EEA vs. BIAHX
EEA (The European Equity Fund) and BIAHX (Brown Advisory - WMC Strategic European Equity Fund) are both Europe Equities funds. Over the past 10 years, EEA returned 8.64%/yr vs 12.27%/yr for BIAHX. Their 0.66 correlation means they have sometimes moved together and sometimes differently. EEA charges 0.01%/yr vs 1.19%/yr for BIAHX.
Performance
EEA vs. BIAHX - Performance Comparison
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Returns By Period
In the year-to-date period, EEA achieves a 9.24% return, which is significantly higher than BIAHX's 4.98% return. Over the past 10 years, EEA has underperformed BIAHX with an annualized return of 8.64%, while BIAHX has yielded a comparatively higher 12.27% annualized return.
EEA
- 1D
- -0.36%
- 1M
- -0.30%
- 6M
- 2.75%
- YTD
- 9.24%
- 1Y
- 20.19%
- 3Y*
- 12.43%
- 5Y*
- 7.12%
- 10Y*
- 8.64%
- ALL TIME*
- 5.13%
BIAHX
- 1D
- 0.59%
- 1M
- 3.31%
- 6M
- -0.58%
- YTD
- 4.98%
- 1Y
- 12.99%
- 3Y*
- 21.01%
- 5Y*
- 12.50%
- 10Y*
- 12.27%
- ALL TIME*
- 9.84%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $209.10K | $314.31K | $440.77K |
EEA vs. BIAHX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EEA The European Equity Fund | 9.24% | 36.10% | -3.53% | 17.24% | -18.97% | 14.19% | 13.54% | 28.55% | -21.00% | 29.01% |
BIAHX Brown Advisory - WMC Strategic European Equity Fund | 4.98% | 47.26% | 10.85% | 19.36% | -11.95% | 14.54% | 11.34% | 29.43% | -16.60% | 32.37% |
Correlation
The correlation between EEA and BIAHX is 0.72, 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. | 0.72 |
Correlation (3Y) Balances recent behavior with more history. | 0.67 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.68 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.65 |
Correlation (All Time) Calculated using the full available price history since Oct 23, 2013 | 0.66 |
The correlation between EEA and BIAHX has been stable across timeframes, ranging from 0.65 to 0.72 - a consistent structural relationship.
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Return for Risk
EEA vs. BIAHX — Risk / Return Rank
EEA
BIAHX
EEA vs. BIAHX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for The European Equity Fund (EEA) and Brown Advisory - WMC Strategic European Equity Fund (BIAHX). 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.
| EEA | BIAHX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.32 | ||
| Sortino ratioReturn per unit of downside risk | +0.38 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.17 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 1.46 | 0.99 | +0.47 |
| Martin ratioReturn relative to average drawdown | 4.76 | 2.60 | +2.16 |
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Drawdowns
EEA vs. BIAHX - Drawdown Comparison
The maximum EEA drawdown since its inception was -72.28%, which is greater than BIAHX's maximum drawdown of -34.90%. Use the drawdown chart below to compare losses from any high point for EEA and BIAHX.
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Drawdown Indicators
| EEA | BIAHX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -72.28% | -34.90% | -37.38% |
Max Drawdown (1Y)Largest decline over 1 year | -13.45% | -13.18% | -0.27% |
Max Drawdown (3Y)Largest decline over 3 years | -14.10% | -13.18% | -0.92% |
Max Drawdown (5Y)Largest decline over 5 years | -37.51% | -30.95% | -6.56% |
Max Drawdown (10Y)Largest decline over 10 years | -41.54% | -34.90% | -6.64% |
Current DrawdownCurrent decline from peak | -1.08% | -3.10% | +2.02% |
Average DrawdownAverage peak-to-trough decline | -29.69% | -6.03% | -23.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.12% | 5.00% | -0.88% |
Volatility
EEA vs. BIAHX - Volatility Comparison
The European Equity Fund (EEA) has a higher volatility of 4.56% compared to Brown Advisory - WMC Strategic European Equity Fund (BIAHX) at 4.07%. This indicates that EEA's price experiences larger fluctuations and is considered to be riskier than BIAHX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| EEA | BIAHX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.56% | 4.07% | +0.49% |
Volatility (6M)Calculated over the trailing 6-month period | 13.18% | 12.14% | +1.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.85% | 14.22% | +1.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.12% | 16.40% | +1.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.40% | 16.89% | +2.51% |
EEA vs. BIAHX - Expense Ratio Comparison
EEA has a 0.01% expense ratio, which is lower than BIAHX's 1.19% expense ratio.
Dividends
EEA vs. BIAHX - Dividend Comparison
EEA's dividend yield for the trailing twelve months is around 8.79%, more than BIAHX's 7.24% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BIAHX Brown Advisory - WMC Strategic European Equity Fund | 7.24% | 7.60% | 5.16% | 1.13% | 2.66% | 9.72% | 6.39% | 9.78% | 12.12% | 0.83% | 1.19% | 0.00% |
EEA The European Equity Fund | 8.79% | 7.55% | 2.19% | 1.99% | 11.60% | 14.42% | 1.86% | 5.49% | 0.95% | 0.87% | 0.97% | 2.10% |
Frequently Asked Questions
EEA and BIAHX have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EEA has higher volatility (4.56%) compared to BIAHX (4.07%). In terms of maximum drawdown, EEA dropped -72.28% vs BIAHX's -34.90%.
EEA currently has the higher Sharpe Ratio (1.24 vs 0.92), 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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