BASG vs. FSST
BASG (Brown Advisory Sustainable Growth ETF) and FSST (Fidelity Sustainability U.S. Equity ETF) are both exchange-traded funds - BASG is a Large Cap Growth Equities fund managed by Brown Advisory, while FSST is a Sustainable fund tracking the Russell 3000. At a 0.45 correlation, their price movements are largely independent. BASG charges 0.61%/yr vs 0.59%/yr for FSST.
Performance
BASG vs. FSST - Performance Comparison
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Returns By Period
BASG
- 1D
- -1.27%
- 1M
- -0.32%
- YTD
- -0.02%
- 6M
- -1.27%
- 1Y
- 2.81%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
FSST
- 1D
- —
- 1M
- —
- YTD
- —
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
BASG vs. FSST - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
BASG Brown Advisory Sustainable Growth ETF | -0.02% | 1.93% |
FSST Fidelity Sustainability U.S. Equity ETF | 0.00% | 14.93% |
Correlation
The correlation between BASG and FSST is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.44 |
Correlation (All Time) Calculated using the full available price history since Jun 16, 2025 | 0.45 |
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Return for Risk
BASG vs. FSST — Risk / Return Rank
BASG
FSST
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
BASG vs. FSST - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Brown Advisory Sustainable Growth ETF (BASG) and Fidelity Sustainability U.S. Equity ETF (FSST). 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.
| BASG | FSST | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.04 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 0.15 | — | — |
| Martin ratioReturn relative to average drawdown | 0.38 | — | — |
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Drawdowns
BASG vs. FSST - Drawdown Comparison
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Drawdown Indicators
| BASG | FSST | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.30% | — | — |
Max Drawdown (1Y)Largest decline over 1 year | -19.30% | — | — |
Current DrawdownCurrent decline from peak | -6.09% | — | — |
Average DrawdownAverage peak-to-trough decline | -5.75% | — | — |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.46% | — | — |
Volatility
BASG vs. FSST - Volatility Comparison
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Volatility by Period
| BASG | FSST | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.01% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 14.01% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 17.19% | — | — |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.07% | — | — |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.07% | — | — |
BASG vs. FSST - Expense Ratio Comparison
BASG has a 0.61% expense ratio, which is higher than FSST's 0.59% expense ratio.
Dividends
BASG vs. FSST - Dividend Comparison
Neither BASG nor FSST has paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
BASG Brown Advisory Sustainable Growth ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
FSST Fidelity Sustainability U.S. Equity ETF | 0.10% | 0.19% | 2.01% | 0.68% | 1.00% | 0.34% |
Frequently Asked Questions
BASG and FSST have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, FSST is cheaper at 0.59% per year. The better choice depends on whether you care most about return, fees, risk, or income.
FSST is cheaper with a 0.59% expense ratio, compared with 0.61% for BASG.
FSST has the higher dividend yield at 0.10%, compared with 0.00% for BASG.
BASG is categorized as Large Cap Growth Equities, while FSST is Sustainable. They also come from different issuers: Brown Advisory and Fidelity. Their fees differ too: 0.61% for BASG and 0.59% for FSST.
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