- ISIN
- US1152918587
- CUSIP
- 115291858
- Issuer
- Brown Capital Management
- Inception Date
- May 27, 1999
- Category
- Foreign Large Cap Equities
- Min. Investment
- $5,000
- Distribution Policy
- Accumulating
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Growth
Share Price Chart
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Performance
BCIIX Performance Chart
Brown Capital Management International Equity Fund (BCIIX) is down 11.3% since the beginning of the year. BCIIX is currently trading at $15 per share. Investors who bought $1,000 worth of BCIIX shares 5 years ago would now be looking at an investment worth $795.
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Returns By Period
Brown Capital Management International Equity Fund (BCIIX) has returned -11.26% so far this year and -17.42% over the past 12 months. Over the last ten years, BCIIX has returned 2.93% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.
Brown Capital Management International Equity Fund
- 1D
- 0.14%
- 1M
- -1.73%
- YTD
- -11.26%
- 6M
- -11.37%
- 1Y
- -17.42%
- 3Y*
- -0.93%
- 5Y*
- -4.48%
- 10Y*
- 2.93%
Benchmark (S&P 500 Index)
- 1D
- -0.37%
- 1M
- -0.01%
- YTD
- 9.16%
- 6M
- 8.64%
- 1Y
- 25.22%
- 3Y*
- 19.78%
- 5Y*
- 11.99%
- 10Y*
- 13.88%
BCIIX Monthly Returns History
Based on dividend-adjusted daily data since May 28, 1999, BCIIX's average daily return is +0.02%, while the average monthly return is +0.38%. At this rate, an investment would double in approximately 15.2 years.
Historically, 56% of months were positive and 44% were negative. The best month was Nov 2023 with a return of +13.7%, while the worst month was Oct 2008 at -22.6%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 7 months.
On a daily basis, BCIIX closed higher 51% of trading days. The best single day was Oct 13, 2008 with a return of +8.8%, while the worst single day was Mar 12, 2020 at -8.5%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | -0.78% | -7.04% | -6.46% | 5.09% | -0.13% | -1.99% | -11.26% | ||||||
| 2025 | 6.55% | -1.13% | -6.61% | 5.68% | 4.16% | 3.11% | -3.77% | 0.22% | -0.95% | -0.96% | -5.12% | -0.48% | -0.24% |
| 2024 | -0.66% | 2.10% | 2.17% | -6.09% | 2.14% | 1.68% | 1.24% | 3.14% | 0.73% | -5.43% | 3.91% | -5.07% | -0.83% |
| 2023 | 7.87% | -2.83% | 4.16% | 3.15% | -2.04% | 3.67% | 4.01% | -2.63% | -6.60% | -3.82% | 13.74% | 8.46% | 28.36% |
| 2022 | -15.25% | -1.71% | -0.00% | -9.78% | -3.31% | -6.71% | 7.42% | -5.06% | -11.40% | 5.93% | 8.07% | -2.13% | -31.37% |
| 2021 | 0.06% | -2.99% | -0.11% | 5.88% | 0.86% | 1.60% | 3.21% | 3.37% | -5.13% | 3.69% | -5.42% | 2.90% | 7.46% |
Benchmark Metrics
Brown Capital Management International Equity Fund has an annualized alpha of -0.04%, beta of 0.53, and R2 of 0.40 versus S&P 500 Index. Calculated based on daily prices since May 28, 1999.
- This fund participated in 102.05% of S&P 500 Index downside but only 85.19% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.53 may look defensive, but with R2 of 0.40 this fund is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this fund's risk.
- R2 of 0.40 means the benchmark explains less than half of this fund's behavior - treat beta with caution or consider switching to a more representative benchmark.
- Alpha
- -0.04%
- Beta
- 0.53
- R²
- 0.40
- Upside Capture
- 85.19%
- Downside Capture
- 102.05%
Expense Ratio
BCIIX has a high expense ratio of 1.25%, indicating above-average management fees.
Return for Risk
Risk / Return Rank
BCIIX ranks 0 for risk / return — in the bottom 0% of mutual funds on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Brown Capital Management International Equity Fund (BCIIX) and compare them to S&P 500 Index.
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.
| BCIIX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.14 | ||
| Sortino ratioReturn per unit of downside risk | -4.26 | ||
| Omega ratioGain probability vs. loss probability | 0.83 | 1.37 | -0.54 |
| Calmar ratioReturn relative to maximum drawdown | -0.72 | 2.78 | -3.50 |
| Martin ratioReturn relative to average drawdown | -1.37 | 12.44 | -13.81 |
Dividends
Dividend History
Brown Capital Management International Equity Fund provided a 0.00% dividend yield over the last twelve months, with an annual payout of $0.00 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.00 | $0.00 | $0.00 | $0.00 | $0.15 | $0.12 | $0.54 | $0.09 | $0.10 | $0.11 | $0.21 | $0.04 |
Dividend yield | 0.00% | 0.00% | 0.00% | 0.00% | 1.18% | 0.64% | 2.99% | 0.62% | 0.80% | 0.77% | 1.84% | 0.31% |
Monthly Dividends
The table displays the monthly dividend distributions for Brown Capital Management International Equity Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | ||||||
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.15 | $0.15 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.12 | $0.12 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Brown Capital Management International Equity Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the Brown Capital Management International Equity Fund was 61.12%, occurring on Mar 9, 2009. Recovery took 1331 trading sessions.
The current Brown Capital Management International Equity Fund drawdown is 27.07%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Financial crisis2007–2009 | -61.12%Mar 2009 | 1y 4mo | 5y 3mo | 6y 7moNov 2007 - Jun 2014 |
2003 bear market2003 | -50.34%Mar 2003 | 2y 11mo | 1y 11mo | 4y 11moMar 2000 - Feb 2005 |
Bear market2022 | -43.22%Oct 2022 | 1y 1mo | — | 4y 9moSep 2021 - now |
COVID crash2020 | -28.15%Mar 2020 | 2mo | 3mo 2d | 5mo 2dJan 2020 - Jun 2020 |
Rate-hike selloffLate 2018 | -17.81%Dec 2018 | 10mo 29d | 11mo 7d | 1y 10moJan 2018 - Nov 2019 |
Drawdown Indicators
| BCIIX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.12% | -56.78% | -4.34% |
Max Drawdown (1Y)Largest decline over 1 year | -25.62% | -9.10% | -16.52% |
Max Drawdown (3Y)Largest decline over 3 years | -25.62% | -18.90% | -6.72% |
Max Drawdown (5Y)Largest decline over 5 years | -43.22% | -25.43% | -17.79% |
Max Drawdown (10Y)Largest decline over 10 years | -43.22% | -33.92% | -9.30% |
Current DrawdownCurrent decline from peak | -27.07% | -1.80% | -25.27% |
Average DrawdownAverage peak-to-trough decline | -16.16% | -10.71% | -5.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 13.35% | 2.03% | +11.32% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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