BCSIX vs. VB
BCSIX (Brown Capital Management Small Company Fund) and VB (Vanguard Small-Cap ETF) are both funds - BCSIX is a Small Cap Growth Equities fund managed by BlackRock, while VB is a Small Cap Blend Equities fund tracking the CRSP US Small Cap Index. Over the past 10 years, BCSIX returned 5.99%/yr vs 11.08%/yr for VB. Their correlation of 0.85 means they have usually moved in the same direction. BCSIX charges 1.25%/yr vs 0.03%/yr for VB.
Performance
BCSIX vs. VB - Performance Comparison
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Returns By Period
In the year-to-date period, BCSIX achieves a 5.89% return, which is significantly lower than VB's 15.19% return. Over the past 10 years, BCSIX has underperformed VB with an annualized return of 5.99%, while VB has yielded a comparatively higher 11.08% annualized return.
BCSIX
- 1D
- 0.52%
- 1M
- 1.68%
- 6M
- 14.30%
- YTD
- 5.89%
- 1Y
- 2.90%
- 3Y*
- -0.74%
- 5Y*
- -6.16%
- 10Y*
- 5.99%
- ALL TIME*
- 9.55%
VB
- 1D
- -0.22%
- 1M
- -1.73%
- 6M
- 10.09%
- YTD
- 15.19%
- 1Y
- 25.91%
- 3Y*
- 14.02%
- 5Y*
- 7.45%
- 10Y*
- 11.08%
- ALL TIME*
- 9.88%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $121.48M | $119.40M | $165.11M |
BCSIX vs. VB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BCSIX Brown Capital Management Small Company Fund | 5.89% | -12.48% | 9.86% | 19.16% | -37.85% | -4.26% | 45.23% | 29.22% | -0.57% | 28.90% |
VB Vanguard Small-Cap ETF | 15.19% | 8.87% | 14.17% | 18.22% | -17.51% | 17.57% | 19.19% | 27.34% | -9.34% | 16.26% |
Correlation
The correlation between BCSIX and VB is 0.61, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.61 |
Correlation (3Y) Balances recent behavior with more history. | 0.75 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.79 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.79 |
Correlation (All Time) Calculated using the full available price history since Jan 30, 2004 | 0.85 |
Over the past year, the correlation between BCSIX and VB has dropped to 0.61 - well below their long-term average of 0.85, suggesting their price drivers have been diverging.
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Return for Risk
BCSIX vs. VB — Risk / Return Rank
BCSIX
VB
BCSIX vs. VB - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Brown Capital Management Small Company Fund (BCSIX) and Vanguard Small-Cap ETF (VB). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| BCSIX | VB | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.40 | ||
| Sortino ratioReturn per unit of downside risk | -1.88 | ||
| Omega ratioGain probability vs. loss probability | 1.03 | 1.26 | -0.23 |
| Calmar ratioReturn relative to maximum drawdown | 0.05 | 2.67 | -2.62 |
| Martin ratioReturn relative to average drawdown | 0.11 | 9.73 | -9.62 |
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Drawdowns
BCSIX vs. VB - Drawdown Comparison
The maximum BCSIX drawdown since its inception was -57.17%, roughly equal to the maximum VB drawdown of -59.56%. Use the drawdown chart below to compare losses from any high point for BCSIX and VB.
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Drawdown Indicators
| BCSIX | VB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.17% | -59.56% | +2.39% |
Max Drawdown (1Y)Largest decline over 1 year | -26.82% | -8.98% | -17.84% |
Max Drawdown (3Y)Largest decline over 3 years | -57.17% | -25.36% | -31.81% |
Max Drawdown (5Y)Largest decline over 5 years | -57.17% | -28.15% | -29.02% |
Max Drawdown (10Y)Largest decline over 10 years | -57.17% | -42.05% | -15.12% |
Current DrawdownCurrent decline from peak | -41.52% | -2.63% | -38.89% |
Average DrawdownAverage peak-to-trough decline | -13.69% | -8.39% | -5.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.69% | 2.46% | +9.23% |
Volatility
BCSIX vs. VB - Volatility Comparison
Brown Capital Management Small Company Fund (BCSIX) has a higher volatility of 6.14% compared to Vanguard Small-Cap ETF (VB) at 3.36%. This indicates that BCSIX's price experiences larger fluctuations and is considered to be riskier than VB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BCSIX | VB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.14% | 3.36% | +2.78% |
Volatility (6M)Calculated over the trailing 6-month period | 18.18% | 12.01% | +6.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.05% | 16.47% | +6.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 39.22% | 20.69% | +18.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 32.39% | 21.37% | +11.02% |
BCSIX vs. VB - Expense Ratio Comparison
BCSIX has a 1.25% expense ratio, which is higher than VB's 0.03% expense ratio.
Dividends
BCSIX vs. VB - Dividend Comparison
BCSIX's dividend yield for the trailing twelve months is around 102.49%, more than VB's 1.22% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BCSIX Brown Capital Management Small Company Fund | 102.49% | 108.53% | 52.70% | 9.36% | 12.04% | 9.32% | 7.46% | 8.62% | 6.85% | 5.94% | 5.54% | 9.15% |
VB Vanguard Small-Cap ETF | 1.22% | 1.33% | 1.30% | 1.55% | 1.59% | 1.24% | 1.14% | 1.39% | 1.67% | 1.35% | 1.50% | 1.48% |
Frequently Asked Questions
BCSIX and VB have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BCSIX has higher volatility (6.14%) compared to VB (3.36%). In terms of maximum drawdown, BCSIX dropped -57.17% vs VB's -59.56%.
VB currently has the higher Sharpe Ratio (1.46 vs 0.06), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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