BIAWX vs. VTSAX
BIAWX (Brown Advisory Sustainable Growth Fund) and VTSAX (Vanguard Total Stock Market Index Fund Admiral Shares) are both mutual funds - BIAWX is a Large Cap Growth Equities fund managed by Brown Advisory, while VTSAX is a Large Cap Blend Equities fund managed by Vanguard. Over the past 10 years, BIAWX returned 14.91%/yr vs 14.47%/yr for VTSAX. Their correlation of 0.90 means they have usually moved in the same direction. BIAWX charges 0.78%/yr vs 0.04%/yr for VTSAX.
Performance
BIAWX vs. VTSAX - Performance Comparison
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Returns By Period
In the year-to-date period, BIAWX achieves a 4.58% return, which is significantly lower than VTSAX's 9.87% return. Both investments have delivered pretty close results over the past 10 years, with BIAWX having a 14.91% annualized return and VTSAX not far behind at 14.47%.
BIAWX
- 1D
- 1.81%
- 1M
- -0.17%
- 6M
- 9.58%
- YTD
- 4.58%
- 1Y
- 2.98%
- 3Y*
- 11.51%
- 5Y*
- 5.97%
- 10Y*
- 14.91%
- ALL TIME*
- 15.13%
VTSAX
- 1D
- 1.63%
- 1M
- -0.77%
- 6M
- 8.16%
- YTD
- 9.87%
- 1Y
- 21.10%
- 3Y*
- 18.58%
- 5Y*
- 11.61%
- 10Y*
- 14.47%
- ALL TIME*
- 9.00%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
BIAWX vs. VTSAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BIAWX Brown Advisory Sustainable Growth Fund | 4.58% | 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 | 9.87% | 17.12% | 23.23% | 26.51% | -19.52% | 25.72% | 20.98% | 30.79% | -5.18% | 21.16% |
Correlation
The correlation between BIAWX and VTSAX is 0.84, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.84 |
Correlation (3Y) Balances recent behavior with more history. | 0.88 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.91 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.89 |
Correlation (All Time) Calculated using the full available price history since Jun 29, 2012 | 0.90 |
The correlation between BIAWX and VTSAX has been stable across timeframes, ranging from 0.84 to 0.91 - a consistent structural relationship.
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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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| BIAWX | VTSAX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.44 | ||
| Sortino ratioReturn per unit of downside risk | -1.90 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 1.25 | -0.24 |
| Calmar ratioReturn relative to maximum drawdown | -0.01 | 2.10 | -2.11 |
| Martin ratioReturn relative to average drawdown | -0.02 | 9.09 | -9.11 |
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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% | -8.92% | -11.05% |
Max Drawdown (3Y)Largest decline over 3 years | -25.06% | -19.36% | -5.70% |
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 | -2.42% | -1.88% | -0.54% |
Average DrawdownAverage peak-to-trough decline | -5.71% | -8.96% | +3.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.75% | 2.06% | +5.69% |
Volatility
BIAWX vs. VTSAX - Volatility Comparison
Brown Advisory Sustainable Growth Fund (BIAWX) has a higher volatility of 3.91% compared to Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX) at 3.41%. 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 | 3.91% | 3.41% | +0.50% |
Volatility (6M)Calculated over the trailing 6-month period | 14.23% | 10.27% | +3.96% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.52% | 13.13% | +4.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.77% | 17.47% | +5.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.53% | 18.41% | +3.12% |
BIAWX vs. VTSAX - Expense Ratio Comparison
BIAWX has a 0.78% expense ratio, which is higher than VTSAX's 0.04% expense ratio.
Dividends
BIAWX vs. VTSAX - Dividend Comparison
BIAWX's dividend yield for the trailing twelve months is around 23.45%, more than VTSAX's 1.06% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BIAWX Brown Advisory Sustainable Growth Fund | 23.45% | 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 | 1.06% | 1.11% | 1.26% | 1.42% | 1.65% | 1.20% | 1.41% | 1.76% | 2.03% | 1.71% | 1.92% | 1.98% |
Frequently Asked Questions
BIAWX and VTSAX have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BIAWX has higher volatility (3.91%) compared to VTSAX (3.41%). In terms of maximum drawdown, BIAWX dropped -36.94% vs VTSAX's -55.33%.
VTSAX currently has the higher Sharpe Ratio (1.43 vs -0.01), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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