BIAWX vs. VTSAX
Compare and contrast key facts about Brown Advisory Sustainable Growth Fund (BIAWX) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX).
BIAWX is managed by Brown Advisory Funds. It was launched on Jun 29, 2012. VTSAX is managed by Vanguard. It was launched on Nov 13, 2000.
Performance
BIAWX vs. VTSAX - Performance Comparison
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BIAWX vs. VTSAX - 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% |
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares | -3.97% | 17.12% | 23.23% | 26.51% | -19.52% | 25.72% | 20.98% | 30.79% | -5.18% | 21.16% |
Returns By Period
In the year-to-date period, BIAWX achieves a -12.47% return, which is significantly lower than VTSAX's -3.97% return. Over a longer period, both investments have demonstrated similar performance, with their 10-year annualized returns being quite close: BIAWX at 13.60% and VTSAX at 13.60%.
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%
VTSAX
- 1D
- 2.97%
- 1M
- -5.09%
- YTD
- -3.97%
- 6M
- -1.96%
- 1Y
- 17.71%
- 3Y*
- 17.84%
- 5Y*
- 10.48%
- 10Y*
- 13.60%
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BIAWX vs. VTSAX - Expense Ratio Comparison
BIAWX has a 0.78% expense ratio, which is higher than VTSAX's 0.04% expense ratio.
Return for Risk
BIAWX vs. VTSAX — Risk / Return Rank
BIAWX
VTSAX
BIAWX vs. VTSAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Brown Advisory Sustainable Growth Fund (BIAWX) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX). 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 | VTSAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.02 | 0.98 | -0.97 |
Sortino ratioReturn per unit of downside risk | 0.19 | 1.50 | -1.31 |
Omega ratioGain probability vs. loss probability | 1.03 | 1.23 | -0.20 |
Calmar ratioReturn relative to maximum drawdown | 0.02 | 1.51 | -1.49 |
Martin ratioReturn relative to average drawdown | 0.06 | 7.24 | -7.17 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| BIAWX | VTSAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.02 | 0.98 | -0.97 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.26 | 0.61 | -0.35 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.64 | 0.74 | -0.11 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.71 | 0.44 | +0.28 |
Correlation
The correlation between BIAWX and VTSAX 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. VTSAX - Dividend Comparison
BIAWX's dividend yield for the trailing twelve months is around 28.02%, more than VTSAX'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% |
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares | 1.16% | 1.11% | 1.26% | 1.42% | 1.65% | 1.20% | 1.41% | 1.76% | 2.03% | 1.71% | 1.92% | 1.98% |
Drawdowns
BIAWX vs. VTSAX - Drawdown Comparison
The maximum BIAWX drawdown since its inception was -36.94%, smaller than the maximum VTSAX drawdown of -55.33%. Use the drawdown chart below to compare losses from any high point for BIAWX and VTSAX.
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Drawdown Indicators
| BIAWX | VTSAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.94% | -55.33% | +18.39% |
Max Drawdown (1Y)Largest decline over 1 year | -19.97% | -12.41% | -7.56% |
Max Drawdown (5Y)Largest decline over 5 years | -36.94% | -25.36% | -11.58% |
Max Drawdown (10Y)Largest decline over 10 years | -36.94% | -34.97% | -1.97% |
Current DrawdownCurrent decline from peak | -17.27% | -6.22% | -11.05% |
Average DrawdownAverage peak-to-trough decline | -5.72% | -9.06% | +3.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.98% | 2.59% | +4.39% |
Volatility
BIAWX vs. VTSAX - Volatility Comparison
Brown Advisory Sustainable Growth Fund (BIAWX) has a higher volatility of 6.50% compared to Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX) at 5.49%. This indicates that BIAWX's price experiences larger fluctuations and is considered to be riskier than VTSAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BIAWX | VTSAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.50% | 5.49% | +1.01% |
Volatility (6M)Calculated over the trailing 6-month period | 12.97% | 9.79% | +3.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.91% | 18.61% | +4.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.59% | 17.37% | +5.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.43% | 18.39% | +3.04% |