BCSIX vs. VLEOX
Compare and contrast key facts about Brown Capital Management Small Company Fund (BCSIX) and Value Line Small Cap Opportunities Fund (VLEOX).
BCSIX is managed by BlackRock. It was launched on Jul 23, 1992. VLEOX is managed by Value Line. It was launched on Jun 23, 1993.
Performance
BCSIX vs. VLEOX - Performance Comparison
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BCSIX vs. VLEOX - 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% |
VLEOX Value Line Small Cap Opportunities Fund | -1.31% | 6.27% | 14.23% | 22.01% | -19.12% | 15.16% | 26.65% | 25.32% | -4.97% | 17.66% |
Returns By Period
In the year-to-date period, BCSIX achieves a -21.99% return, which is significantly lower than VLEOX's -1.31% return. Over the past 10 years, BCSIX has underperformed VLEOX with an annualized return of -3.29%, while VLEOX has yielded a comparatively higher 10.66% 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%
VLEOX
- 1D
- -1.31%
- 1M
- -9.46%
- YTD
- -1.31%
- 6M
- 0.46%
- 1Y
- 13.46%
- 3Y*
- 10.24%
- 5Y*
- 5.21%
- 10Y*
- 10.66%
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BCSIX vs. VLEOX - Expense Ratio Comparison
BCSIX has a 1.25% expense ratio, which is higher than VLEOX's 1.16% expense ratio.
Return for Risk
BCSIX vs. VLEOX — Risk / Return Rank
BCSIX
VLEOX
BCSIX vs. VLEOX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Brown Capital Management Small Company Fund (BCSIX) and Value Line Small Cap Opportunities Fund (VLEOX). 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 | VLEOX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -1.06 | 0.69 | -1.75 |
Sortino ratioReturn per unit of downside risk | -1.26 | 1.16 | -2.42 |
Omega ratioGain probability vs. loss probability | 0.65 | 1.14 | -0.49 |
Calmar ratioReturn relative to maximum drawdown | -0.95 | 1.04 | -2.00 |
Martin ratioReturn relative to average drawdown | -1.98 | 3.84 | -5.82 |
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 | VLEOX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -1.06 | 0.69 | -1.75 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.50 | 0.27 | -0.77 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.09 | 0.54 | -0.63 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.24 | 0.53 | -0.29 |
Correlation
The correlation between BCSIX and VLEOX is 0.83, 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. VLEOX - Dividend Comparison
BCSIX has not paid dividends to shareholders, while VLEOX's dividend yield for the trailing twelve months is around 6.48%.
| 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% |
VLEOX Value Line Small Cap Opportunities Fund | 6.48% | 6.40% | 0.09% | 0.82% | 2.76% | 6.00% | 8.02% | 23.60% | 15.87% | 3.64% | 5.40% | 14.55% |
Drawdowns
BCSIX vs. VLEOX - Drawdown Comparison
The maximum BCSIX drawdown since its inception was -79.03%, which is greater than VLEOX's maximum drawdown of -55.86%. Use the drawdown chart below to compare losses from any high point for BCSIX and VLEOX.
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Drawdown Indicators
| BCSIX | VLEOX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -79.03% | -55.86% | -23.17% |
Max Drawdown (1Y)Largest decline over 1 year | -64.24% | -10.86% | -53.38% |
Max Drawdown (5Y)Largest decline over 5 years | -79.03% | -30.68% | -48.35% |
Max Drawdown (10Y)Largest decline over 10 years | -79.03% | -35.30% | -43.73% |
Current DrawdownCurrent decline from peak | -78.90% | -10.58% | -68.32% |
Average DrawdownAverage peak-to-trough decline | -13.57% | -9.52% | -4.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 30.84% | 2.96% | +27.88% |
Volatility
BCSIX vs. VLEOX - Volatility Comparison
Brown Capital Management Small Company Fund (BCSIX) and Value Line Small Cap Opportunities Fund (VLEOX) have volatilities of 6.52% and 6.26%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BCSIX | VLEOX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.52% | 6.26% | +0.26% |
Volatility (6M)Calculated over the trailing 6-month period | 75.03% | 11.83% | +63.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 58.33% | 19.58% | +38.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 45.44% | 19.24% | +26.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 36.22% | 19.93% | +16.29% |