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VWITX vs. BIAEX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VWITX vs. BIAEX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Intermediate-Term Tax-Exempt Fund Investor Shares (VWITX) and Brown Advisory Tax Exempt Bond Fund (BIAEX). The values are adjusted to include any dividend payments, if applicable.

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VWITX vs. BIAEX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VWITX
Vanguard Intermediate-Term Tax-Exempt Fund Investor Shares
-0.48%5.89%2.23%5.82%-6.90%0.74%5.14%7.01%1.26%4.54%
BIAEX
Brown Advisory Tax Exempt Bond Fund
-0.48%5.50%2.08%6.43%-9.75%2.39%3.65%7.48%2.19%4.12%

Returns By Period

As of year-to-date, both investments have demonstrated similar returns, with VWITX at -0.48% and BIAEX at -0.48%. Over the past 10 years, VWITX has outperformed BIAEX with an annualized return of 2.29%, while BIAEX has yielded a comparatively lower 1.97% annualized return.


VWITX

1D
0.22%
1M
-2.36%
YTD
-0.48%
6M
1.07%
1Y
4.47%
3Y*
3.64%
5Y*
1.49%
10Y*
2.29%

BIAEX

1D
0.21%
1M
-2.20%
YTD
-0.48%
6M
1.23%
1Y
4.68%
3Y*
3.61%
5Y*
1.01%
10Y*
1.97%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VWITX vs. BIAEX - Expense Ratio Comparison

VWITX has a 0.17% expense ratio, which is lower than BIAEX's 0.46% expense ratio.


Return for Risk

VWITX vs. BIAEX — Risk / Return Rank

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

VWITX
VWITX Risk / Return Rank: 6666
Overall Rank
VWITX Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
VWITX Sortino Ratio Rank: 6363
Sortino Ratio Rank
VWITX Omega Ratio Rank: 8585
Omega Ratio Rank
VWITX Calmar Ratio Rank: 5858
Calmar Ratio Rank
VWITX Martin Ratio Rank: 5555
Martin Ratio Rank

BIAEX
BIAEX Risk / Return Rank: 6363
Overall Rank
BIAEX Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
BIAEX Sortino Ratio Rank: 6363
Sortino Ratio Rank
BIAEX Omega Ratio Rank: 8282
Omega Ratio Rank
BIAEX Calmar Ratio Rank: 5454
Calmar Ratio Rank
BIAEX Martin Ratio Rank: 5050
Martin Ratio Rank
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.

VWITX vs. BIAEX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Intermediate-Term Tax-Exempt Fund Investor Shares (VWITX) and Brown Advisory Tax Exempt Bond Fund (BIAEX). 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.


VWITXBIAEXDifference

Sharpe ratio

Return per unit of total volatility

1.25

1.24

0.00

Sortino ratio

Return per unit of downside risk

1.66

1.68

-0.02

Omega ratio

Gain probability vs. loss probability

1.35

1.34

+0.01

Calmar ratio

Return relative to maximum drawdown

1.43

1.41

+0.02

Martin ratio

Return relative to average drawdown

5.48

5.19

+0.29

VWITX vs. BIAEX - Sharpe Ratio Comparison

The current VWITX Sharpe Ratio is 1.25, which is comparable to the BIAEX Sharpe Ratio of 1.24. The chart below compares the historical Sharpe Ratios of VWITX and BIAEX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


VWITXBIAEXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.25

1.24

0.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.46

0.30

+0.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.67

0.55

+0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.76

0.48

+0.28

Correlation

The correlation between VWITX and BIAEX is 0.82, 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

VWITX vs. BIAEX - Dividend Comparison

VWITX's dividend yield for the trailing twelve months is around 3.25%, less than BIAEX's 3.48% yield.


TTM20252024202320222021202020192018201720162015
VWITX
Vanguard Intermediate-Term Tax-Exempt Fund Investor Shares
3.25%3.96%3.53%2.70%2.43%1.83%2.32%2.80%2.80%2.72%2.80%2.88%
BIAEX
Brown Advisory Tax Exempt Bond Fund
3.48%3.79%3.67%3.15%2.00%2.57%2.75%3.01%3.27%2.30%0.00%0.00%

Drawdowns

VWITX vs. BIAEX - Drawdown Comparison

The maximum VWITX drawdown since its inception was -29.13%, which is greater than BIAEX's maximum drawdown of -13.89%. Use the drawdown chart below to compare losses from any high point for VWITX and BIAEX.


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Drawdown Indicators


VWITXBIAEXDifference

Max Drawdown

Largest peak-to-trough decline

-29.13%

-13.89%

-15.24%

Max Drawdown (1Y)

Largest decline over 1 year

-3.89%

-3.97%

+0.08%

Max Drawdown (5Y)

Largest decline over 5 years

-11.46%

-13.89%

+2.43%

Max Drawdown (10Y)

Largest decline over 10 years

-11.46%

-13.89%

+2.43%

Current Drawdown

Current decline from peak

-2.64%

-2.51%

-0.13%

Average Drawdown

Average peak-to-trough decline

-3.58%

-2.85%

-0.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.02%

1.08%

-0.06%

Volatility

VWITX vs. BIAEX - Volatility Comparison

Vanguard Intermediate-Term Tax-Exempt Fund Investor Shares (VWITX) and Brown Advisory Tax Exempt Bond Fund (BIAEX) have volatilities of 1.01% and 1.01%, 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


VWITXBIAEXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.01%

1.01%

0.00%

Volatility (6M)

Calculated over the trailing 6-month period

1.57%

1.66%

-0.09%

Volatility (1Y)

Calculated over the trailing 1-year period

3.92%

4.09%

-0.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.22%

3.37%

-0.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.41%

3.58%

-0.17%