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BAIV vs. MCSE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BAIV vs. MCSE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Brown Advisory International Value Select ETF (BAIV) and Franklin Sustainable International Equity ETF (MCSE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


BAIV

1D
-0.89%
1M
7.20%
6M
YTD
1Y
3Y*
5Y*
10Y*
ALL TIME*

MCSE

1D
0.00%
1M
0.00%
6M
0.00%
YTD
1.12%
1Y
4.30%
3Y*
-0.12%
5Y*
10Y*
ALL TIME*
6.07%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$113.82K$399.73K$431.56K
$0.00$0.00$0.00

BAIV vs. MCSE - Yearly Performance Comparison


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Return for Risk

BAIV vs. MCSE — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

BAIV

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


MCSE
MCSE Risk / Return Rank: 1919
Overall Rank
MCSE Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
MCSE Sortino Ratio Rank: 1818
Sortino Ratio Rank
MCSE Omega Ratio Rank: 2222
Omega Ratio Rank
MCSE Calmar Ratio Rank: 1717
Calmar Ratio Rank
MCSE Martin Ratio Rank: 1717
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

BAIV vs. MCSE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Brown Advisory International Value Select ETF (BAIV) and Franklin Sustainable International Equity ETF (MCSE). 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.

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.


BAIVMCSEDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.10

Calmar ratioReturn relative to maximum drawdown

0.37

Martin ratioReturn relative to average drawdown

0.92

BAIV vs. MCSE - Sharpe Ratio Comparison


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Drawdowns

BAIV vs. MCSE - Drawdown Comparison

The maximum BAIV drawdown since its inception was -11.41%, smaller than the maximum MCSE drawdown of -26.36%. Use the drawdown chart below to compare losses from any high point for BAIV and MCSE.


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Drawdown Indicators


BAIVMCSEDifference

Max Drawdown

Largest peak-to-trough decline

-11.41%

-26.36%

+14.95%

Max Drawdown (1Y)

Largest decline over 1 year

-10.42%

Max Drawdown (3Y)

Largest decline over 3 years

-26.36%

Current Drawdown

Current decline from peak

-0.89%

-10.51%

+9.62%

Average Drawdown

Average peak-to-trough decline

-2.90%

-8.79%

+5.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.36%

Volatility

BAIV vs. MCSE - Volatility Comparison


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Volatility by Period


BAIVMCSEDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.00%

Volatility (6M)

Calculated over the trailing 6-month period

1.91%

Volatility (1Y)

Calculated over the trailing 1-year period

17.50%

10.71%

+6.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.50%

19.08%

-1.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.50%

19.08%

-1.58%

BAIV vs. MCSE - Expense Ratio Comparison

BAIV has a 0.60% expense ratio, which is higher than MCSE's 0.59% expense ratio.


Dividends

BAIV vs. MCSE - Dividend Comparison

BAIV has not paid dividends to shareholders, while MCSE's dividend yield for the trailing twelve months is around 3.74%.


PositionTTM2025202420232022
BAIV
Brown Advisory International Value Select ETF
0.00%0.00%0.00%0.00%0.00%
MCSE
Franklin Sustainable International Equity ETF
3.74%3.78%0.63%0.57%0.48%

Frequently Asked Questions


On fees, MCSE is cheaper at 0.59% per year. The better choice depends on whether you care most about return, fees, risk, or income.

MCSE is cheaper with a 0.59% expense ratio, compared with 0.60% for BAIV.

MCSE has the higher dividend yield at 3.74%, compared with 0.00% for BAIV.

They also come from different issuers: Brown Advisory and Franklin. Their fees differ too: 0.60% for BAIV and 0.59% for MCSE.

Portfolio Optimizer

Find the right allocation for BAIV and MCSE

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