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Brown Advisory Flexible Equity ETF (BAFE) Sortino Ratio: 1.31

ETF · Currency in USD · Last updated Jun 24, 2026

The Brown Advisory Flexible Equity ETF (BAFE) is an actively managed ETF that seeks to invest at least 80% of its net assets in equity securities issued by large, middle, and small capitalization companies that the Adviser believes have strong or improving long-term business characteristics. This is Brown Advisory's first ETF, launched with $913M in seed capital, and takes a flexible, valuation-conscious approach to investing in high-quality U.S. businesses.

BAFE's Sortino Ratio of 1.31 indicates that for each unit of downside volatility, it generates 1.31 units of excess return. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 24, 2026).

Unlike other measures, Sortino only focuses on downside volatility (losses), making it particularly useful for investors more concerned about protecting against drawdowns than overall price swings.

BAFE Sortino Ratio Rank

BAFE Sortino Ratio Rank: 25.325
Below Average

BAFE ranks above 25.3% of all investments in our database based on Sortino Ratio over the past 12 months, indicating below-average returns relative to downside risk taken. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with minimal downside volatility → Higher rank
  • Severe or frequent drawdowns → Lower rank
  • Upside volatility → No impact (Sortino doesn't penalize upside swings)

What you can do with this information

  • Returns may not adequately compensate for downside risk taken
  • Consider smaller allocation given below-average risk-adjusted profile
  • Explore higher-ranked investments with better downside protection
  • Assess whether downside exposure aligns with your portfolio goals

BAFE Sortino Ratio Market Positioning

The chart shows BAFE's Sortino Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better downside-adjusted returns.

  • Red zone (bottom 25%): 1.29 or lower
  • Yellow zone (middle 50%): 1.29 to 3.01
  • Green zone (top 25%): 3.01 or higher
  • Top 1%: 14.70+
  • Median: 2.24 — half of all investments score higher

How it compares to other similar ETFs

The table compares Brown Advisory Flexible Equity ETF's Sortino Ratio with other ETFs in the Large Cap Blend Equities category across multiple time periods, showing how BAFE's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 24, 2026.

SymbolName1Y Sortino Ratio5Y Sortino Ratio10Y Sortino RatioAll Time Sortino Ratio
RSSYReturn Stacked US Stocks & Futures Yield ETF3.95
IUSInvesco RAFI Strategic US ETF3.95
PSCXPacer Swan SOS Conservative (December) ETF3.75
RAFEPIMCO RAFI ESG U.S. ETF3.63
PSMDPacer Swan SOS Moderate (December) ETF3.55
DJUNFT Cboe Vest U.S. Equity Deep Buffer ETF - June3.54
ESNEssential 40 Stock ETF3.47
FJUNFT Cboe Vest U.S. Equity Buffer ETF - June3.38
EBILongview Advantage ETF3.37
SIXA6 Meridian Mega Cap Equity ETF3.36
BAFEBrown Advisory Flexible Equity ETF1.31

S&P 500 Index

How to choose period

Historical Sortino Ratio

The chart shows BAFE's rolling Sortino ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to downside risk, while declining trends may signal deteriorating risk-adjusted performance or increased volatility during market stress. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when BAFE consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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