BASG vs. GRW
BASG (Brown Advisory Sustainable Growth ETF) and GRW (TCW Durable Growth ETF) are both Large Cap Growth Equities funds. Their correlation of 0.84 suggests significant overlap in exposure. BASG charges 0.61%/yr vs 0.75%/yr for GRW.
Performance
BASG vs. GRW - 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*
- —
GRW
- 1D
- -0.89%
- 1M
- —
- YTD
- —
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
BASG vs. GRW - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
BASG Brown Advisory Sustainable Growth ETF | -0.24% |
GRW TCW Durable Growth ETF | 1.71% |
Correlation
The correlation between BASG and GRW is 0.84, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since May 28, 2026 | 0.84 |
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Return for Risk
BASG vs. GRW — Risk / Return Rank
BASG
GRW
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
BASG vs. GRW - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Brown Advisory Sustainable Growth ETF (BASG) and TCW Durable Growth ETF (GRW). 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 | GRW | 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. GRW - Drawdown Comparison
The maximum BASG drawdown since its inception was -19.30%, which is greater than GRW's maximum drawdown of -3.83%. Use the drawdown chart below to compare losses from any high point for BASG and GRW.
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Drawdown Indicators
| BASG | GRW | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.30% | -3.83% | -15.47% |
Max Drawdown (1Y)Largest decline over 1 year | -19.30% | — | — |
Current DrawdownCurrent decline from peak | -6.09% | -2.25% | -3.84% |
Average DrawdownAverage peak-to-trough decline | -5.75% | -0.99% | -4.76% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.46% | — | — |
Volatility
BASG vs. GRW - Volatility Comparison
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Volatility by Period
| BASG | GRW | 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% | 19.15% | -1.96% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.07% | 19.15% | -2.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.07% | 19.15% | -2.08% |
BASG vs. GRW - Expense Ratio Comparison
BASG has a 0.61% expense ratio, which is lower than GRW's 0.75% expense ratio.
Dividends
BASG vs. GRW - Dividend Comparison
Neither BASG nor GRW has paid dividends to shareholders.
Frequently Asked Questions
BASG and GRW have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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.
BASG is cheaper with a 0.61% expense ratio, compared with 0.75% for GRW.
BASG and GRW have nearly identical dividend yields, around 0.00%.
They also come from different issuers: Brown Advisory and TCW. Their fees differ too: 0.61% for BASG and 0.75% for GRW.
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