BVALX vs. BIAWX
Compare and contrast key facts about Brown Advisory - Beutel Goodman Large-Cap Value Fund (BVALX) and Brown Advisory Sustainable Growth Fund (BIAWX).
BVALX is managed by Brown Advisory Funds. It was launched on Feb 13, 2018. BIAWX is managed by Brown Advisory Funds. It was launched on Jun 29, 2012.
Performance
BVALX vs. BIAWX - Performance Comparison
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BVALX vs. BIAWX - 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% |
BIAWX Brown Advisory Sustainable Growth Fund | -15.27% | 3.18% | 20.20% | 38.88% | -31.02% | 29.83% | 38.88% | 35.93% | 2.37% |
Returns By Period
In the year-to-date period, BVALX achieves a -5.38% return, which is significantly higher than BIAWX's -15.27% return.
BVALX
- 1D
- -0.51%
- 1M
- -9.49%
- YTD
- -5.38%
- 6M
- -3.04%
- 1Y
- 2.04%
- 3Y*
- 6.76%
- 5Y*
- 5.99%
- 10Y*
- —
BIAWX
- 1D
- 0.08%
- 1M
- -7.49%
- YTD
- -15.27%
- 6M
- -17.70%
- 1Y
- -2.85%
- 3Y*
- 8.46%
- 5Y*
- 5.44%
- 10Y*
- 13.24%
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BVALX vs. BIAWX - Expense Ratio Comparison
BVALX has a 0.55% expense ratio, which is lower than BIAWX's 0.78% expense ratio.
Return for Risk
BVALX vs. BIAWX — Risk / Return Rank
BVALX
BIAWX
BVALX vs. BIAWX - 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 (BIAWX). 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 | BIAWX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.17 | -0.12 | +0.29 |
Sortino ratioReturn per unit of downside risk | 0.38 | -0.02 | +0.39 |
Omega ratioGain probability vs. loss probability | 1.05 | 1.00 | +0.05 |
Calmar ratioReturn relative to maximum drawdown | 0.13 | -0.26 | +0.39 |
Martin ratioReturn relative to average drawdown | 0.49 | -0.74 | +1.23 |
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
| BVALX | BIAWX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.17 | -0.12 | +0.29 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.38 | 0.24 | +0.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.62 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.70 | -0.22 |
Correlation
The correlation between BVALX and BIAWX 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. BIAWX - Dividend Comparison
BVALX's dividend yield for the trailing twelve months is around 6.84%, less than BIAWX's 28.94% 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% |
BIAWX Brown Advisory Sustainable Growth Fund | 28.94% | 24.52% | 5.34% | 0.00% | 0.00% | 1.85% | 0.00% | 1.50% | 3.75% | 1.71% | 0.72% | 4.76% |
Drawdowns
BVALX vs. BIAWX - Drawdown Comparison
The maximum BVALX drawdown since its inception was -32.88%, smaller than the maximum BIAWX drawdown of -36.94%. Use the drawdown chart below to compare losses from any high point for BVALX and BIAWX.
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Drawdown Indicators
| BVALX | BIAWX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.88% | -36.94% | +4.06% |
Max Drawdown (1Y)Largest decline over 1 year | -12.19% | -19.97% | +7.78% |
Max Drawdown (5Y)Largest decline over 5 years | -19.90% | -36.94% | +17.04% |
Max Drawdown (10Y)Largest decline over 10 years | — | -36.94% | — |
Current DrawdownCurrent decline from peak | -10.09% | -19.91% | +9.82% |
Average DrawdownAverage peak-to-trough decline | -4.32% | -5.71% | +1.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.32% | 6.89% | -3.57% |
Volatility
BVALX vs. BIAWX - Volatility Comparison
The current volatility for Brown Advisory - Beutel Goodman Large-Cap Value Fund (BVALX) is 3.95%, while Brown Advisory Sustainable Growth Fund (BIAWX) has a volatility of 5.41%. This indicates that BVALX experiences smaller price fluctuations and is considered to be less risky than BIAWX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BVALX | BIAWX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.95% | 5.41% | -1.46% |
Volatility (6M)Calculated over the trailing 6-month period | 9.73% | 12.54% | -2.81% |
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% | 22.55% | -6.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.31% | 21.41% | -3.10% |