TMFG vs. BIAWX

Last updated Apr 2, 2026

Compare and contrast key facts about Motley Fool Global Opportunities ETF (TMFG) and Brown Advisory Sustainable Growth Fund (BIAWX).

TMFG is an actively managed fund by Motley Fool. It was launched on Jun 17, 2014. BIAWX is managed by Brown Advisory Funds. It was launched on Jun 29, 2012.

Performance

TMFG vs. BIAWX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Motley Fool Global Opportunities ETF (TMFG) and Brown Advisory Sustainable Growth Fund (BIAWX). The values are adjusted to include any dividend payments, if applicable.

TMFG vs. BIAWX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
TMFG Motley Fool Global Opportunities ETF	-5.71%	6.75%	15.45%	28.36%	-28.17%	1.21%
BIAWX Brown Advisory Sustainable Growth Fund	-12.47%	3.18%	20.20%	38.88%	-31.02%	0.82%

Returns By Period

In the year-to-date period, TMFG achieves a -5.71% return, which is significantly higher than BIAWX's -12.47% return.

TMFG

• 1D: 0.64%
• 1M: -5.27%
• YTD: -5.71%
• 6M: -5.23%
• 1Y: 2.86%
• 3Y*: 10.02%
• 5Y*: —
• 10Y*: —

BIAWX

• 1D: 3.30%
• 1M: -4.63%
• YTD: -12.47%
• 6M: -15.30%
• 1Y: -0.34%
• 3Y*: 9.64%
• 5Y*: 5.80%
• 10Y*: 13.60%

*Multi-year figures are annualized to reflect compound growth (CAGR)

TMFG vs. BIAWX - Expense Ratio Comparison

TMFG has a 0.85% expense ratio, which is higher than BIAWX's 0.78% expense ratio.

TMFG

Motley Fool Global Opportunities ETF

BIAWX

Brown Advisory Sustainable Growth Fund

Return for Risk

TMFG vs. BIAWX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

TMFG

TMFG Risk / Return Rank: 16
TMFG Sharpe Ratio Rank: 15
TMFG Sortino Ratio Rank: 15
TMFG Omega Ratio Rank: 15
TMFG Calmar Ratio Rank: 17
TMFG Martin Ratio Rank: 18

BIAWX

BIAWX Risk / Return Rank: 5
BIAWX Sharpe Ratio Rank: 5
BIAWX Sortino Ratio Rank: 5
BIAWX Omega Ratio Rank: 5
BIAWX Calmar Ratio Rank: 6
BIAWX Martin Ratio Rank: 6

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

TMFG vs. BIAWX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Motley Fool Global Opportunities ETF (TMFG) 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.

	TMFG	BIAWX	Difference
Sharpe ratio Return per unit of total volatility	0.17	0.02	+0.15
Sortino ratio Return per unit of downside risk	0.37	0.19	+0.19
Omega ratio Gain probability vs. loss probability	1.05	1.03	+0.02
Calmar ratio Return relative to maximum drawdown	0.26	0.02	+0.23
Martin ratio Return relative to average drawdown	0.87	0.06	+0.81
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

TMFG vs. BIAWX - Sharpe Ratio Comparison

The current TMFG Sharpe Ratio is 0.17, which is higher than the BIAWX Sharpe Ratio of 0.02. The chart below compares the historical Sharpe Ratios of TMFG and BIAWX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	TMFG	BIAWX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.17	0.02	+0.15
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.26	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.64	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.10	0.71	-0.61

Correlation

The correlation between TMFG and BIAWX is 0.87, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

TMFG vs. BIAWX - Dividend Comparison

TMFG's dividend yield for the trailing twelve months is around 0.29%, less than BIAWX's 28.02% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
TMFG Motley Fool Global Opportunities ETF	0.29%	0.27%	13.94%	5.42%	0.70%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
BIAWX Brown Advisory Sustainable Growth Fund	28.02%	24.52%	5.34%	0.00%	0.00%	1.85%	0.00%	1.50%	3.75%	1.71%	0.72%	4.76%

Drawdowns

TMFG vs. BIAWX - Drawdown Comparison

The maximum TMFG drawdown since its inception was -33.66%, smaller than the maximum BIAWX drawdown of -36.94%. Use the drawdown chart below to compare losses from any high point for TMFG and BIAWX.

Drawdown Indicators

	TMFG	BIAWX	Difference
Max Drawdown Largest peak-to-trough decline	-33.66%	-36.94%	+3.28%
Max Drawdown (1Y) Largest decline over 1 year	-11.81%	-19.97%	+8.16%
Max Drawdown (5Y) Largest decline over 5 years	—	-36.94%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-36.94%	—
Current Drawdown Current decline from peak	-8.47%	-17.27%	+8.80%
Average Drawdown Average peak-to-trough decline	-10.82%	-5.72%	-5.10%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.47%	6.98%	-3.51%

Volatility

TMFG vs. BIAWX - Volatility Comparison

The current volatility for Motley Fool Global Opportunities ETF (TMFG) is 5.62%, while Brown Advisory Sustainable Growth Fund (BIAWX) has a volatility of 6.50%. This indicates that TMFG 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.

Volatility by Period

	TMFG	BIAWX	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.62%	6.50%	-0.88%
Volatility (6M) Calculated over the trailing 6-month period	10.27%	12.97%	-2.70%
Volatility (1Y) Calculated over the trailing 1-year period	16.98%	22.91%	-5.93%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.79%	22.59%	-3.80%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.79%	21.43%	-2.64%