BIAZX vs. BIASX
Compare and contrast key facts about Brown Advisory Mortgage Securities Fund (BIAZX) and Brown Advisory Small-Cap Growth Fund (BIASX).
BIAZX is managed by Brown Advisory Funds. It was launched on Dec 25, 2013. BIASX is managed by Brown Advisory Funds. It was launched on Jun 28, 1999.
Performance
BIAZX vs. BIASX - Performance Comparison
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BIAZX vs. BIASX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BIAZX Brown Advisory Mortgage Securities Fund | -0.01% | 7.99% | 1.28% | 4.34% | -10.64% | -0.30% | 5.49% | 6.93% | 0.72% | 2.35% |
BIASX Brown Advisory Small-Cap Growth Fund | -4.65% | 2.29% | 4.29% | 12.43% | -20.27% | 7.31% | 31.78% | 36.26% | -4.47% | 16.91% |
Returns By Period
In the year-to-date period, BIAZX achieves a -0.01% return, which is significantly higher than BIASX's -4.65% return. Over the past 10 years, BIAZX has underperformed BIASX with an annualized return of 1.56%, while BIASX has yielded a comparatively higher 8.29% annualized return.
BIAZX
- 1D
- 0.55%
- 1M
- -2.14%
- YTD
- -0.01%
- 6M
- 1.50%
- 1Y
- 5.02%
- 3Y*
- 3.67%
- 5Y*
- 0.40%
- 10Y*
- 1.56%
BIASX
- 1D
- -0.76%
- 1M
- -10.05%
- YTD
- -4.65%
- 6M
- -2.90%
- 1Y
- 5.31%
- 3Y*
- 2.98%
- 5Y*
- -0.83%
- 10Y*
- 8.29%
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BIAZX vs. BIASX - Expense Ratio Comparison
BIAZX has a 0.49% expense ratio, which is lower than BIASX's 1.11% expense ratio.
Return for Risk
BIAZX vs. BIASX — Risk / Return Rank
BIAZX
BIASX
BIAZX vs. BIASX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Brown Advisory Mortgage Securities Fund (BIAZX) and Brown Advisory Small-Cap Growth Fund (BIASX). 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.
| BIAZX | BIASX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.13 | 0.20 | +0.93 |
Sortino ratioReturn per unit of downside risk | 1.62 | 0.46 | +1.16 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.06 | +0.15 |
Calmar ratioReturn relative to maximum drawdown | 2.11 | 0.17 | +1.94 |
Martin ratioReturn relative to average drawdown | 5.88 | 0.65 | +5.23 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| BIAZX | BIASX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.13 | 0.20 | +0.93 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.07 | -0.04 | +0.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.35 | 0.42 | -0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.28 | +0.21 |
Correlation
The correlation between BIAZX and BIASX is -0.02. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Dividends
BIAZX vs. BIASX - Dividend Comparison
BIAZX's dividend yield for the trailing twelve months is around 4.14%, less than BIASX's 20.58% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BIAZX Brown Advisory Mortgage Securities Fund | 4.14% | 4.43% | 4.43% | 3.65% | 2.33% | 0.75% | 0.98% | 2.12% | 2.77% | 2.03% | 2.82% | 3.59% |
BIASX Brown Advisory Small-Cap Growth Fund | 20.58% | 19.62% | 5.78% | 0.00% | 8.22% | 13.22% | 0.78% | 4.00% | 5.17% | 1.69% | 3.50% | 16.77% |
Drawdowns
BIAZX vs. BIASX - Drawdown Comparison
The maximum BIAZX drawdown since its inception was -15.95%, smaller than the maximum BIASX drawdown of -73.26%. Use the drawdown chart below to compare losses from any high point for BIAZX and BIASX.
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Drawdown Indicators
| BIAZX | BIASX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -15.95% | -73.26% | +57.31% |
Max Drawdown (1Y)Largest decline over 1 year | -2.79% | -14.18% | +11.39% |
Max Drawdown (5Y)Largest decline over 5 years | -15.95% | -30.61% | +14.66% |
Max Drawdown (10Y)Largest decline over 10 years | -15.95% | -38.04% | +22.09% |
Current DrawdownCurrent decline from peak | -2.14% | -13.76% | +11.62% |
Average DrawdownAverage peak-to-trough decline | -2.86% | -23.60% | +20.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.00% | 3.58% | -2.58% |
Volatility
BIAZX vs. BIASX - Volatility Comparison
The current volatility for Brown Advisory Mortgage Securities Fund (BIAZX) is 1.77%, while Brown Advisory Small-Cap Growth Fund (BIASX) has a volatility of 5.46%. This indicates that BIAZX experiences smaller price fluctuations and is considered to be less risky than BIASX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BIAZX | BIASX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.77% | 5.46% | -3.69% |
Volatility (6M)Calculated over the trailing 6-month period | 2.67% | 12.25% | -9.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.59% | 22.14% | -17.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.76% | 19.71% | -13.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.41% | 19.88% | -15.47% |