Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| BIAZX (BROWN ADVISORY MORTGAGE SECURITIES FUND INVESTOR SHARES) | 2.62% | 4.73% | 1.21% | -0.48% | 1.37% | NA | NA | 1.76% |
Data as of 07/03/2025, AR inception is 12/31/2013
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| BIAZX (BROWN ADVISORY MORTGAGE SECURITIES FUND INVESTOR SHARES) | 12/31/2013 | 07/03/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -0.88 | 4.73 | 1.21 | -0.48 | 1.37 | NA | NA | 1.76 | 2.62 | 0.80 | 4.35 | -10.64 | -0.32 | 5.50 | 6.93 | 0.72 | 2.36 | 1.25 | 2.31 | 4.04 | 0.00 |
| Sharpe Ratio | NA | 0.32 | -0.18 | -0.42 | 0.02 | NA | NA | 0.12 | 0.63 | -1.01 | 0.01 | -1.83 | -0.19 | 2.03 | 2.19 | -0.26 | 0.73 | 0.49 | 0.86 | 1.86 | NA |
| Standard Deviation(%) | NA | 5.40 | 6.82 | 5.58 | 4.32 | NA | NA | 4.12 | 5.74 | 5.71 | 7.76 | 6.60 | 1.77 | 2.58 | 2.52 | 2.30 | 2.38 | 2.15 | 2.66 | 2.17 | 0.00 |
| Draw Down(%) | NA | 5.17 | 10.10 | 15.94 | 15.94 | NA | NA | 15.94 | 2.70 | 4.65 | 8.45 | 14.56 | 1.43 | 4.29 | 1.27 | 1.95 | 1.69 | 3.94 | 1.54 | 0.79 | 0.00 |
| Yield(%) | 0.00 | 3.68 | 3.40 | 2.25 | 2.37 | 1.91 | 1.43 | 2.60 | 1.38 | 4.32 | 3.67 | 2.05 | 0.73 | 1.03 | 2.21 | 2.71 | 2.04 | 2.96 | 2.99 | 3.30 | 0.00 |
Data as of 07/03/2025, AR inception is 12/31/2013
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BIAZX (BROWN ADVISORY MORTGAGE SECURITIES FUND INVESTOR SHARES) |
-4.87%
Oct 2020 - Oct 2023 |
-0.48%
May 2020 - May 2025 |
0.96%
Apr 2014 - Apr 2024 |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| BIAZX (BROWN ADVISORY MORTGAGE SECURITIES FUND INVESTOR SHARES) |
4.88%
Apr 2018 - Apr 2021 |
3.32%
Dec 2015 - Dec 2020 |
1.73%
Sep 2014 - Sep 2024 |
0.00%
NA |
Annualized Rolling Returns Comparison Chart