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Performance
BAFE Performance Chart
Brown Advisory Flexible Equity ETF (BAFE) is up 0.3% since the beginning of the year. BAFE is currently trading at $27 per share.
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Returns By Period
Brown Advisory Flexible Equity ETF (BAFE) has returned 0.30% so far this year and 17.72% over the past 12 months.
Brown Advisory Flexible Equity ETF
- 1D
- 0.54%
- 1M
- 6.62%
- YTD
- 0.30%
- 6M
- 2.30%
- 1Y
- 17.72%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- 0.80%
- 1M
- 4.83%
- YTD
- 2.59%
- 6M
- 5.27%
- 1Y
- 30.14%
- 3Y*
- 19.29%
- 5Y*
- 10.91%
- 10Y*
- 12.94%
BAFE Monthly Returns History
Based on dividend-adjusted daily data since Nov 18, 2024, BAFE's average daily return is +0.03%, while the average monthly return is +0.58%. At this rate, an investment would double in approximately 10.0 years.
Historically, 50% of months were positive and 50% were negative. The best month was Apr 2026 with a return of +8.3%, while the worst month was Mar 2026 at -5.3%. The longest winning streak lasted 2 consecutive months, and the longest losing streak was 3 months.
On a daily basis, BAFE closed higher 55% of trading days. The best single day was Apr 9, 2025 with a return of +9.5%, while the worst single day was Apr 4, 2025 at -5.5%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | -0.50% | -1.75% | -5.26% | 8.29% | 0.30% | ||||||||
| 2025 | 5.47% | -3.39% | -5.26% | -1.44% | 5.92% | 4.93% | -0.02% | 1.28% | 1.16% | -0.83% | 1.00% | 1.18% | 9.80% |
| 2024 | 2.99% | -3.40% | -0.51% |
Benchmark Metrics
Brown Advisory Flexible Equity ETF has an annualized alpha of -5.63%, beta of 0.99, and R² of 0.92 versus S&P 500 Index. Calculated based on daily prices since November 19, 2024.
- This ETF participated in 114.78% of S&P 500 Index downside but only 81.53% of its upside — more exposed to losses than it benefited from rallies.
- This ETF had an annualized alpha of -5.63% versus S&P 500 Index — delivering less than market exposure alone would predict.
- With beta of 0.99 and R² of 0.92, this ETF moves broadly in line with S&P 500 Index — much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- -5.63%
- Beta
- 0.99
- R²
- 0.92
- Upside Capture
- 81.53%
- Downside Capture
- 114.78%
Expense Ratio
BAFE has an expense ratio of 0.54%, placing it in the medium range.
Return for Risk
Risk / Return Rank
BAFE ranks 25 for risk / return — below 25% of ETFs on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Brown Advisory Flexible Equity ETF (BAFE) and compare them to a chosen benchmark (S&P 500 Index).
| BAFE | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.24 | 2.30 | -1.06 |
Sortino ratioReturn per unit of downside risk | 1.81 | 3.18 | -1.37 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.43 | -0.20 |
Calmar ratioReturn relative to maximum drawdown | 1.45 | 3.40 | -1.95 |
Martin ratioReturn relative to average drawdown | 5.16 | 15.35 | -10.20 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore BAFE risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
Dividends
Dividend History
Brown Advisory Flexible Equity ETF provided a 0.30% dividend yield over the last twelve months, with an annual payout of $0.08 per share.
| Period | TTM | 2025 | 2024 |
|---|---|---|---|
| Dividend | $0.08 | $0.08 | $0.02 |
Dividend yield | 0.30% | 0.30% | 0.06% |
Monthly Dividends
The table displays the monthly dividend distributions for Brown Advisory Flexible Equity ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | ||||||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.08 | $0.08 |
| 2024 | $0.02 | $0.02 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Brown Advisory Flexible Equity ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the Brown Advisory Flexible Equity ETF was 18.37%, occurring on Apr 8, 2025. Recovery took 59 trading sessions.
The current Brown Advisory Flexible Equity ETF drawdown is 2.58%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -18.37% | Jan 31, 2025 | 47 | Apr 8, 2025 | 59 | Jul 3, 2025 | 106 |
| -12.73% | Jan 12, 2026 | 53 | Mar 27, 2026 | — | — | — |
| -6.15% | Oct 28, 2025 | 18 | Nov 20, 2025 | 14 | Dec 11, 2025 | 32 |
| -4.39% | Dec 5, 2024 | 11 | Dec 19, 2024 | 21 | Jan 23, 2025 | 32 |
| -3.88% | Sep 22, 2025 | 15 | Oct 10, 2025 | 11 | Oct 27, 2025 | 26 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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