Correlation
The correlation between BCSIX and QQQ is 0.78, 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.
BCSIX vs. QQQ
Compare and contrast key facts about Brown Capital Management Small Company Fund (BCSIX) and Invesco QQQ (QQQ).
BCSIX is managed by Blackrock. It was launched on Jul 23, 1992. QQQ is a passively managed fund by Invesco that tracks the performance of the NASDAQ-100 Index. It was launched on Mar 10, 1999.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BCSIX or QQQ.
Performance
BCSIX vs. QQQ - Performance Comparison
Loading data...
Key characteristics
BCSIX:
0.11
QQQ:
0.62
BCSIX:
0.17
QQQ:
0.92
BCSIX:
1.02
QQQ:
1.13
BCSIX:
-0.00
QQQ:
0.60
BCSIX:
-0.01
QQQ:
1.94
BCSIX:
11.48%
QQQ:
7.02%
BCSIX:
25.01%
QQQ:
25.59%
BCSIX:
-51.34%
QQQ:
-82.98%
BCSIX:
-38.54%
QQQ:
-3.64%
Returns By Period
In the year-to-date period, BCSIX achieves a -11.81% return, which is significantly lower than QQQ's 1.69% return. Over the past 10 years, BCSIX has underperformed QQQ with an annualized return of 6.21%, while QQQ has yielded a comparatively higher 17.69% annualized return.
BCSIX
-11.81%
5.27%
-16.17%
3.54%
0.86%
-2.34%
6.21%
QQQ
1.69%
6.19%
2.15%
15.88%
19.78%
18.08%
17.69%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
BCSIX vs. QQQ - Expense Ratio Comparison
BCSIX has a 1.25% expense ratio, which is higher than QQQ's 0.20% expense ratio.
Risk-Adjusted Performance
BCSIX vs. QQQ — Risk-Adjusted Performance Rank
BCSIX
QQQ
BCSIX vs. QQQ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Brown Capital Management Small Company Fund (BCSIX) and Invesco QQQ (QQQ). 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.
Loading data...
Dividends
BCSIX vs. QQQ - Dividend Comparison
BCSIX's dividend yield for the trailing twelve months is around 59.75%, more than QQQ's 0.58% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BCSIX Brown Capital Management Small Company Fund | 59.75% | 52.70% | 9.36% | 12.04% | 9.32% | 7.46% | 8.62% | 6.85% | 5.94% | 5.54% | 9.15% | 5.45% |
QQQ Invesco QQQ | 0.58% | 0.56% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% |
Drawdowns
BCSIX vs. QQQ - Drawdown Comparison
The maximum BCSIX drawdown since its inception was -51.34%, smaller than the maximum QQQ drawdown of -82.98%. Use the drawdown chart below to compare losses from any high point for BCSIX and QQQ.
Loading data...
Volatility
BCSIX vs. QQQ - Volatility Comparison
Brown Capital Management Small Company Fund (BCSIX) has a higher volatility of 6.66% compared to Invesco QQQ (QQQ) at 5.62%. This indicates that BCSIX's price experiences larger fluctuations and is considered to be riskier than QQQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading data...