BIAWX vs. VV
Compare and contrast key facts about Brown Advisory Sustainable Growth Fund (BIAWX) and Vanguard Large-Cap ETF (VV).
BIAWX is managed by Brown Advisory Funds. It was launched on Jun 29, 2012. VV is a passively managed fund by Vanguard that tracks the performance of the CRSP US Large Cap Index. It was launched on Jan 27, 2004.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BIAWX or VV.
Key characteristics
BIAWX | VV | |
---|---|---|
YTD Return | 7.23% | 7.42% |
1Y Return | 32.63% | 26.07% |
3Y Return (Ann) | 7.20% | 7.68% |
5Y Return (Ann) | 15.10% | 13.43% |
10Y Return (Ann) | 15.95% | 12.49% |
Sharpe Ratio | 2.20 | 2.40 |
Daily Std Dev | 15.68% | 11.90% |
Max Drawdown | -36.94% | -54.81% |
Current Drawdown | -3.82% | -2.89% |
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.
Performance
BIAWX vs. VV - Performance Comparison
The year-to-date returns for both investments are quite close, with BIAWX having a 7.23% return and VV slightly higher at 7.42%. Over the past 10 years, BIAWX has outperformed VV with an annualized return of 15.95%, while VV has yielded a comparatively lower 12.49% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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.
Risk-Adjusted Performance
BIAWX vs. VV - Risk-Adjusted Performance 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.
Dividends
BIAWX vs. VV - Dividend Comparison
BIAWX has not paid dividends to shareholders, while VV's dividend yield for the trailing twelve months is around 1.37%.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Brown Advisory Sustainable Growth Fund | 0.00% | 0.00% | 0.00% | 1.85% | 0.00% | 0.75% | 3.75% | 1.71% | 0.72% | 4.76% | 2.10% | 1.03% |
Vanguard Large-Cap ETF | 1.37% | 1.41% | 1.66% | 1.19% | 1.46% | 1.81% | 2.09% | 1.75% | 1.98% | 1.96% | 1.77% | 1.75% |
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. For additional features, visit the drawdowns tool.
Volatility
BIAWX vs. VV - Volatility Comparison
Brown Advisory Sustainable Growth Fund (BIAWX) has a higher volatility of 5.04% compared to Vanguard Large-Cap ETF (VV) at 3.66%. 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.