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BCSIX vs. VBR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

BCSIX vs. VBR

Last updated May 12, 2025

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.

Correlation

The correlation between BCSIX and VBR is 1.00, 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

The chart below illustrates the hypothetical performance of a $10,000 investment in Brown Capital Management Small Company Fund (BCSIX) and Vanguard Small-Cap Value ETF (VBR). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Daily Std Dev

BCSIX:

19.34%

VBR:

14.54%

Max Drawdown

BCSIX:

-0.42%

VBR:

-0.62%

Current Drawdown

BCSIX:

-0.23%

VBR:

0.00%

Returns By Period

BCSIX

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

VBR

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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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.

BCSIX
Brown Capital Management Small Company Fund
VBR
Vanguard Small-Cap Value ETF

Risk-Adjusted Performance

BCSIX vs. VBR — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
BCSIX
The Risk-Adjusted Performance Rank of BCSIX is 1414
Overall Rank
The Sharpe Ratio Rank of BCSIX is 1717
Sharpe Ratio Rank
The Sortino Ratio Rank of BCSIX is 1414
Sortino Ratio Rank
The Omega Ratio Rank of BCSIX is 1414
Omega Ratio Rank
The Calmar Ratio Rank of BCSIX is 1515
Calmar Ratio Rank
The Martin Ratio Rank of BCSIX is 1313
Martin Ratio Rank
VBR
The Risk-Adjusted Performance Rank of VBR is 2424
Overall Rank
The Sharpe Ratio Rank of VBR is 2121
Sharpe Ratio Rank
The Sortino Ratio Rank of VBR is 2525
Sortino Ratio Rank
The Omega Ratio Rank of VBR is 2525
Omega Ratio Rank
The Calmar Ratio Rank of VBR is 2525
Calmar Ratio Rank
The Martin Ratio Rank of VBR is 2424
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.

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Dividends

BCSIX vs. VBR - Dividend Comparison

BCSIX's dividend yield for the trailing twelve months is around 61.54%, more than VBR's 2.27% yield.

TTM20242023202220212020201920182017201620152014
BCSIX
Brown Capital Management Small Company Fund		61.54%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VBR
Vanguard Small-Cap Value ETF		2.27%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

BCSIX vs. VBR - Drawdown Comparison

The maximum BCSIX drawdown since its inception was -0.42%, smaller than the maximum VBR drawdown of -0.62%. Use the drawdown chart below to compare losses from any high point for BCSIX and VBR. For additional features, visit the drawdowns tool.

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Volatility

BCSIX vs. VBR - Volatility Comparison

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