BIAWX vs. VUG

In the year-to-date period, BIAWX achieves a 3.32% return, which is significantly higher than VUG's 2.18% return. Over the past 10 years, BIAWX has underperformed VUG with an annualized return of 14.46%, while VUG has yielded a comparatively higher 16.22% annualized return.

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BIAWX has a 0.78% expense ratio, which is higher than VUG's 0.04% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Brown Advisory Sustainable Growth Fund (BIAWX) and Vanguard Growth ETF (VUG). 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.

The current BIAWX Sharpe Ratio is 0.80, which is lower than the VUG Sharpe Ratio of 1.70. The chart below compares the historical Sharpe Ratios of BIAWX and VUG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

BIAWX has not paid dividends to shareholders, while VUG's dividend yield for the trailing twelve months is around 0.46%.

The maximum BIAWX drawdown since its inception was -38.09%, smaller than the maximum VUG drawdown of -50.68%. Use the drawdown chart below to compare losses from any high point for BIAWX and VUG. For additional features, visit the drawdowns tool.

The current volatility for Brown Advisory Sustainable Growth Fund (BIAWX) is 5.93%, while Vanguard Growth ETF (VUG) has a volatility of 6.35%. This indicates that BIAWX experiences smaller price fluctuations and is considered to be less risky than VUG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.