PortfoliosLab logo
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


Loading data...

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

The chart shows the growth of an initial investment of $10,000 in Brown Capital Management International Small Company Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


120.00%140.00%160.00%180.00%200.00%220.00%December2025FebruaryMarchAprilMay
151.50%
194.99%
BCSVX (Brown Capital Management International Small Company Fund)
Benchmark (^GSPC)

Returns By Period

Brown Capital Management International Small Company Fund (BCSVX) returned 3.24% year-to-date (YTD) and 13.19% over the past 12 months.


BCSVX

YTD

3.24%

1M

15.69%

6M

2.36%

1Y

13.19%

5Y*

7.55%

10Y*

N/A

^GSPC (Benchmark)

YTD

-3.70%

1M

13.67%

6M

-5.18%

1Y

9.18%

5Y*

14.14%

10Y*

10.43%

*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%1.53%3.24%
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%-2.94%7.11%
20201.96%-9.91%-9.90%14.44%10.96%3.42%7.18%5.49%-1.51%0.65%10.50%6.67%43.60%
201910.18%5.52%1.95%2.74%-2.03%3.32%-1.95%-4.21%1.53%1.02%4.05%2.00%26.03%
20189.60%-1.99%3.17%-0.31%3.27%-0.12%2.81%3.08%-2.82%-12.59%1.53%-7.52%-3.68%
20172.98%1.17%4.46%3.25%5.71%0.78%1.94%1.37%3.31%1.60%1.79%3.31%36.56%
2016-7.92%-1.42%5.85%2.13%5.41%-1.98%5.51%-0.44%4.90%-4.34%-3.75%-2.63%0.19%
20153.70%2.99%0.47%7.30%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of BCSVX is 70, 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 7070
Overall Rank
The Sharpe Ratio Rank of BCSVX is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of BCSVX is 7272
Sortino Ratio Rank
The Omega Ratio Rank of BCSVX is 7272
Omega Ratio Rank
The Calmar Ratio Rank of BCSVX is 6363
Calmar Ratio Rank
The Martin Ratio Rank of BCSVX is 7373
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 9, 2025 (values are recalculated daily):

  • 1-Year: 0.69
  • 5-Year: 0.40
  • All Time: 0.58

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. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.


Rolling 12-month Sharpe Ratio0.001.002.003.00December2025FebruaryMarchAprilMay
0.69
0.48
BCSVX (Brown Capital Management International Small Company Fund)
Benchmark (^GSPC)

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.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-16.33%
-7.82%
BCSVX (Brown Capital Management International Small Company Fund)
Benchmark (^GSPC)

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 46.71%, occurring on Oct 12, 2022. The portfolio has not yet recovered.

The current Brown Capital Management International Small Company Fund drawdown is 16.33%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-46.71%Nov 19, 2021225Oct 12, 2022
-31.15%Jan 23, 202042Mar 23, 202048Jun 1, 202090
-23.38%Aug 30, 201880Dec 24, 2018246Dec 16, 2019326
-15.53%Dec 4, 201548Feb 12, 201670May 24, 2016118
-13%Oct 6, 201655Dec 22, 201685Apr 27, 2017140

Volatility

Volatility Chart

The current Brown Capital Management International Small Company Fund volatility is 7.55%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%December2025FebruaryMarchAprilMay
7.55%
11.21%
BCSVX (Brown Capital Management International Small Company Fund)
Benchmark (^GSPC)