BCSIX vs. VBR
Compare and contrast key facts about Brown Capital Management Small Company Fund (BCSIX) and Vanguard Small-Cap Value ETF (VBR).
BCSIX is managed by Blackrock. It was launched on Jul 23, 1992. VBR is a passively managed fund by Vanguard that tracks the performance of the MSCI US Small Cap Value Index. It was launched on Jan 26, 2004.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BCSIX or VBR.
Key characteristics
| BCSIX | VBR | |
|---|---|---|
| YTD Return | 2.35% | 15.66% |
| 1Y Return | 18.31% | 35.80% |
| 3Y Return (Ann) | -10.21% | 7.39% |
| 5Y Return (Ann) | 2.56% | 12.07% |
| 10Y Return (Ann) | 7.37% | 9.79% |
| Sharpe Ratio | 0.57 | 1.99 |
| Sortino Ratio | 1.01 | 2.81 |
| Omega Ratio | 1.15 | 1.34 |
| Calmar Ratio | 0.34 | 2.11 |
| Martin Ratio | 2.58 | 11.45 |
| Ulcer Index | 6.28% | 2.96% |
| Daily Std Dev | 28.65% | 16.99% |
| Max Drawdown | -53.85% | -62.01% |
| Current Drawdown | -34.48% | 0.00% |
Correlation
The correlation between BCSIX and VBR is 0.79, 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. VBR - Performance Comparison
In the year-to-date period, BCSIX achieves a 2.35% return, which is significantly lower than VBR's 15.66% return. Over the past 10 years, BCSIX has underperformed VBR with an annualized return of 7.37%, while VBR has yielded a comparatively higher 9.79% 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. VBR - Expense Ratio Comparison
BCSIX has a 1.25% expense ratio, which is higher than VBR's 0.07% expense ratio.
Risk-Adjusted Performance
BCSIX vs. VBR - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Brown Capital Management Small Company Fund (BCSIX) and Vanguard Small-Cap Value ETF (VBR). 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. VBR - Dividend Comparison
BCSIX's dividend yield for the trailing twelve months is around 9.14%, more than VBR's 1.94% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BCSIX Brown Capital Management Small Company Fund | 9.14% | 9.36% | 12.04% | 9.32% | 7.46% | 8.62% | 6.85% | 5.94% | 5.54% | 0.00% | 5.45% | 1.62% |
VBR Vanguard Small-Cap Value ETF | 1.94% | 2.12% | 2.03% | 1.75% | 1.68% | 2.06% | 2.35% | 1.79% | 1.77% | 1.99% | 1.77% | 1.87% |
Drawdowns
BCSIX vs. VBR - Drawdown Comparison
The maximum BCSIX drawdown since its inception was -53.85%, smaller than the maximum VBR drawdown of -62.01%. Use the drawdown chart below to compare losses from any high point for BCSIX and VBR. For additional features, visit the drawdowns tool.
Volatility
BCSIX vs. VBR - Volatility Comparison
Brown Capital Management Small Company Fund (BCSIX) has a higher volatility of 4.17% compared to Vanguard Small-Cap Value ETF (VBR) at 3.12%. This indicates that BCSIX's price experiences larger fluctuations and is considered to be riskier than VBR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.