BCSIX vs. RWK
Compare and contrast key facts about Brown Capital Management Small Company Fund (BCSIX) and Invesco S&P MidCap 400 Revenue ETF (RWK).
BCSIX is managed by Blackrock. It was launched on Jul 23, 1992. RWK is a passively managed fund by Invesco that tracks the performance of the S&P MidCap 400 Revenue-Weighted Index. It was launched on Feb 22, 2008.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BCSIX or RWK.
Key characteristics
| BCSIX | RWK | |
|---|---|---|
| YTD Return | -3.92% | 4.29% |
| 1Y Return | 8.30% | 27.05% |
| 3Y Return (Ann) | -10.55% | 7.66% |
| 5Y Return (Ann) | 0.05% | 13.20% |
| 10Y Return (Ann) | 6.98% | 10.50% |
| Sharpe Ratio | 0.39 | 1.57 |
| Daily Std Dev | 25.36% | 16.73% |
| Max Drawdown | -53.85% | -56.49% |
| Current Drawdown | -38.49% | -5.12% |
Correlation
The correlation between BCSIX and RWK is 0.74, 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.
Performance
BCSIX vs. RWK - Performance Comparison
In the year-to-date period, BCSIX achieves a -3.92% return, which is significantly lower than RWK's 4.29% return. Over the past 10 years, BCSIX has underperformed RWK with an annualized return of 6.98%, while RWK has yielded a comparatively higher 10.50% annualized 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. RWK - Expense Ratio Comparison
BCSIX has a 1.25% expense ratio, which is higher than RWK's 0.39% expense ratio.
Risk-Adjusted Performance
BCSIX vs. RWK - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Brown Capital Management Small Company Fund (BCSIX) and Invesco S&P MidCap 400 Revenue ETF (RWK). 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. RWK - Dividend Comparison
BCSIX's dividend yield for the trailing twelve months is around 9.74%, more than RWK's 1.06% 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% |
RWK Invesco S&P MidCap 400 Revenue ETF | 1.06% | 1.05% | 1.18% | 0.85% | 0.96% | 1.09% | 1.22% | 0.74% | 1.30% | 0.92% | 1.04% | 1.29% |
Drawdowns
BCSIX vs. RWK - Drawdown Comparison
The maximum BCSIX drawdown since its inception was -53.85%, roughly equal to the maximum RWK drawdown of -56.49%. Use the drawdown chart below to compare losses from any high point for BCSIX and RWK. For additional features, visit the drawdowns tool.
Volatility
BCSIX vs. RWK - Volatility Comparison
Brown Capital Management Small Company Fund (BCSIX) has a higher volatility of 5.91% compared to Invesco S&P MidCap 400 Revenue ETF (RWK) at 4.66%. This indicates that BCSIX's price experiences larger fluctuations and is considered to be riskier than RWK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.