BVALX vs. BAFWX
Compare and contrast key facts about Brown Advisory - Beutel Goodman Large-Cap Value Fund (BVALX) and Brown Advisory Sustainable Growth Fund Institutional Shares (BAFWX).
BVALX is managed by Brown Advisory Funds. It was launched on Feb 13, 2018. BAFWX is managed by Brown Advisory Funds. It was launched on Jun 29, 2012.
Performance
BVALX vs. BAFWX - Performance Comparison
Loading graphics...
BVALX vs. BAFWX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
BVALX Brown Advisory - Beutel Goodman Large-Cap Value Fund | -5.38% | 5.26% | 11.49% | 12.30% | 2.07% | 14.73% | 11.54% | 31.28% | -7.81% |
BAFWX Brown Advisory Sustainable Growth Fund Institutional Shares | -15.23% | 3.35% | 20.35% | 39.07% | -30.90% | 30.01% | 39.09% | 36.09% | 2.54% |
Returns By Period
In the year-to-date period, BVALX achieves a -5.38% return, which is significantly higher than BAFWX's -15.23% return.
BVALX
- 1D
- -0.51%
- 1M
- -9.49%
- YTD
- -5.38%
- 6M
- -3.04%
- 1Y
- 2.04%
- 3Y*
- 6.76%
- 5Y*
- 5.99%
- 10Y*
- —
BAFWX
- 1D
- 0.10%
- 1M
- -7.47%
- YTD
- -15.23%
- 6M
- -17.63%
- 1Y
- -2.67%
- 3Y*
- 8.62%
- 5Y*
- 5.60%
- 10Y*
- 13.41%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
BVALX vs. BAFWX - Expense Ratio Comparison
BVALX has a 0.55% expense ratio, which is lower than BAFWX's 0.64% expense ratio.
Return for Risk
BVALX vs. BAFWX — Risk / Return Rank
BVALX
BAFWX
BVALX vs. BAFWX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Brown Advisory - Beutel Goodman Large-Cap Value Fund (BVALX) and Brown Advisory Sustainable Growth Fund Institutional Shares (BAFWX). 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.
| BVALX | BAFWX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.17 | -0.11 | +0.29 |
Sortino ratioReturn per unit of downside risk | 0.38 | -0.01 | +0.38 |
Omega ratioGain probability vs. loss probability | 1.05 | 1.00 | +0.05 |
Calmar ratioReturn relative to maximum drawdown | 0.13 | -0.25 | +0.38 |
Martin ratioReturn relative to average drawdown | 0.49 | -0.73 | +1.21 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| BVALX | BAFWX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.17 | -0.11 | +0.29 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.38 | 0.25 | +0.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.63 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.71 | -0.23 |
Correlation
The correlation between BVALX and BAFWX is 0.65, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
BVALX vs. BAFWX - Dividend Comparison
BVALX's dividend yield for the trailing twelve months is around 6.84%, less than BAFWX's 28.11% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BVALX Brown Advisory - Beutel Goodman Large-Cap Value Fund | 6.84% | 6.47% | 8.20% | 1.78% | 3.62% | 9.06% | 3.14% | 2.95% | 2.13% | 0.00% | 0.00% | 0.00% |
BAFWX Brown Advisory Sustainable Growth Fund Institutional Shares | 28.11% | 23.83% | 5.23% | 0.01% | 0.00% | 1.82% | 0.00% | 1.48% | 3.71% | 1.70% | 0.71% | 4.73% |
Drawdowns
BVALX vs. BAFWX - Drawdown Comparison
The maximum BVALX drawdown since its inception was -32.88%, smaller than the maximum BAFWX drawdown of -36.86%. Use the drawdown chart below to compare losses from any high point for BVALX and BAFWX.
Loading graphics...
Drawdown Indicators
| BVALX | BAFWX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.88% | -36.86% | +3.98% |
Max Drawdown (1Y)Largest decline over 1 year | -12.19% | -19.93% | +7.74% |
Max Drawdown (5Y)Largest decline over 5 years | -19.90% | -36.86% | +16.96% |
Max Drawdown (10Y)Largest decline over 10 years | — | -36.86% | — |
Current DrawdownCurrent decline from peak | -10.09% | -19.85% | +9.76% |
Average DrawdownAverage peak-to-trough decline | -4.32% | -5.68% | +1.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.32% | 6.87% | -3.55% |
Volatility
BVALX vs. BAFWX - Volatility Comparison
The current volatility for Brown Advisory - Beutel Goodman Large-Cap Value Fund (BVALX) is 3.95%, while Brown Advisory Sustainable Growth Fund Institutional Shares (BAFWX) has a volatility of 5.43%. This indicates that BVALX experiences smaller price fluctuations and is considered to be less risky than BAFWX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| BVALX | BAFWX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.95% | 5.43% | -1.48% |
Volatility (6M)Calculated over the trailing 6-month period | 9.73% | 12.55% | -2.82% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.92% | 22.72% | -4.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.65% | 22.56% | -6.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.31% | 21.42% | -3.11% |