VV vs. BIAWX
VV (Vanguard Large-Cap ETF) and BIAWX (Brown Advisory Sustainable Growth Fund) are both funds - VV is a Large Cap Blend Equities fund tracking the CRSP US Large Cap Index, while BIAWX is a Large Cap Growth Equities fund managed by Brown Advisory Funds. Over the past 10 years, VV returned 15.17%/yr vs 15.22%/yr for BIAWX. Their correlation of 0.90 suggests significant overlap in exposure. VV charges 0.04%/yr vs 0.78%/yr for BIAWX.
Performance
VV vs. BIAWX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, VV achieves a 10.23% return, which is significantly higher than BIAWX's 5.99% return. Both investments have delivered pretty close results over the past 10 years, with VV having a 15.17% annualized return and BIAWX not far ahead at 15.22%.
VV
- 1D
- -0.77%
- 1M
- 1.34%
- 6M
- 8.23%
- YTD
- 10.23%
- 1Y
- 21.28%
- 3Y*
- 20.34%
- 5Y*
- 12.62%
- 10Y*
- 15.17%
BIAWX
- 1D
- 0.04%
- 1M
- 4.06%
- 6M
- 4.68%
- YTD
- 5.99%
- 1Y
- 3.96%
- 3Y*
- 13.50%
- 5Y*
- 6.98%
- 10Y*
- 15.22%
VV vs. BIAWX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VV Vanguard Large-Cap ETF | 10.23% | 18.11% | 25.25% | 27.18% | -19.91% | 27.41% | 21.04% | 31.25% | -4.46% | 22.00% |
BIAWX Brown Advisory Sustainable Growth Fund | 5.99% | 3.18% | 20.20% | 38.88% | -31.02% | 29.83% | 38.88% | 35.93% | 4.36% | 27.89% |
Correlation
The correlation between VV and BIAWX is 0.84, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.84 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.88 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.91 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.90 |
Correlation (All Time) Calculated using the full available price history since Jun 29, 2012 | 0.90 |
The correlation between VV and BIAWX has been stable across timeframes, ranging from 0.84 to 0.91 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
VV vs. BIAWX — Risk / Return Rank
VV
BIAWX
VV vs. BIAWX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Large-Cap ETF (VV) 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.
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.
| VV | BIAWX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.49 | ||
| Sortino ratioReturn per unit of downside risk | +1.96 | ||
| Omega ratioGain probability vs. loss probability | 1.30 | 1.05 | +0.26 |
| Calmar ratioReturn relative to maximum drawdown | 2.32 | 0.17 | +2.15 |
| Martin ratioReturn relative to average drawdown | 10.00 | 0.43 | +9.57 |
Loading charts...
Drawdowns
VV vs. BIAWX - Drawdown Comparison
The maximum VV drawdown since its inception was -54.81%, which is greater than BIAWX's maximum drawdown of -36.94%. Use the drawdown chart below to compare losses from any high point for VV and BIAWX.
Loading charts...
Drawdown Indicators
| VV | BIAWX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.81% | -36.94% | -17.87% |
Max Drawdown (1Y)Largest decline over 1 year | -9.21% | -19.97% | +10.76% |
Max Drawdown (3Y)Largest decline over 3 years | -18.97% | -25.06% | +6.09% |
Max Drawdown (5Y)Largest decline over 5 years | -25.66% | -36.94% | +11.28% |
Max Drawdown (10Y)Largest decline over 10 years | -34.28% | -36.94% | +2.66% |
Current DrawdownCurrent decline from peak | -1.13% | -1.11% | -0.02% |
Average DrawdownAverage peak-to-trough decline | -6.81% | -5.73% | -1.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.13% | 7.78% | -5.65% |
Volatility
VV vs. BIAWX - Volatility Comparison
The current volatility for Vanguard Large-Cap ETF (VV) is 4.14%, while Brown Advisory Sustainable Growth Fund (BIAWX) has a volatility of 5.47%. This indicates that VV 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.
Loading charts...
Volatility by Period
| VV | BIAWX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.14% | 5.47% | -1.33% |
Volatility (6M)Calculated over the trailing 6-month period | 10.04% | 14.23% | -4.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.71% | 17.31% | -4.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.34% | 22.74% | -5.40% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.19% | 21.51% | -3.32% |
VV vs. BIAWX - Expense Ratio Comparison
VV has a 0.04% expense ratio, which is lower than BIAWX's 0.78% expense ratio.
Dividends
VV vs. BIAWX - Dividend Comparison
VV's dividend yield for the trailing twelve months is around 1.02%, less than BIAWX's 23.14% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BIAWX Brown Advisory Sustainable Growth Fund | 23.14% | 24.52% | 5.34% | 0.00% | 0.00% | 1.85% | 0.00% | 1.50% | 3.75% | 1.71% | 0.72% | 4.76% |
VV Vanguard Large-Cap ETF | 1.02% | 1.08% | 1.24% | 1.41% | 1.66% | 1.19% | 1.46% | 1.81% | 2.09% | 1.75% | 1.98% | 1.96% |
Frequently Asked Questions
VV and BIAWX have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BIAWX has higher volatility (5.47%) compared to VV (4.14%). In terms of maximum drawdown, VV dropped -54.81% vs BIAWX's -36.94%.
VV currently has the higher Sharpe Ratio (1.69 vs 0.19), 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.
Find the right allocation for VV and BIAWX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer