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BASG vs. FSST
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BASG vs. FSST - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Brown Advisory Sustainable Growth ETF (BASG) and Fidelity Sustainability U.S. Equity ETF (FSST). The values are adjusted to include any dividend payments, if applicable.

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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*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BASG vs. FSST - Yearly Performance Comparison


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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BASG
BASG Risk / Return Rank: 1111
Overall Rank
BASG Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
BASG Sortino Ratio Rank: 1010
Sortino Ratio Rank
BASG Omega Ratio Rank: 1010
Omega Ratio Rank
BASG Calmar Ratio Rank: 1010
Calmar Ratio Rank
BASG Martin Ratio Rank: 1010
Martin Ratio Rank

FSST

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

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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.


BASGFSSTDifference
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

BASG vs. FSST - Sharpe Ratio Comparison


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Drawdowns

BASG vs. FSST - Drawdown Comparison


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Drawdown Indicators


BASGFSSTDifference

Max Drawdown

Largest peak-to-trough decline

-19.30%

Max Drawdown (1Y)

Largest decline over 1 year

-19.30%

Current Drawdown

Current decline from peak

-6.09%

Average Drawdown

Average peak-to-trough decline

-5.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.46%

Volatility

BASG vs. FSST - Volatility Comparison


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Volatility by Period


BASGFSSTDifference

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.


PositionTTM20252024202320222021
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.

Portfolio Optimizer

Find the right allocation for BASG and FSST

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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