See what your fund actually adds
Baron Risk Optimized Large Cap ETF BROL
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | BROL | Replication |
|---|---|---|
| Annualized growth | 15.2% | -1.2% |
| Annualized volatility | 13.1% | 14.1% |
| Sharpe ratio | 1.14 | -0.02 |
| Maximum drawdown | 3.3% | 4.9% |
| Replication fit (R²) | 0.92 · Tracking error 3.6% | |
Replication portfolio
The published portfolio below is the investable basket used to model BROL’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| VUG | Style · Growth | 39.0% |
| DGS | EM Small Cap | 26.0% |
| XLY | Sector · Cons Discr | 17.7% |
| VBK | Small-Cap · Growth | 17.2% |