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 CRSP US Small Cap Value Index. It was launched on Jan 26, 2004.
Performance
BCSIX vs. VBR - Performance Comparison
Loading graphics...
BCSIX vs. VBR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BCSIX Brown Capital Management Small Company Fund | -19.78% | -57.15% | 9.86% | 19.16% | -37.85% | -4.26% | 45.23% | 29.22% | -0.57% | 28.90% |
VBR Vanguard Small-Cap Value ETF | 3.59% | 9.09% | 12.40% | 16.00% | -9.38% | 28.08% | 5.90% | 22.78% | -12.28% | 11.81% |
Returns By Period
In the year-to-date period, BCSIX achieves a -19.78% return, which is significantly lower than VBR's 3.59% return. Over the past 10 years, BCSIX has underperformed VBR with an annualized return of -3.02%, while VBR has yielded a comparatively higher 10.14% annualized return.
BCSIX
- 1D
- 2.83%
- 1M
- -6.49%
- YTD
- -19.78%
- 6M
- -61.54%
- 1Y
- -59.18%
- 3Y*
- -25.52%
- 5Y*
- -22.36%
- 10Y*
- -3.02%
VBR
- 1D
- 0.41%
- 1M
- -4.79%
- YTD
- 3.59%
- 6M
- 5.25%
- 1Y
- 19.13%
- 3Y*
- 13.58%
- 5Y*
- 7.64%
- 10Y*
- 10.14%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
BCSIX vs. VBR - Expense Ratio Comparison
BCSIX has a 1.25% expense ratio, which is higher than VBR's 0.07% expense ratio.
Return for Risk
BCSIX vs. VBR — Risk / Return Rank
BCSIX
VBR
BCSIX vs. VBR - 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 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.
| BCSIX | VBR | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -1.03 | 0.93 | -1.96 |
Sortino ratioReturn per unit of downside risk | -1.19 | 1.43 | -2.62 |
Omega ratioGain probability vs. loss probability | 0.67 | 1.19 | -0.52 |
Calmar ratioReturn relative to maximum drawdown | -0.93 | 1.37 | -2.31 |
Martin ratioReturn relative to average drawdown | -1.93 | 5.62 | -7.55 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| BCSIX | VBR | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -1.03 | 0.93 | -1.96 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.50 | 0.39 | -0.88 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.08 | 0.47 | -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 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.
Dividends
BCSIX vs. VBR - Dividend Comparison
BCSIX has not paid dividends to shareholders, while VBR's dividend yield for the trailing twelve months is around 1.90%.
| 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% |
VBR Vanguard Small-Cap Value ETF | 1.90% | 1.95% | 1.98% | 2.12% | 2.03% | 1.75% | 1.68% | 2.06% | 2.35% | 1.79% | 1.77% | 1.99% |
Drawdowns
BCSIX vs. VBR - Drawdown Comparison
The maximum BCSIX drawdown since its inception was -79.03%, which is greater than VBR's maximum drawdown of -61.98%. Use the drawdown chart below to compare losses from any high point for BCSIX and VBR.
Loading graphics...
Drawdown Indicators
| BCSIX | VBR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -79.03% | -61.98% | -17.05% |
Max Drawdown (1Y)Largest decline over 1 year | -64.24% | -14.18% | -50.06% |
Max Drawdown (5Y)Largest decline over 5 years | -79.03% | -24.19% | -54.84% |
Max Drawdown (10Y)Largest decline over 10 years | -79.03% | -45.28% | -33.75% |
Current DrawdownCurrent decline from peak | -78.31% | -5.75% | -72.56% |
Average DrawdownAverage peak-to-trough decline | -13.57% | -8.32% | -5.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 31.09% | 3.46% | +27.63% |
Volatility
BCSIX vs. VBR - Volatility Comparison
Brown Capital Management Small Company Fund (BCSIX) has a higher volatility of 7.27% compared to Vanguard Small-Cap Value ETF (VBR) at 5.40%. 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.
Loading graphics...
Volatility by Period
| BCSIX | VBR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.27% | 5.40% | +1.87% |
Volatility (6M)Calculated over the trailing 6-month period | 75.11% | 11.29% | +63.82% |
Volatility (1Y)Calculated over the trailing 1-year period | 58.30% | 20.64% | +37.66% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 45.45% | 19.85% | +25.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 36.23% | 21.73% | +14.50% |