BCSIX vs. NASDX
Compare and contrast key facts about Brown Capital Management Small Company Fund (BCSIX) and Shelton Capital Management Nasdaq-100 Index Fund Direct Shares (NASDX).
BCSIX is managed by BlackRock. It was launched on Jul 23, 1992. NASDX is a passively managed fund by BlackRock that tracks the performance of the NASDAQ-100 Index. It was launched on Jan 18, 2000.
Performance
BCSIX vs. NASDX - Performance Comparison
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BCSIX vs. NASDX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BCSIX Brown Capital Management Small Company Fund | -21.99% | -57.15% | 9.86% | 19.16% | -37.85% | -4.26% | 45.23% | 29.22% | -0.57% | 28.90% |
NASDX Shelton Capital Management Nasdaq-100 Index Fund Direct Shares | -9.12% | 21.00% | 36.91% | 54.69% | -32.57% | 27.32% | 48.59% | 38.22% | -1.21% | 31.27% |
Returns By Period
In the year-to-date period, BCSIX achieves a -21.99% return, which is significantly lower than NASDX's -9.12% return. Over the past 10 years, BCSIX has underperformed NASDX with an annualized return of -3.29%, while NASDX has yielded a comparatively higher 19.08% annualized return.
BCSIX
- 1D
- 0.59%
- 1M
- -8.96%
- YTD
- -21.99%
- 6M
- -62.81%
- 1Y
- -60.19%
- 3Y*
- -26.21%
- 5Y*
- -22.62%
- 10Y*
- -3.29%
NASDX
- 1D
- -0.79%
- 1M
- -8.02%
- YTD
- -9.12%
- 6M
- -6.79%
- 1Y
- 19.59%
- 3Y*
- 24.51%
- 5Y*
- 14.42%
- 10Y*
- 19.08%
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BCSIX vs. NASDX - Expense Ratio Comparison
BCSIX has a 1.25% expense ratio, which is higher than NASDX's 0.63% expense ratio.
Return for Risk
BCSIX vs. NASDX — Risk / Return Rank
BCSIX
NASDX
BCSIX vs. NASDX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Brown Capital Management Small Company Fund (BCSIX) and Shelton Capital Management Nasdaq-100 Index Fund Direct Shares (NASDX). 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.
| BCSIX | NASDX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -1.06 | 0.88 | -1.94 |
Sortino ratioReturn per unit of downside risk | -1.26 | 1.40 | -2.66 |
Omega ratioGain probability vs. loss probability | 0.65 | 1.20 | -0.55 |
Calmar ratioReturn relative to maximum drawdown | -0.95 | 1.31 | -2.26 |
Martin ratioReturn relative to average drawdown | -1.98 | 5.01 | -7.00 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| BCSIX | NASDX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -1.06 | 0.88 | -1.94 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.50 | 0.63 | -1.13 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.09 | 0.85 | -0.94 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.24 | 0.29 | -0.05 |
Correlation
The correlation between BCSIX and NASDX is 0.79, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
BCSIX vs. NASDX - Dividend Comparison
BCSIX has not paid dividends to shareholders, while NASDX's dividend yield for the trailing twelve months is around 3.93%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BCSIX Brown Capital Management Small Company Fund | 0.00% | 0.00% | 52.70% | 9.36% | 12.04% | 9.32% | 7.46% | 8.62% | 6.85% | 5.94% | 5.54% | 9.15% |
NASDX Shelton Capital Management Nasdaq-100 Index Fund Direct Shares | 3.93% | 3.76% | 16.95% | 7.61% | 3.75% | 2.59% | 1.28% | 7.09% | 2.47% | 1.65% | 0.75% | 0.85% |
Drawdowns
BCSIX vs. NASDX - Drawdown Comparison
The maximum BCSIX drawdown since its inception was -79.03%, roughly equal to the maximum NASDX drawdown of -83.16%. Use the drawdown chart below to compare losses from any high point for BCSIX and NASDX.
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Drawdown Indicators
| BCSIX | NASDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -79.03% | -83.16% | +4.13% |
Max Drawdown (1Y)Largest decline over 1 year | -64.24% | -12.70% | -51.54% |
Max Drawdown (5Y)Largest decline over 5 years | -79.03% | -35.33% | -43.70% |
Max Drawdown (10Y)Largest decline over 10 years | -79.03% | -35.33% | -43.70% |
Current DrawdownCurrent decline from peak | -78.90% | -11.90% | -67.00% |
Average DrawdownAverage peak-to-trough decline | -13.57% | -34.59% | +21.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 30.84% | 3.32% | +27.52% |
Volatility
BCSIX vs. NASDX - Volatility Comparison
Brown Capital Management Small Company Fund (BCSIX) has a higher volatility of 6.52% compared to Shelton Capital Management Nasdaq-100 Index Fund Direct Shares (NASDX) at 5.38%. This indicates that BCSIX's price experiences larger fluctuations and is considered to be riskier than NASDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BCSIX | NASDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.52% | 5.38% | +1.14% |
Volatility (6M)Calculated over the trailing 6-month period | 75.03% | 12.45% | +62.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 58.33% | 22.55% | +35.78% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 45.44% | 23.03% | +22.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 36.22% | 22.61% | +13.61% |