BCSIX vs. VBK
Compare and contrast key facts about Brown Capital Management Small Company Fund (BCSIX) and Vanguard Small-Cap Growth ETF (VBK).
BCSIX is managed by BlackRock. It was launched on Jul 23, 1992. VBK is a passively managed fund by Vanguard that tracks the performance of the CRSP US Small Cap Growth Index. It was launched on Jan 26, 2004.
Performance
BCSIX vs. VBK - Performance Comparison
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BCSIX vs. VBK - 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% |
VBK Vanguard Small-Cap Growth ETF | 0.16% | 8.50% | 16.50% | 21.45% | -28.44% | 5.66% | 35.44% | 32.75% | -5.70% | 21.87% |
Returns By Period
In the year-to-date period, BCSIX achieves a -21.99% return, which is significantly lower than VBK's 0.16% return. Over the past 10 years, BCSIX has underperformed VBK with an annualized return of -3.29%, while VBK has yielded a comparatively higher 10.46% 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%
VBK
- 1D
- 4.37%
- 1M
- -5.52%
- YTD
- 0.16%
- 6M
- 1.80%
- 1Y
- 20.70%
- 3Y*
- 12.47%
- 5Y*
- 2.16%
- 10Y*
- 10.46%
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BCSIX vs. VBK - Expense Ratio Comparison
BCSIX has a 1.25% expense ratio, which is higher than VBK's 0.07% expense ratio.
Return for Risk
BCSIX vs. VBK — Risk / Return Rank
BCSIX
VBK
BCSIX vs. VBK - 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 Growth ETF (VBK). 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 | VBK | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -1.06 | 0.85 | -1.91 |
Sortino ratioReturn per unit of downside risk | -1.26 | 1.34 | -2.60 |
Omega ratioGain probability vs. loss probability | 0.65 | 1.18 | -0.52 |
Calmar ratioReturn relative to maximum drawdown | -0.95 | 1.38 | -2.34 |
Martin ratioReturn relative to average drawdown | -1.98 | 5.52 | -7.51 |
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 | VBK | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -1.06 | 0.85 | -1.91 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.50 | 0.09 | -0.59 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.09 | 0.46 | -0.55 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.24 | 0.40 | -0.16 |
Correlation
The correlation between BCSIX and VBK is 0.90, 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. VBK - Dividend Comparison
BCSIX has not paid dividends to shareholders, while VBK's dividend yield for the trailing twelve months is around 0.52%.
| 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% |
VBK Vanguard Small-Cap Growth ETF | 0.52% | 0.54% | 0.54% | 0.68% | 0.55% | 0.36% | 0.44% | 0.57% | 0.79% | 0.82% | 1.08% | 0.98% |
Drawdowns
BCSIX vs. VBK - Drawdown Comparison
The maximum BCSIX drawdown since its inception was -79.03%, which is greater than VBK's maximum drawdown of -58.68%. Use the drawdown chart below to compare losses from any high point for BCSIX and VBK.
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Drawdown Indicators
| BCSIX | VBK | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -79.03% | -58.68% | -20.35% |
Max Drawdown (1Y)Largest decline over 1 year | -64.24% | -14.56% | -49.68% |
Max Drawdown (5Y)Largest decline over 5 years | -79.03% | -38.39% | -40.64% |
Max Drawdown (10Y)Largest decline over 10 years | -79.03% | -38.70% | -40.33% |
Current DrawdownCurrent decline from peak | -78.90% | -7.57% | -71.33% |
Average DrawdownAverage peak-to-trough decline | -13.57% | -10.22% | -3.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 30.84% | 3.65% | +27.19% |
Volatility
BCSIX vs. VBK - Volatility Comparison
The current volatility for Brown Capital Management Small Company Fund (BCSIX) is 6.52%, while Vanguard Small-Cap Growth ETF (VBK) has a volatility of 8.73%. This indicates that BCSIX experiences smaller price fluctuations and is considered to be less risky than VBK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BCSIX | VBK | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.52% | 8.73% | -2.21% |
Volatility (6M)Calculated over the trailing 6-month period | 75.03% | 15.41% | +59.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 58.33% | 24.44% | +33.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 45.44% | 23.49% | +21.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 36.22% | 22.80% | +13.42% |