MILWAUKEE — The Tampa Bay Rays built a 4-0 first-inning lead Saturday night at American Family Field, then watched it evaporate in a 5-4 loss to the Milwaukee Brewers that left them down 2-0 in the World Series — a deficit that, in 55 previous Fall Classics, teams have overcome only 19.3% of the time.

The Brewers erased the deficit on a game-tying home run by Sal Frelick in the sixth inning and a go-ahead RBI single by rookie Cooper Pratt in the seventh, completing their second consecutive comeback after also rallying from a four-run hole in Game 1. Teams holding a 2-0 World Series lead have gone on to win the championship 80.7% of the time.

“We’re down to the end of the season here,” Brewers manager Pat Murphy said. “They’re going to tap us on the shoulder here at some point and tell us, ‘No more.’ Guys just, they don’t give up. They believe, and they don’t give up. They just keep going.”

The Rays struck first against Brewers rookie right-hander Logan Henderson, scoring on a Chandler Simpson ground-ball single that plated leadoff man Yandy Díaz from second, a Junior Caminero single, and a 411-foot home run to right-center field by catcher Liam Hicks — the first homer of this Series — to make it 4-0 after one inning.

Staff ace Drew Rasmussen could not hold the lead, lasting only 3 2/3 innings. Milwaukee chipped away immediately in the bottom of the first, as leadoff man Jackson Chourio and No. 2 hitter Jake Bauers singled, and William Contreras executed a hit-and-run that scored Chourio past the outstretched glove of second baseman Richie Palacios. Garrett Mitchell added a base hit to right to cut the deficit to 4-2.

A Jonathan Aranda error at first base in the fourth — on a ball hit by David Hamilton that bounced under Aranda’s glove — allowed Cooper Pratt to score and trim the lead to 4-3. “In the moment, I didn’t read the spin off the bat well,” Aranda said through an interpreter. “I thought it was going to tail a different direction, and it ultimately didn’t. So I just kind of whacked it with my glove. You know, it was a play that I could have made.”

Frelick’s sixth-inning blast off lefty Ian Seymour knotted the score at 4. Pratt then delivered the decisive blow in the seventh, slapping a sinker from reliever Kevin Kelly into the right-field grass for the go-ahead RBI single. “It was,” Pratt said, “pretty electric.”

Kelly had seen the Brewers’ comeback ability coming. “We saw their last series,” he said. “We know how they play. We didn’t think it was, like, over with or anything like that. We were obviously excited, but still locked in from the get-go.”

Díaz was called out on a check-swing strike with the tying run at third in the ninth to end the game. “It is frustrating,” Díaz said through an interpreter. “We didn’t do our job and score more runs to help out our pitchers.”

The Series shifts to St. Petersburg for Games 3, 4 and 5, with Game 3 scheduled for Tuesday night.