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BIAWX vs. VV
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BIAWX vs. VV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Brown Advisory Sustainable Growth Fund (BIAWX) and Vanguard Large-Cap ETF (VV). The values are adjusted to include any dividend payments, if applicable.

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BIAWX vs. VV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
VV
Vanguard Large-Cap ETF
-4.11%18.11%25.25%27.18%-19.91%27.41%21.04%31.25%-4.46%22.00%

Returns By Period

In the year-to-date period, BIAWX achieves a -12.47% return, which is significantly lower than VV's -4.11% return. Both investments have delivered pretty close results over the past 10 years, with BIAWX having a 13.60% annualized return and VV not far ahead at 14.13%.


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%

VV

1D
0.72%
1M
-4.28%
YTD
-4.11%
6M
-2.05%
1Y
18.00%
3Y*
18.78%
5Y*
11.47%
10Y*
14.13%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BIAWX vs. VV - Expense Ratio Comparison

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


Return for Risk

BIAWX vs. VV — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BIAWX
BIAWX Risk / Return Rank: 55
Overall Rank
BIAWX Sharpe Ratio Rank: 55
Sharpe Ratio Rank
BIAWX Sortino Ratio Rank: 55
Sortino Ratio Rank
BIAWX Omega Ratio Rank: 55
Omega Ratio Rank
BIAWX Calmar Ratio Rank: 66
Calmar Ratio Rank
BIAWX Martin Ratio Rank: 66
Martin Ratio Rank

VV
VV Risk / Return Rank: 5858
Overall Rank
VV Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
VV Sortino Ratio Rank: 5555
Sortino Ratio Rank
VV Omega Ratio Rank: 5959
Omega Ratio Rank
VV Calmar Ratio Rank: 5858
Calmar Ratio Rank
VV Martin Ratio Rank: 6767
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BIAWX vs. VV - Risk-Adjusted Trends Comparison

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


BIAWXVVDifference

Sharpe ratio

Return per unit of total volatility

0.02

0.97

-0.96

Sortino ratio

Return per unit of downside risk

0.19

1.49

-1.30

Omega ratio

Gain probability vs. loss probability

1.03

1.23

-0.20

Calmar ratio

Return relative to maximum drawdown

0.02

1.52

-1.50

Martin ratio

Return relative to average drawdown

0.06

7.05

-6.99

BIAWX vs. VV - Sharpe Ratio Comparison

The current BIAWX Sharpe Ratio is 0.02, which is lower than the VV Sharpe Ratio of 0.97. The chart below compares the historical Sharpe Ratios of BIAWX and VV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


BIAWXVVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.02

0.97

-0.96

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.26

0.67

-0.41

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.64

0.78

-0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.71

0.56

+0.16

Correlation

The correlation between BIAWX and VV is 0.91, 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. VV - Dividend Comparison

BIAWX's dividend yield for the trailing twelve months is around 28.02%, more than VV's 1.13% yield.


TTM20252024202320222021202020192018201720162015
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%
VV
Vanguard Large-Cap ETF
1.13%1.08%1.24%1.41%1.66%1.19%1.46%1.81%2.09%1.75%1.98%1.96%

Drawdowns

BIAWX vs. VV - Drawdown Comparison

The maximum BIAWX drawdown since its inception was -36.94%, smaller than the maximum VV drawdown of -54.81%. Use the drawdown chart below to compare losses from any high point for BIAWX and VV.


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Drawdown Indicators


BIAWXVVDifference

Max Drawdown

Largest peak-to-trough decline

-36.94%

-54.81%

+17.87%

Max Drawdown (1Y)

Largest decline over 1 year

-19.97%

-12.09%

-7.88%

Max Drawdown (5Y)

Largest decline over 5 years

-36.94%

-25.66%

-11.28%

Max Drawdown (10Y)

Largest decline over 10 years

-36.94%

-34.28%

-2.66%

Current Drawdown

Current decline from peak

-17.27%

-5.85%

-11.42%

Average Drawdown

Average peak-to-trough decline

-5.72%

-6.88%

+1.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.98%

2.61%

+4.37%

Volatility

BIAWX vs. VV - Volatility Comparison

Brown Advisory Sustainable Growth Fund (BIAWX) has a higher volatility of 6.50% compared to Vanguard Large-Cap ETF (VV) at 5.34%. This indicates that BIAWX's price experiences larger fluctuations and is considered to be riskier than VV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BIAWXVVDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.50%

5.34%

+1.16%

Volatility (6M)

Calculated over the trailing 6-month period

12.97%

9.60%

+3.37%

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%

17.24%

+5.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.43%

18.18%

+3.25%