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BASG vs. VEGN
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BASG vs. VEGN - Performance Comparison

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

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Returns By Period

In the year-to-date period, BASG achieves a 4.35% return, which is significantly lower than VEGN's 31.05% return.


BASG

1D
-1.72%
1M
7.15%
YTD
4.35%
6M
3.51%
1Y
3Y*
5Y*
10Y*

VEGN

1D
-0.76%
1M
15.42%
YTD
31.05%
6M
31.49%
1Y
48.83%
3Y*
29.78%
5Y*
16.52%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BASG vs. VEGN - Yearly Performance Comparison


2026 (YTD)2025
BASG
Brown Advisory Sustainable Growth ETF
4.35%2.10%
VEGN
US Vegan Climate ETF
31.05%12.62%

Correlation

The correlation between BASG and VEGN is 0.81, 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 Jun 17, 2025

0.81

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Return for Risk

BASG vs. VEGN — Risk / Return Rank

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

BASG

VEGN
VEGN Risk / Return Rank: 8585
Overall Rank
VEGN Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
VEGN Sortino Ratio Rank: 8888
Sortino Ratio Rank
VEGN Omega Ratio Rank: 8484
Omega Ratio Rank
VEGN Calmar Ratio Rank: 8181
Calmar Ratio Rank
VEGN Martin Ratio Rank: 8484
Martin Ratio Rank
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. VEGN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Brown Advisory Sustainable Growth ETF (BASG) and US Vegan Climate ETF (VEGN). 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.


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

BASG vs. VEGN - Sharpe Ratio Comparison


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Sharpe Ratios by Period


BASGVEGNDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.82

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

0.86

-0.45

Drawdowns

BASG vs. VEGN - Drawdown Comparison

The maximum BASG drawdown since its inception was -19.30%, smaller than the maximum VEGN drawdown of -34.14%. Use the drawdown chart below to compare losses from any high point for BASG and VEGN.


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Drawdown Indicators


BASGVEGNDifference

Max Drawdown

Largest peak-to-trough decline

-19.30%

-34.14%

+14.84%

Max Drawdown (1Y)

Largest decline over 1 year

-11.85%

Max Drawdown (3Y)

Largest decline over 3 years

-20.91%

Max Drawdown (5Y)

Largest decline over 5 years

-33.40%

Current Drawdown

Current decline from peak

-1.98%

-1.39%

-0.59%

Average Drawdown

Average peak-to-trough decline

-5.84%

-7.58%

+1.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.90%

Volatility

BASG vs. VEGN - Volatility Comparison


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Volatility by Period


BASGVEGNDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.16%

Volatility (6M)

Calculated over the trailing 6-month period

13.42%

Volatility (1Y)

Calculated over the trailing 1-year period

16.65%

16.28%

+0.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.65%

20.26%

-3.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.65%

22.76%

-6.11%

BASG vs. VEGN - Expense Ratio Comparison

BASG has a 0.61% expense ratio, which is higher than VEGN's 0.60% expense ratio.


Dividends

BASG vs. VEGN - Dividend Comparison

BASG has not paid dividends to shareholders, while VEGN's dividend yield for the trailing twelve months is around 0.45%.


PositionTTM2025202420232022202120202019
BASG
Brown Advisory Sustainable Growth ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VEGN
US Vegan Climate ETF
0.45%0.51%0.51%0.67%0.81%0.41%0.71%0.29%

Frequently Asked Questions


BASG and VEGN have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VEGN is cheaper at 0.60% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VEGN is cheaper with a 0.60% expense ratio, compared with 0.61% for BASG.

VEGN has the higher dividend yield at 0.45%, compared with 0.00% for BASG.

They also come from different issuers: Brown Advisory and Beyond Investing. Their fees differ too: 0.61% for BASG and 0.60% for VEGN.

Portfolio Optimizer

Find the right allocation for BASG and VEGN

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