BIAWX vs. VTI
Compare and contrast key facts about Brown Advisory Sustainable Growth Fund (BIAWX) and Vanguard Total Stock Market ETF (VTI).
BIAWX is managed by Brown Advisory Funds. It was launched on Jun 29, 2012. VTI is a passively managed fund by Vanguard that tracks the performance of the CRSP US Total Market Index. It was launched on May 24, 2001.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BIAWX or VTI.
Key characteristics
| BIAWX | VTI | |
|---|---|---|
| YTD Return | 7.23% | 6.51% |
| 1Y Return | 32.63% | 25.00% |
| 3Y Return (Ann) | 7.20% | 6.54% |
| 5Y Return (Ann) | 15.10% | 12.69% |
| 10Y Return (Ann) | 15.95% | 11.96% |
| Sharpe Ratio | 2.20 | 2.26 |
| Daily Std Dev | 15.68% | 12.08% |
| Max Drawdown | -36.94% | -55.45% |
| Current Drawdown | -3.82% | -3.12% |
Correlation
The correlation between BIAWX and VTI 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. VTI - Performance Comparison
In the year-to-date period, BIAWX achieves a 7.23% return, which is significantly higher than VTI's 6.51% return. Over the past 10 years, BIAWX has outperformed VTI with an annualized return of 15.95%, while VTI has yielded a comparatively lower 11.96% 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. VTI - Expense Ratio Comparison
BIAWX has a 0.78% expense ratio, which is higher than VTI's 0.03% expense ratio.
Risk-Adjusted Performance
BIAWX vs. VTI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Brown Advisory Sustainable Growth Fund (BIAWX) and Vanguard Total Stock Market ETF (VTI). 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. VTI - Dividend Comparison
BIAWX has not paid dividends to shareholders, while VTI's dividend yield for the trailing twelve months is around 1.40%.
| 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% |
VTI Vanguard Total Stock Market ETF | 1.40% | 1.44% | 1.66% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Drawdowns
BIAWX vs. VTI - Drawdown Comparison
The maximum BIAWX drawdown since its inception was -36.94%, smaller than the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for BIAWX and VTI. For additional features, visit the drawdowns tool.
Volatility
BIAWX vs. VTI - Volatility Comparison
Brown Advisory Sustainable Growth Fund (BIAWX) has a higher volatility of 5.04% compared to Vanguard Total Stock Market ETF (VTI) at 3.67%. This indicates that BIAWX's price experiences larger fluctuations and is considered to be riskier than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.