TMFG vs. BIAWX

Last updated Jun 4, 2026

TMFG (Motley Fool Global Opportunities ETF) and BIAWX (Brown Advisory Sustainable Growth Fund) are both funds - TMFG is a Global Equities fund actively managed by Motley Fool, while BIAWX is a Large Cap Growth Equities fund managed by Brown Advisory Funds. Over the past 3 years, TMFG returned 12.53%/yr vs 15.17%/yr for BIAWX. Their correlation of 0.86 suggests significant overlap in exposure. TMFG charges 0.85%/yr vs 0.78%/yr for BIAWX.

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.

Returns By Period

In the year-to-date period, TMFG achieves a 1.99% return, which is significantly lower than BIAWX's 7.00% return.

TMFG

• 1D: -0.39%
• 1M: -0.08%
• YTD: 1.99%
• 6M: 2.14%
• 1Y: 3.83%
• 3Y*: 12.53%
• 5Y*: —
• 10Y*: —

BIAWX

• 1D: -0.17%
• 1M: 9.37%
• YTD: 7.00%
• 6M: 5.94%
• 1Y: 10.13%
• 3Y*: 15.17%
• 5Y*: 9.67%
• 10Y*: 15.62%

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

TMFG vs. BIAWX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
TMFG Motley Fool Global Opportunities ETF	1.99%	6.75%	15.45%	28.36%	-28.17%	1.21%
BIAWX Brown Advisory Sustainable Growth Fund	7.00%	3.18%	20.20%	38.88%	-31.02%	0.82%

Correlation

The correlation between TMFG and BIAWX is 0.77, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.77
Correlation (3Y) Calculated over the trailing 3-year period	0.79
Correlation (All Time) Calculated using the full available price history since Dec 14, 2021	0.86

The correlation between TMFG and BIAWX has been stable across timeframes, ranging from 0.77 to 0.86 - a consistent structural relationship.

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: 13
TMFG Sharpe Ratio Rank: 13
TMFG Sortino Ratio Rank: 12
TMFG Omega Ratio Rank: 12
TMFG Calmar Ratio Rank: 13
TMFG Martin Ratio Rank: 14

BIAWX

BIAWX Risk / Return Rank: 7
BIAWX Sharpe Ratio Rank: 8
BIAWX Sortino Ratio Rank: 8
BIAWX Omega Ratio Rank: 8
BIAWX Calmar Ratio Rank: 5
BIAWX Martin Ratio Rank: 5

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	0.30	0.64	-0.35
Sortino ratio: Return per unit of downside risk	0.51	0.97	-0.46
Omega ratio: Gain probability vs. loss probability	1.06	1.12	-0.06
Calmar ratio: Return relative to maximum drawdown	0.33	0.53	-0.21
Martin ratio: Return relative to average drawdown	1.10	1.38	-0.28
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 0.30, which is lower than the BIAWX Sharpe Ratio of 0.64. The chart below compares the historical Sharpe Ratios of TMFG and BIAWX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	TMFG	BIAWX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.30	0.64	-0.35
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.43	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.73	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.20	0.79	-0.59

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 (3Y) Largest decline over 3 years	-16.60%	-25.06%	+8.46%
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	-1.16%	-0.17%	-0.99%
Average Drawdown Average peak-to-trough decline	-10.49%	-5.74%	-4.75%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.48%	7.67%	-4.19%

Volatility

TMFG vs. BIAWX - Volatility Comparison

The current volatility for Motley Fool Global Opportunities ETF (TMFG) is 2.64%, while Brown Advisory Sustainable Growth Fund (BIAWX) has a volatility of 4.47%. 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	2.64%	4.47%	-1.83%
Volatility (6M) Calculated over the trailing 6-month period	10.07%	13.15%	-3.08%
Volatility (1Y) Calculated over the trailing 1-year period	13.03%	16.55%	-3.52%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.60%	22.62%	-4.02%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.60%	21.50%	-2.90%

TMFG vs. BIAWX - Expense Ratio Comparison

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

Dividends

TMFG vs. BIAWX - Dividend Comparison

TMFG's dividend yield for the trailing twelve months is around 0.26%, less than BIAWX's 22.92% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
BIAWX Brown Advisory Sustainable Growth Fund	22.92%	24.52%	5.34%	0.00%	0.00%	1.85%	0.00%	1.50%	3.75%	1.71%	0.72%	4.76%
TMFG Motley Fool Global Opportunities ETF	0.26%	0.27%	13.94%	5.42%	0.70%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both TMFG and BIAWX in my portfolio?

TMFG and BIAWX have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, TMFG or BIAWX?

BIAWX has higher volatility (4.47%) compared to TMFG (2.64%). In terms of maximum drawdown, TMFG dropped -33.66% vs BIAWX's -36.94%.

Which has better risk-adjusted returns?

BIAWX currently has the higher Sharpe Ratio (0.64 vs 0.30), 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.