BIAZX vs. QQQ
Compare and contrast key facts about Brown Advisory Mortgage Securities Fund (BIAZX) and Invesco QQQ (QQQ).
BIAZX is managed by Brown Advisory Funds. It was launched on Dec 25, 2013. QQQ is a passively managed fund by Invesco that tracks the performance of the NASDAQ-100 Index. It was launched on Mar 10, 1999.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BIAZX or QQQ.
Correlation
The correlation between BIAZX and QQQ 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.
Performance
BIAZX vs. QQQ - Performance Comparison
Key characteristics
BIAZX:
0.61
QQQ:
1.30
BIAZX:
0.90
QQQ:
1.78
BIAZX:
1.11
QQQ:
1.23
BIAZX:
0.30
QQQ:
1.76
BIAZX:
1.49
QQQ:
6.07
BIAZX:
2.26%
QQQ:
3.92%
BIAZX:
5.42%
QQQ:
18.29%
BIAZX:
-15.94%
QQQ:
-82.98%
BIAZX:
-6.06%
QQQ:
-0.26%
Returns By Period
In the year-to-date period, BIAZX achieves a 0.63% return, which is significantly lower than QQQ's 4.83% return. Over the past 10 years, BIAZX has underperformed QQQ with an annualized return of 1.10%, while QQQ has yielded a comparatively higher 18.46% annualized return.
BIAZX
0.63%
1.89%
-0.72%
3.95%
-0.30%
1.10%
QQQ
4.83%
6.10%
13.30%
24.44%
18.78%
18.46%
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BIAZX vs. QQQ - Expense Ratio Comparison
BIAZX has a 0.49% expense ratio, which is higher than QQQ's 0.20% expense ratio.
Risk-Adjusted Performance
BIAZX vs. QQQ — Risk-Adjusted Performance Rank
BIAZX
QQQ
BIAZX vs. QQQ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Brown Advisory Mortgage Securities Fund (BIAZX) and Invesco QQQ (QQQ). 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
BIAZX vs. QQQ - Dividend Comparison
BIAZX's dividend yield for the trailing twelve months is around 4.36%, more than QQQ's 0.53% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BIAZX Brown Advisory Mortgage Securities Fund | 4.36% | 4.43% | 3.66% | 2.34% | 0.74% | 0.99% | 2.12% | 2.76% | 2.04% | 2.31% | 2.83% | 2.51% |
QQQ Invesco QQQ | 0.53% | 0.56% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% |
Drawdowns
BIAZX vs. QQQ - Drawdown Comparison
The maximum BIAZX drawdown since its inception was -15.94%, smaller than the maximum QQQ drawdown of -82.98%. Use the drawdown chart below to compare losses from any high point for BIAZX and QQQ. For additional features, visit the drawdowns tool.
Volatility
BIAZX vs. QQQ - Volatility Comparison
The current volatility for Brown Advisory Mortgage Securities Fund (BIAZX) is 1.55%, while Invesco QQQ (QQQ) has a volatility of 5.42%. This indicates that BIAZX experiences smaller price fluctuations and is considered to be less risky than QQQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.