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Brown Capital Management International Small Compa...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISIN

US1152917423

CUSIP

115291742

Inception Date

Sep 29, 2015

Min. Investment

$5,000

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Growth

Expense Ratio

BCSVX has a high expense ratio of 1.31%, indicating above-average management fees.


Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Performance

Performance Chart


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S&P 500

Returns By Period

Brown Capital Management International Small Company Fund (BCSVX) returned 7.35% year-to-date (YTD) and 16.27% over the past 12 months.


BCSVX

YTD

7.35%

1M

5.57%

6M

4.77%

1Y

16.27%

3Y*

9.81%

5Y*

8.17%

10Y*

N/A

^GSPC (Benchmark)

YTD

0.51%

1M

6.15%

6M

-2.00%

1Y

12.92%

3Y*

12.68%

5Y*

14.19%

10Y*

10.85%

*Annualized

Monthly Returns

The table below presents the monthly returns of BCSVX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20253.65%-4.36%-4.10%6.95%5.57%7.35%
2024-1.55%2.57%0.13%-4.61%4.33%-0.79%4.23%2.82%4.94%-5.93%4.96%-2.40%8.17%
20235.76%-2.77%3.42%2.56%-1.52%5.51%2.92%-5.07%-7.70%-6.57%13.62%10.66%20.04%
2022-16.13%-2.48%-1.65%-9.93%-0.55%-8.51%7.75%-4.31%-12.02%7.99%7.23%-1.16%-31.56%
20210.66%-0.62%-2.23%6.07%1.36%0.56%2.22%6.54%-4.82%4.60%-3.75%2.12%12.69%
20201.96%-9.91%-9.90%14.44%10.96%3.42%7.18%5.49%-1.51%0.65%10.50%7.52%44.75%
201910.18%5.52%1.95%2.74%-2.03%3.32%-1.95%-4.21%1.53%1.02%4.05%2.32%26.41%
20189.61%-1.99%3.17%-0.31%3.27%-0.12%2.81%3.08%-2.82%-12.59%1.53%-7.24%-3.39%
20172.98%1.17%4.46%3.25%5.71%0.78%1.94%1.37%3.31%1.60%1.79%3.63%36.98%
2016-7.92%-1.42%5.85%2.13%5.41%-1.98%5.51%-0.43%4.90%-4.34%-3.75%-0.60%2.27%
20153.70%2.99%0.47%7.30%
Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of BCSVX is 62, indicating average performance compared to other mutual funds on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of BCSVX is 6262
Overall Rank
The Sharpe Ratio Rank of BCSVX is 6363
Sharpe Ratio Rank
The Sortino Ratio Rank of BCSVX is 6565
Sortino Ratio Rank
The Omega Ratio Rank of BCSVX is 6464
Omega Ratio Rank
The Calmar Ratio Rank of BCSVX is 5252
Calmar Ratio Rank
The Martin Ratio Rank of BCSVX is 6565
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Brown Capital Management International Small Company Fund (BCSVX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Brown Capital Management International Small Company Fund Sharpe ratios as of May 31, 2025 (values are recalculated daily):

  • 1-Year: 0.86
  • 5-Year: 0.44
  • All Time: 0.67

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of Brown Capital Management International Small Company Fund compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

Dividend History

Brown Capital Management International Small Company Fund provided a 0.00% dividend yield over the last twelve months, with an annual payout of $0.00 per share.


0.00%1.00%2.00%3.00%4.00%5.00%$0.00$0.20$0.40$0.60$0.80$1.00$1.20$1.40201620172018201920202021202220232024
Dividends
Dividend Yield
PeriodTTM202420232022202120202019201820172016
Dividend$0.00$0.00$0.00$0.00$1.39$0.19$0.05$0.04$0.04$0.22

Dividend yield

0.00%0.00%0.00%0.00%5.07%0.74%0.30%0.31%0.30%2.07%

Monthly Dividends

The table displays the monthly dividend distributions for Brown Capital Management International Small Company Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025$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$0.00$0.00
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.39$1.39
2020$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.19$0.19
2019$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.05$0.05
2018$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.04$0.04
2017$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.04$0.04
2016$0.22$0.22

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 Small Company 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 Small Company Fund was 43.93%, occurring on Oct 12, 2022. The portfolio has not yet recovered.

The current Brown Capital Management International Small Company Fund drawdown is 8.47%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-43.93%Nov 10, 2021232Oct 12, 2022
-31.15%Jan 23, 202042Mar 23, 202048Jun 1, 202090
-23.15%Aug 30, 201880Dec 24, 2018246Dec 16, 2019326
-15.53%Dec 4, 201548Feb 12, 201670May 24, 2016118
-12.26%Feb 16, 202115Mar 8, 2021100Jul 29, 2021115
Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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