By default? I think so.
(these test are done with browsers at their defaults). Librewolf is on par with Brave, but I vehemently hate its interface and refuse to unfuck it wasting my time on CSS.
I'm on Brave as well since 2021, after almost 20 years of being an avid FF user and supporter. I don't like how FF is evolving and what Mozilla is doing and I don't buy the "Chromium domination" argument. If the sole reason to use FF is that "it is not Chromium", well, the developers aren't doing a great job.
However, let's be real: privacy on a browser matters until you go to whatever website that track you on the server side (Google/Facebook/Youtube/Whatever), or when you write an email from from you Gmail account, or when you buy stuff on Amazon... And so on. Just use the browser that works best for you and don't be paranoid.