BASG vs. GARY

Last updated Jun 24, 2026

BASG (Brown Advisory Sustainable Growth ETF) and GARY (Mango Growth ETF) are both Large Cap Growth Equities funds. A 0.78 correlation means they provide meaningful diversification when combined. BASG charges 0.61%/yr vs 0.77%/yr for GARY.

Performance

BASG vs. GARY - Performance Comparison

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

Returns By Period

In the year-to-date period, BASG achieves a -0.02% return, which is significantly lower than GARY's 29.03% return.

BASG

• 1D: -1.27%
• 1M: -0.32%
• YTD: -0.02%
• 6M: -1.27%
• 1Y: 2.81%
• 3Y*: —
• 5Y*: —
• 10Y*: —

GARY

• 1D: -2.93%
• 1M: 2.69%
• YTD: 29.03%
• 6M: 29.01%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

BASG vs. GARY - Yearly Performance Comparison

	2026 (YTD)	2025
BASG Brown Advisory Sustainable Growth ETF	-0.02%	0.12%
GARY Mango Growth ETF	29.03%	0.15%

Correlation

The correlation between BASG and GARY is 0.78, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (All Time) Calculated using the full available price history since Dec 22, 2025	0.78

Return for Risk

BASG vs. GARY — Risk / Return Rank

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

BASG

BASG Risk / Return Rank: 11
BASG Sharpe Ratio Rank: 11
BASG Sortino Ratio Rank: 10
BASG Omega Ratio Rank: 10
BASG Calmar Ratio Rank: 10
BASG Martin Ratio Rank: 10

GARY

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. GARY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Brown Advisory Sustainable Growth ETF (BASG) and Mango Growth ETF (GARY). 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	GARY	Difference
Sharpe ratio: Return per unit of total volatility	0.16	—	—
Sortino ratio: Return per unit of downside risk	0.34	—	—
Omega ratio: Gain probability vs. loss probability	1.04	—	—
Calmar ratio: Return relative to maximum drawdown	0.15	—	—
Martin ratio: Return relative to average drawdown	0.38	—	—

Drawdowns

BASG vs. GARY - Drawdown Comparison

The maximum BASG drawdown since its inception was -19.30%, which is greater than GARY's maximum drawdown of -10.28%. Use the drawdown chart below to compare losses from any high point for BASG and GARY.

Drawdown Indicators

	BASG	GARY	Difference
Max Drawdown Largest peak-to-trough decline	-19.30%	-10.28%	-9.02%
Max Drawdown (1Y) Largest decline over 1 year	-19.30%	—	—
Current Drawdown Current decline from peak	-6.09%	-3.15%	-2.94%
Average Drawdown Average peak-to-trough decline	-5.75%	-1.72%	-4.03%
Ulcer Index Depth and duration of drawdowns from previous peaks	7.46%	—	—

Volatility

Volatility by Period

	BASG	GARY	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%	21.12%	-3.93%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.07%	21.12%	-4.05%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.07%	21.12%	-4.05%

BASG vs. GARY - Expense Ratio Comparison

BASG has a 0.61% expense ratio, which is lower than GARY's 0.77% expense ratio.

Dividends

BASG vs. GARY - Dividend Comparison

BASG has not paid dividends to shareholders, while GARY's dividend yield for the trailing twelve months is around 0.04%.

Position	TTM	2025
BASG Brown Advisory Sustainable Growth ETF	0.00%	0.00%
GARY Mango Growth ETF	0.04%	0.05%

Frequently Asked Questions

Can I hold both BASG and GARY in my portfolio?

BASG and GARY have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, BASG or GARY?

On fees, BASG is cheaper at 0.61% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, BASG or GARY?

BASG is cheaper with a 0.61% expense ratio, compared with 0.77% for GARY.

Which ETF pays a higher dividend yield, BASG or GARY?

GARY has the higher dividend yield at 0.04%, compared with 0.00% for BASG.

What is the main difference between BASG and GARY?

They also come from different issuers: Brown Advisory and Mango. Their fees differ too: 0.61% for BASG and 0.77% for GARY.