BASG vs. GQGU

Last updated Aug 2, 2026

BASG (Brown Advisory Sustainable Growth ETF) and GQGU (GQG US Equity ETF) are both Large Cap Growth Equities funds. Both are actively managed. Over the past year, BASG returned 5.04% vs 7.17% for GQGU. Their -0.19 correlation means they have often moved in opposite directions in the past. BASG charges 0.61%/yr vs 0.49%/yr for GQGU.

Performance

BASG vs. GQGU - Performance Comparison

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

Returns By Period

In the year-to-date period, BASG achieves a 6.04% return, which is significantly lower than GQGU's 6.80% return.

BASG

• 1D: 1.98%
• 1M: 1.98%
• 6M: 11.14%
• YTD: 6.04%
• 1Y: 5.04%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 7.17%

GQGU

• 1D: 0.85%
• 1M: 1.17%
• 6M: 2.86%
• YTD: 6.80%
• 1Y: 7.17%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 5.35%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
BASG Brown Advisory Sustainable Growth ETF	$328.01K	$326.53K	$390.65K
GQGU GQG US Equity ETF	$4.04M	$3.49M	$3.46M

BASG vs. GQGU - Yearly Performance Comparison

	2026 (YTD)	2025
BASG Brown Advisory Sustainable Growth ETF	6.04%	-1.25%
GQGU GQG US Equity ETF	6.80%	-1.12%

Correlation

The correlation between BASG and GQGU is -0.19, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	-0.19
Correlation (All Time) Calculated using the full available price history since Jul 14, 2025	-0.19

Return for Risk

BASG vs. GQGU — Risk / Return Rank

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

BASG

BASG Risk / Return Rank: 14
BASG Sharpe Ratio Rank: 15
BASG Sortino Ratio Rank: 14
BASG Omega Ratio Rank: 14
BASG Calmar Ratio Rank: 13
BASG Martin Ratio Rank: 14

GQGU

GQGU Risk / Return Rank: 26
GQGU Sharpe Ratio Rank: 28
GQGU Sortino Ratio Rank: 27
GQGU Omega Ratio Rank: 25
GQGU Calmar Ratio Rank: 26
GQGU Martin Ratio Rank: 25

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.

BASG vs. GQGU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Brown Advisory Sustainable Growth ETF (BASG) and GQG US Equity ETF (GQGU). 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	GQGU	Difference
Sharpe ratio: Return per unit of total volatility	0.16	0.66	-0.49
Sortino ratio: Return per unit of downside risk	0.34	1.02	-0.67
Omega ratio: Gain probability vs. loss probability	1.04	1.12	-0.07
Calmar ratio: Return relative to maximum drawdown	0.15	0.83	-0.68
Martin ratio: Return relative to average drawdown	0.38	1.92	-1.54

BASG vs. GQGU - Sharpe Ratio Comparison

The current BASG Sharpe Ratio is 0.16, which is lower than the GQGU Sharpe Ratio of 0.66. The chart below compares the historical Sharpe Ratios of BASG and GQGU, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

BASG vs. GQGU - Drawdown Comparison

The maximum BASG drawdown since its inception was -19.30%, which is greater than GQGU's maximum drawdown of -8.41%. Use the drawdown chart below to compare losses from any high point for BASG and GQGU.

Drawdown Indicators

	BASG	GQGU	Difference
Max Drawdown Largest peak-to-trough decline	-19.30%	-8.41%	-10.89%
Max Drawdown (1Y) Largest decline over 1 year	-19.30%	-8.41%	-10.89%
Current Drawdown Current decline from peak	-0.40%	-4.47%	+4.07%
Average Drawdown Average peak-to-trough decline	-5.48%	-3.00%	-2.48%
Ulcer Index Depth and duration of drawdowns from previous peaks	7.43%	3.64%	+3.79%

Volatility

BASG vs. GQGU - Volatility Comparison

Brown Advisory Sustainable Growth ETF (BASG) has a higher volatility of 4.25% compared to GQG US Equity ETF (GQGU) at 2.85%. This indicates that BASG's price experiences larger fluctuations and is considered to be riskier than GQGU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BASG	GQGU	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.25%	2.85%	+1.40%
Volatility (6M) Calculated over the trailing 6-month period	14.04%	8.51%	+5.53%
Volatility (1Y) Calculated over the trailing 1-year period	17.44%	10.67%	+6.77%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.86%	10.58%	+6.28%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.86%	10.58%	+6.28%

BASG vs. GQGU - Expense Ratio Comparison

BASG has a 0.61% expense ratio, which is higher than GQGU's 0.49% expense ratio.

Dividends

BASG vs. GQGU - Dividend Comparison

BASG has not paid dividends to shareholders, while GQGU's dividend yield for the trailing twelve months is around 0.95%.

Position	TTM	2025
BASG Brown Advisory Sustainable Growth ETF	0.00%	0.00%
GQGU GQG US Equity ETF	0.95%	1.02%

Frequently Asked Questions

Can I hold both BASG and GQGU in my portfolio?

BASG and GQGU have a correlation of -0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, BASG or GQGU?

BASG has higher volatility (4.25%) compared to GQGU (2.85%). In terms of maximum drawdown, BASG dropped -19.30% vs GQGU's -8.41%.

Which ETF is better, BASG or GQGU?

On 1-year performance, GQGU leads with 7.17% vs 5.04% for BASG. On fees, GQGU is cheaper at 0.49% per year. On volatility, GQGU has been the lower-risk option at 2.85%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, BASG or GQGU?

Over the 1-year period, GQGU has performed better with a 7.17% return vs 5.04%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, BASG or GQGU?

GQGU is cheaper with a 0.49% expense ratio, compared with 0.61% for BASG.

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

GQGU has the higher dividend yield at 0.95%, compared with 0.00% for BASG.

What is the main difference between BASG and GQGU?

They also come from different issuers: Brown Advisory and GQG Partners. Their fees differ too: 0.61% for BASG and 0.49% for GQGU.

Which has better risk-adjusted returns?

GQGU currently has the higher Sharpe Ratio (0.66 vs 0.16), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.