BVALX vs. BIAYX
BVALX (Brown Advisory - Beutel Goodman Large-Cap Value Fund) and BIAYX (Brown Advisory Sustainable Small-Cap Core Fund) are both mutual funds - BVALX is a Large Cap Value Equities fund managed by Brown Advisory, while BIAYX is a Small Cap Blend Equities fund managed by Brown Advisory. Over the past 3 years, BVALX returned 11.51%/yr vs 12.37%/yr for BIAYX. Their correlation of 0.84 means they have usually moved in the same direction. BVALX charges 0.55%/yr vs 1.08%/yr for BIAYX.
Performance
BVALX vs. BIAYX - Performance Comparison
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Returns By Period
In the year-to-date period, BVALX achieves a 13.78% return, which is significantly lower than BIAYX's 16.21% return.
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%
BIAYX
- 1D
- -0.40%
- 1M
- -2.52%
- 6M
- 11.11%
- YTD
- 16.21%
- 1Y
- 24.01%
- 3Y*
- 12.37%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 5.37%
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 |
BVALX vs. BIAYX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
BVALX Brown Advisory - Beutel Goodman Large-Cap Value Fund | 13.78% | 5.26% | 11.49% | 12.30% | 2.07% | -0.05% |
BIAYX Brown Advisory Sustainable Small-Cap Core Fund | 16.21% | 9.44% | 6.80% | 17.39% | -20.21% | 1.09% |
Correlation
The correlation between BVALX and BIAYX is 0.80, 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. | 0.80 |
Correlation (3Y) Balances recent behavior with more history. | 0.83 |
Correlation (All Time) Calculated using the full available price history since Oct 8, 2021 | 0.84 |
The correlation between BVALX and BIAYX has been stable across timeframes, ranging from 0.80 to 0.84 - a consistent structural relationship.
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Return for Risk
BVALX vs. BIAYX — Risk / Return Rank
BVALX
BIAYX
BVALX vs. BIAYX - 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 Small-Cap Core Fund (BIAYX). 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.
| BVALX | BIAYX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.34 | ||
| Sortino ratioReturn per unit of downside risk | +0.46 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.23 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 2.20 | 2.07 | +0.13 |
| Martin ratioReturn relative to average drawdown | 7.62 | 7.08 | +0.54 |
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Drawdowns
BVALX vs. BIAYX - Drawdown Comparison
The maximum BVALX drawdown since its inception was -32.88%, roughly equal to the maximum BIAYX drawdown of -31.81%. Use the drawdown chart below to compare losses from any high point for BVALX and BIAYX.
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Drawdown Indicators
| BVALX | BIAYX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.88% | -31.81% | -1.07% |
Max Drawdown (1Y)Largest decline over 1 year | -10.09% | -11.02% | +0.93% |
Max Drawdown (3Y)Largest decline over 3 years | -19.90% | -23.51% | +3.61% |
Max Drawdown (5Y)Largest decline over 5 years | -19.90% | — | — |
Current DrawdownCurrent decline from peak | -2.31% | -3.13% | +0.82% |
Average DrawdownAverage peak-to-trough decline | -4.23% | -12.41% | +8.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.91% | 3.22% | -0.31% |
Volatility
BVALX vs. BIAYX - Volatility Comparison
Brown Advisory - Beutel Goodman Large-Cap Value Fund (BVALX) and Brown Advisory Sustainable Small-Cap Core Fund (BIAYX) have volatilities of 4.27% and 4.36%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BVALX | BIAYX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.27% | 4.36% | -0.09% |
Volatility (6M)Calculated over the trailing 6-month period | 10.21% | 12.98% | -2.77% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.55% | 17.61% | -4.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.81% | 20.57% | -4.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.15% | 20.57% | -2.42% |
BVALX vs. BIAYX - Expense Ratio Comparison
BVALX has a 0.55% expense ratio, which is lower than BIAYX's 1.08% expense ratio.
Dividends
BVALX vs. BIAYX - Dividend Comparison
BVALX's dividend yield for the trailing twelve months is around 5.69%, more than BIAYX's 3.76% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
BIAYX Brown Advisory Sustainable Small-Cap Core Fund | 3.76% | 4.37% | 0.73% | 0.01% | 0.00% | 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
BVALX and BIAYX have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BIAYX has higher volatility (4.36%) compared to BVALX (4.27%). In terms of maximum drawdown, BVALX dropped -32.88% vs BIAYX's -31.81%.
BVALX currently has the higher Sharpe Ratio (1.64 vs 1.30), 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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