BISLX vs. BVALX
BISLX (Brown Advisory Sustainable International Leaders Fund) and BVALX (Brown Advisory - Beutel Goodman Large-Cap Value Fund) are both mutual funds - BISLX is a Foreign Large Cap Equities fund managed by Brown Advisory, while BVALX is a Large Cap Value Equities fund managed by Brown Advisory. Over the past 3 years, BISLX returned 4.81%/yr vs 11.51%/yr for BVALX. Their 0.72 correlation means they have sometimes moved together and sometimes differently. BISLX charges 1.00%/yr vs 0.55%/yr for BVALX.
Performance
BISLX vs. BVALX - Performance Comparison
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Returns By Period
In the year-to-date period, BISLX achieves a -0.86% return, which is significantly lower than BVALX's 13.78% return.
BISLX
- 1D
- -1.70%
- 1M
- 0.70%
- 6M
- -0.86%
- YTD
- -0.86%
- 1Y
- 4.37%
- 3Y*
- 4.81%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 5.78%
BVALX
- 1D
- -0.06%
- 1M
- 0.79%
- 6M
- 10.51%
- YTD
- 13.78%
- 1Y
- 23.21%
- 3Y*
- 11.51%
- 5Y*
- 8.83%
- 10Y*
- —
- ALL TIME*
- 10.74%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
BISLX vs. BVALX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
BISLX Brown Advisory Sustainable International Leaders Fund | -0.86% | 15.31% | 1.50% | 15.76% | -4.60% |
BVALX Brown Advisory - Beutel Goodman Large-Cap Value Fund | 13.78% | 5.26% | 11.49% | 12.30% | 1.37% |
Correlation
The correlation between BISLX and BVALX is 0.67, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.67 |
Correlation (3Y) Balances recent behavior with more history. | 0.68 |
Correlation (All Time) Calculated using the full available price history since Mar 4, 2022 | 0.72 |
The correlation between BISLX and BVALX has been stable across timeframes, ranging from 0.67 to 0.72 - a consistent structural relationship.
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Return for Risk
BISLX vs. BVALX — Risk / Return Rank
BISLX
BVALX
BISLX vs. BVALX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Brown Advisory Sustainable International Leaders Fund (BISLX) and Brown Advisory - Beutel Goodman Large-Cap Value Fund (BVALX). 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.
| BISLX | BVALX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.39 | ||
| Sortino ratioReturn per unit of downside risk | -1.98 | ||
| Omega ratioGain probability vs. loss probability | 1.06 | 1.29 | -0.23 |
| Calmar ratioReturn relative to maximum drawdown | 0.29 | 2.20 | -1.91 |
| Martin ratioReturn relative to average drawdown | 0.84 | 7.62 | -6.78 |
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Drawdowns
BISLX vs. BVALX - Drawdown Comparison
The maximum BISLX drawdown since its inception was -24.49%, smaller than the maximum BVALX drawdown of -32.88%. Use the drawdown chart below to compare losses from any high point for BISLX and BVALX.
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Drawdown Indicators
| BISLX | BVALX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.49% | -32.88% | +8.39% |
Max Drawdown (1Y)Largest decline over 1 year | -13.12% | -10.09% | -3.03% |
Max Drawdown (3Y)Largest decline over 3 years | -16.13% | -19.90% | +3.77% |
Max Drawdown (5Y)Largest decline over 5 years | — | -19.90% | — |
Current DrawdownCurrent decline from peak | -3.34% | -2.31% | -1.03% |
Average DrawdownAverage peak-to-trough decline | -6.01% | -4.23% | -1.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.57% | 2.91% | +1.66% |
Volatility
BISLX vs. BVALX - Volatility Comparison
Brown Advisory Sustainable International Leaders Fund (BISLX) has a higher volatility of 4.66% compared to Brown Advisory - Beutel Goodman Large-Cap Value Fund (BVALX) at 4.27%. This indicates that BISLX's price experiences larger fluctuations and is considered to be riskier than BVALX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BISLX | BVALX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.66% | 4.27% | +0.39% |
Volatility (6M)Calculated over the trailing 6-month period | 12.80% | 10.21% | +2.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.38% | 13.55% | +1.83% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.15% | 15.81% | +1.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.15% | 18.15% | -1.00% |
BISLX vs. BVALX - Expense Ratio Comparison
BISLX has a 1.00% expense ratio, which is higher than BVALX's 0.55% expense ratio.
Dividends
BISLX vs. BVALX - Dividend Comparison
BISLX's dividend yield for the trailing twelve months is around 3.63%, less than BVALX's 5.69% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
BISLX Brown Advisory Sustainable International Leaders Fund | 3.63% | 3.60% | 1.12% | 0.36% | 0.24% | 0.00% | 0.00% | 0.00% | 0.00% |
BVALX Brown Advisory - Beutel Goodman Large-Cap Value Fund | 5.69% | 6.47% | 8.20% | 1.78% | 3.62% | 9.06% | 3.14% | 2.95% | 2.13% |
Frequently Asked Questions
BISLX and BVALX have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BISLX has higher volatility (4.66%) compared to BVALX (4.27%). In terms of maximum drawdown, BISLX dropped -24.49% vs BVALX's -32.88%.
BVALX currently has the higher Sharpe Ratio (1.64 vs 0.25), 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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