FSST vs. BASG
FSST (Fidelity Sustainability U.S. Equity ETF) and BASG (Brown Advisory Sustainable Growth ETF) are both exchange-traded funds - FSST is a Sustainable fund tracking the Russell 3000, while BASG is a Large Cap Growth Equities fund managed by Brown Advisory. At a 0.45 correlation, their price movements are largely independent. FSST charges 0.59%/yr vs 0.61%/yr for BASG.
Performance
FSST vs. BASG - Performance Comparison
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Returns By Period
FSST
- 1D
- —
- 1M
- —
- YTD
- —
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
BASG
- 1D
- -1.27%
- 1M
- -0.32%
- YTD
- -0.02%
- 6M
- -1.27%
- 1Y
- 2.81%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
FSST vs. BASG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
FSST Fidelity Sustainability U.S. Equity ETF | 0.00% | 14.93% |
BASG Brown Advisory Sustainable Growth ETF | -0.02% | 1.93% |
Correlation
The correlation between FSST and BASG 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
FSST vs. BASG — Risk / Return Rank
FSST
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
BASG
FSST vs. BASG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Fidelity Sustainability U.S. Equity ETF (FSST) and Brown Advisory Sustainable Growth ETF (BASG). 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.
| FSST | BASG | 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
FSST vs. BASG - Drawdown Comparison
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Drawdown Indicators
| FSST | BASG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | — | -19.30% | — |
Max Drawdown (1Y)Largest decline over 1 year | — | -19.30% | — |
Current DrawdownCurrent decline from peak | — | -6.09% | — |
Average DrawdownAverage peak-to-trough decline | — | -5.75% | — |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 7.46% | — |
Volatility
FSST vs. BASG - Volatility Comparison
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Volatility by Period
| FSST | BASG | 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% | — |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | — | 17.07% | — |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | — | 17.07% | — |
FSST vs. BASG - Expense Ratio Comparison
FSST has a 0.59% expense ratio, which is lower than BASG's 0.61% expense ratio.
Dividends
FSST vs. BASG - Dividend Comparison
Neither FSST nor BASG has paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
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
FSST and BASG 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.
FSST is categorized as Sustainable, while BASG is Large Cap Growth Equities. They also come from different issuers: Fidelity and Brown Advisory. Their fees differ too: 0.59% for FSST and 0.61% for BASG.
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