BIAWX vs. VUG
BIAWX (Brown Advisory Sustainable Growth Fund) and VUG (Vanguard Growth ETF) are both Large Cap Growth Equities funds. Over the past 10 years, BIAWX returned 14.91%/yr vs 17.38%/yr for VUG. Their correlation of 0.93 means they have usually moved in the same direction. BIAWX charges 0.78%/yr vs 0.03%/yr for VUG.
Performance
BIAWX vs. VUG - 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 VUG's 5.02% return. Over the past 10 years, BIAWX has underperformed VUG with an annualized return of 14.91%, while VUG has yielded a comparatively higher 17.38% annualized return.
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%
VUG
- 1D
- 1.10%
- 1M
- -0.35%
- 6M
- 6.39%
- YTD
- 5.02%
- 1Y
- 15.36%
- 3Y*
- 21.19%
- 5Y*
- 12.16%
- 10Y*
- 17.38%
- ALL TIME*
- 12.08%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $556.11M | $661.72M | $650.91M |
BIAWX vs. VUG - 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% |
VUG Vanguard Growth ETF | 5.02% | 19.40% | 32.69% | 46.83% | -33.16% | 27.35% | 40.25% | 37.03% | -3.32% | 27.72% |
Correlation
The correlation between BIAWX and VUG is 0.85, 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. | 0.85 |
Correlation (3Y) Balances recent behavior with more history. | 0.89 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.93 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.93 |
Correlation (All Time) Calculated using the full available price history since Jun 29, 2012 | 0.93 |
The correlation between BIAWX and VUG has been stable across timeframes, ranging from 0.85 to 0.93 - a consistent structural relationship.
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Return for Risk
BIAWX vs. VUG — Risk / Return Rank
BIAWX
VUG
BIAWX vs. VUG - Risk-Adjusted Trends Comparison
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.
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 | VUG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.73 | ||
| Sortino ratioReturn per unit of downside risk | -0.99 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 1.13 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | -0.01 | 0.78 | -0.78 |
| Martin ratioReturn relative to average drawdown | -0.02 | 2.47 | -2.49 |
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Drawdowns
BIAWX vs. VUG - Drawdown Comparison
The maximum BIAWX drawdown since its inception was -36.94%, 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.
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Drawdown Indicators
| BIAWX | VUG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.94% | -50.68% | +13.74% |
Max Drawdown (1Y)Largest decline over 1 year | -19.97% | -16.53% | -3.44% |
Max Drawdown (3Y)Largest decline over 3 years | -25.06% | -22.85% | -2.21% |
Max Drawdown (5Y)Largest decline over 5 years | -36.94% | -35.61% | -1.33% |
Max Drawdown (10Y)Largest decline over 10 years | -36.94% | -35.61% | -1.33% |
Current DrawdownCurrent decline from peak | -2.42% | -5.53% | +3.11% |
Average DrawdownAverage peak-to-trough decline | -5.71% | -7.08% | +1.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.75% | 5.20% | +2.55% |
Volatility
BIAWX vs. VUG - Volatility Comparison
The current volatility for Brown Advisory Sustainable Growth Fund (BIAWX) is 3.91%, while Vanguard Growth ETF (VUG) has a volatility of 5.58%. 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.
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Volatility by Period
| BIAWX | VUG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.91% | 5.58% | -1.67% |
Volatility (6M)Calculated over the trailing 6-month period | 14.23% | 14.24% | -0.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.52% | 17.74% | -0.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.77% | 22.49% | +0.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.53% | 21.55% | -0.02% |
BIAWX vs. VUG - Expense Ratio Comparison
BIAWX has a 0.78% expense ratio, which is higher than VUG's 0.03% expense ratio.
Dividends
BIAWX vs. VUG - Dividend Comparison
BIAWX's dividend yield for the trailing twelve months is around 23.45%, more than VUG's 0.40% 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% |
VUG Vanguard Growth ETF | 0.40% | 0.41% | 0.47% | 0.58% | 0.70% | 0.48% | 0.66% | 0.95% | 1.32% | 1.14% | 1.39% | 1.30% |
Frequently Asked Questions
BIAWX and VUG have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VUG has higher volatility (5.58%) compared to BIAWX (3.91%). In terms of maximum drawdown, BIAWX dropped -36.94% vs VUG's -50.68%.
VUG currently has the higher Sharpe Ratio (0.72 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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