -38.09%, 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 7.77% compared to Schwab S&P 500 Index Fund (SWPPX) at 3.97%. 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.