BCSIX vs. CALF
Compare and contrast key facts about Brown Capital Management Small Company Fund (BCSIX) and Pacer US Small Cap Cash Cows 100 ETF (CALF).
BCSIX is managed by Blackrock. It was launched on Jul 23, 1992. CALF is a passively managed fund by Pacer Advisors that tracks the performance of the Pacer US Small Cap Cash Cows Index. It was launched on Jun 16, 2017.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BCSIX or CALF.
Key characteristics
| BCSIX | CALF | |
|---|---|---|
| YTD Return | -3.92% | -3.42% |
| 1Y Return | 8.30% | 29.88% |
| 3Y Return (Ann) | -10.55% | 4.23% |
| 5Y Return (Ann) | 0.05% | 13.71% |
| Sharpe Ratio | 0.39 | 1.45 |
| Daily Std Dev | 25.36% | 19.90% |
| Max Drawdown | -53.85% | -47.58% |
| Current Drawdown | -38.49% | -5.80% |
Correlation
The correlation between BCSIX and CALF is 0.61, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
BCSIX vs. CALF - Performance Comparison
In the year-to-date period, BCSIX achieves a -3.92% return, which is significantly lower than CALF's -3.42% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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BCSIX vs. CALF - Expense Ratio Comparison
BCSIX has a 1.25% expense ratio, which is higher than CALF's 0.59% expense ratio.
Risk-Adjusted Performance
BCSIX vs. CALF - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Brown Capital Management Small Company Fund (BCSIX) and Pacer US Small Cap Cash Cows 100 ETF (CALF). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Dividends
BCSIX vs. CALF - Dividend Comparison
BCSIX's dividend yield for the trailing twelve months is around 9.74%, more than CALF's 1.12% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BCSIX Brown Capital Management Small Company Fund | 9.74% | 9.36% | 12.04% | 9.32% | 7.46% | 8.62% | 6.85% | 5.94% | 5.54% | 0.00% | 5.45% | 1.62% |
CALF Pacer US Small Cap Cash Cows 100 ETF | 1.12% | 1.18% | 0.85% | 2.63% | 0.82% | 0.99% | 1.39% | 0.70% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
BCSIX vs. CALF - Drawdown Comparison
The maximum BCSIX drawdown since its inception was -53.85%, which is greater than CALF's maximum drawdown of -47.58%. Use the drawdown chart below to compare losses from any high point for BCSIX and CALF. For additional features, visit the drawdowns tool.
Volatility
BCSIX vs. CALF - Volatility Comparison
Brown Capital Management Small Company Fund (BCSIX) and Pacer US Small Cap Cash Cows 100 ETF (CALF) have volatilities of 5.91% and 5.88%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.