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.
Performance
BCSIX vs. RWK - Performance Comparison
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BCSIX vs. RWK - 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% |
RWK Invesco S&P MidCap 400 Revenue ETF | 1.75% | 10.27% | 11.94% | 23.76% | -8.19% | 34.31% | 11.06% | 28.20% | -14.65% | 13.39% |
Returns By Period
In the year-to-date period, BCSIX achieves a -21.99% return, which is significantly lower than RWK's 1.75% return. Over the past 10 years, BCSIX has underperformed RWK with an annualized return of -3.29%, while RWK has yielded a comparatively higher 11.65% 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%
RWK
- 1D
- 2.65%
- 1M
- -4.67%
- YTD
- 1.75%
- 6M
- 3.23%
- 1Y
- 20.47%
- 3Y*
- 13.66%
- 5Y*
- 9.50%
- 10Y*
- 11.65%
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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.
Return for Risk
BCSIX vs. RWK — Risk / Return Rank
BCSIX
RWK
BCSIX vs. RWK - Risk-Adjusted Trends 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.
| BCSIX | RWK | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -1.06 | 0.94 | -1.99 |
Sortino ratioReturn per unit of downside risk | -1.26 | 1.48 | -2.74 |
Omega ratioGain probability vs. loss probability | 0.65 | 1.20 | -0.54 |
Calmar ratioReturn relative to maximum drawdown | -0.95 | 1.46 | -2.41 |
Martin ratioReturn relative to average drawdown | -1.98 | 5.14 | -7.13 |
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 | RWK | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -1.06 | 0.94 | -1.99 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.50 | 0.45 | -0.95 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.09 | 0.51 | -0.60 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.24 | 0.45 | -0.21 |
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.
Dividends
BCSIX vs. RWK - Dividend Comparison
BCSIX has not paid dividends to shareholders, while RWK's dividend yield for the trailing twelve months is around 1.25%.
| 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% |
RWK Invesco S&P MidCap 400 Revenue ETF | 1.25% | 1.25% | 1.11% | 1.05% | 1.18% | 0.85% | 0.96% | 1.09% | 1.22% | 0.99% | 1.30% | 0.92% |
Drawdowns
BCSIX vs. RWK - Drawdown Comparison
The maximum BCSIX drawdown since its inception was -79.03%, which is greater than RWK's maximum drawdown of -56.49%. Use the drawdown chart below to compare losses from any high point for BCSIX and RWK.
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Drawdown Indicators
| BCSIX | RWK | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -79.03% | -56.49% | -22.54% |
Max Drawdown (1Y)Largest decline over 1 year | -64.24% | -14.17% | -50.07% |
Max Drawdown (5Y)Largest decline over 5 years | -79.03% | -24.58% | -54.45% |
Max Drawdown (10Y)Largest decline over 10 years | -79.03% | -46.20% | -32.83% |
Current DrawdownCurrent decline from peak | -78.90% | -7.69% | -71.21% |
Average DrawdownAverage peak-to-trough decline | -13.57% | -7.60% | -5.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 30.84% | 4.01% | +26.83% |
Volatility
BCSIX vs. RWK - Volatility Comparison
Brown Capital Management Small Company Fund (BCSIX) has a higher volatility of 6.52% compared to Invesco S&P MidCap 400 Revenue ETF (RWK) at 5.93%. 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.
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Volatility by Period
| BCSIX | RWK | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.52% | 5.93% | +0.59% |
Volatility (6M)Calculated over the trailing 6-month period | 75.03% | 12.12% | +62.91% |
Volatility (1Y)Calculated over the trailing 1-year period | 58.33% | 21.97% | +36.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 45.44% | 21.14% | +24.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 36.22% | 22.93% | +13.29% |