- Issuer
- Brown Advisory
- Inception Date
- Jun 13, 2025
- Region
- North America (United States)
- Category
- Large Cap Growth Equities, ESG, Sustainable, Actively Managed
- Leveraged
- 1x (No leverage)
- Index Tracked
- No Index (Active)
- Distribution Policy
- Accumulating
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Growth
- Assets Under Management
- $545M
Highlights
- Avg. Volume (1M)
- 12K
- Avg. Volume Value (1M)
- $326.53K
Share Price Chart
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Performance
BASG Performance Chart
Brown Advisory Sustainable Growth ETF (BASG) is up 6.0% since the beginning of the year. BASG is currently trading at $27 per share.
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Returns By Period
Brown Advisory Sustainable Growth ETF (BASG) has returned 6.04% so far this year and 5.04% over the past 12 months.
Brown Advisory Sustainable Growth ETF
- 1D
- 1.98%
- 1M
- 1.98%
- 6M
- 11.14%
- YTD
- 6.04%
- 1Y
- 5.04%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 7.17%
Benchmark (S&P 500 Index)
- 1D
- 0.70%
- 1M
- 0.09%
- 6M
- 7.94%
- YTD
- 9.41%
- 1Y
- 20.07%
- 3Y*
- 17.84%
- 5Y*
- 11.25%
- 10Y*
- 13.26%
- ALL TIME*
- 8.09%
BASG Monthly Returns History
Based on dividend-adjusted daily data since Jun 16, 2025, BASG's average daily return is +0.03%, while the average monthly return is +0.64%. At this rate, an investment would double in approximately 9.1 years.
Historically, 50% of months were positive and 50% were negative. The best month was Apr 2026 with a return of +10.2%, while the worst month was Jan 2026 at -4.6%. The longest winning streak lasted 2 consecutive months, and the longest losing streak was 5 months.
On a daily basis, BASG closed higher 54% of trading days. The best single day was Mar 31, 2026 with a return of +3.3%, while the worst single day was Feb 3, 2026 at -3.9%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | -4.59% | -3.90% | -4.22% | 10.22% | 7.10% | -0.67% | 2.97% | 6.04% | |||||
| 2025 | 3.32% | 1.73% | -2.38% | 1.72% | 1.47% | -3.32% | -0.44% | 1.93% |
Benchmark Metrics
Brown Advisory Sustainable Growth ETF has an annualized alpha of -14.56%, beta of 1.15, and R2 of 0.72 versus S&P 500 Index. Calculated based on daily prices since June 16, 2025.
- This ETF participated in 88.78% of S&P 500 Index downside but only 42.64% of its upside - more exposed to losses than it benefited from rallies.
- This ETF had an annualized alpha of -14.56% versus S&P 500 Index - delivering less than market exposure alone would predict.
- Alpha
- -14.56%
- Beta
- 1.15
- R²
- 0.72
- Upside Capture
- 42.64%
- Downside Capture
- 88.78%
Expense Ratio
BASG has an expense ratio of 0.61%, placing it in the medium range.
Return for Risk
Risk / Return Rank
BASG ranks 14 for risk / return — above 14% of ETFs peers on PortfoliosLab. Its historical combined result is below most peers; review the five component ranks for context.
Risk / Return Metrics
The table below present risk-adjusted performance metrics for Brown Advisory Sustainable Growth ETF (BASG) and compare them to S&P 500 Index.
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.
| BASG | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.25 | ||
| Sortino ratioReturn per unit of downside risk | -1.63 | ||
| Omega ratioGain probability vs. loss probability | 1.04 | 1.25 | -0.21 |
| Calmar ratioReturn relative to maximum drawdown | 0.15 | 2.00 | -1.86 |
| Martin ratioReturn relative to average drawdown | 0.38 | 8.49 | -8.11 |
Dividends
Dividend History
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 Sustainable Growth 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 Sustainable Growth ETF was 19.30%, occurring on Mar 27, 2026. Recovery took 44 trading sessions.
The current Brown Advisory Sustainable Growth ETF drawdown is 0.40%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-19.30%Mar 2026 | 5mo | 2mo 6d | 7mo 6dOct 2025 - Jun 2026 | — |
-6.64%Jun 2026 | 23d | — | 2mo 2dJun 2026 - now | — |
-5.16%Sep 2025 | 1mo 6d | 1mo 24d | 3moJul 2025 - Oct 2025 | — |
-1.54%Jun 2025 | 4d | 4d | 8dJun 2025 - Jun 2025 | 2025 selloff2025 |
-1.42%Jul 2025 | 4d | 6d | 10dJul 2025 - Jul 2025 | — |
Drawdown Indicators
| BASG | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.30% | -56.78% | +37.48% |
Max Drawdown (1Y)Largest decline over 1 year | -19.30% | -9.10% | -10.20% |
Max Drawdown (3Y)Largest decline over 3 years | — | -18.90% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -25.43% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -0.40% | -1.58% | +1.18% |
Average DrawdownAverage peak-to-trough decline | -5.48% | -10.70% | +5.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.43% | 2.14% | +5.29% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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