BCSIX vs. VOO
Compare and contrast key facts about Brown Capital Management Small Company Fund (BCSIX) and Vanguard S&P 500 ETF (VOO).
BCSIX is managed by BlackRock. It was launched on Jul 23, 1992. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Performance
BCSIX vs. VOO - Performance Comparison
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BCSIX vs. VOO - 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% |
VOO Vanguard S&P 500 ETF | -4.42% | 17.82% | 24.98% | 26.32% | -18.17% | 28.79% | 18.32% | 31.37% | -4.50% | 21.77% |
Returns By Period
In the year-to-date period, BCSIX achieves a -21.99% return, which is significantly lower than VOO's -4.42% return. Over the past 10 years, BCSIX has underperformed VOO with an annualized return of -3.29%, while VOO has yielded a comparatively higher 14.05% 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%
VOO
- 1D
- 2.86%
- 1M
- -5.01%
- YTD
- -4.42%
- 6M
- -1.84%
- 1Y
- 17.67%
- 3Y*
- 18.27%
- 5Y*
- 11.75%
- 10Y*
- 14.05%
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BCSIX vs. VOO - Expense Ratio Comparison
BCSIX has a 1.25% expense ratio, which is higher than VOO's 0.03% expense ratio.
Return for Risk
BCSIX vs. VOO — Risk / Return Rank
BCSIX
VOO
BCSIX vs. VOO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Brown Capital Management Small Company Fund (BCSIX) and Vanguard S&P 500 ETF (VOO). 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 | VOO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -1.06 | 0.98 | -2.04 |
Sortino ratioReturn per unit of downside risk | -1.26 | 1.50 | -2.76 |
Omega ratioGain probability vs. loss probability | 0.65 | 1.23 | -0.57 |
Calmar ratioReturn relative to maximum drawdown | -0.95 | 1.53 | -2.49 |
Martin ratioReturn relative to average drawdown | -1.98 | 7.29 | -9.28 |
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 | VOO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -1.06 | 0.98 | -2.04 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.50 | 0.70 | -1.20 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.09 | 0.78 | -0.87 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.24 | 0.83 | -0.59 |
Correlation
The correlation between BCSIX and VOO is 0.77, 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. VOO - Dividend Comparison
BCSIX has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.19%.
| 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% |
VOO Vanguard S&P 500 ETF | 1.19% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
Drawdowns
BCSIX vs. VOO - Drawdown Comparison
The maximum BCSIX drawdown since its inception was -79.03%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for BCSIX and VOO.
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Drawdown Indicators
| BCSIX | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -79.03% | -33.99% | -45.04% |
Max Drawdown (1Y)Largest decline over 1 year | -64.24% | -11.98% | -52.26% |
Max Drawdown (5Y)Largest decline over 5 years | -79.03% | -24.52% | -54.51% |
Max Drawdown (10Y)Largest decline over 10 years | -79.03% | -33.99% | -45.04% |
Current DrawdownCurrent decline from peak | -78.90% | -6.29% | -72.61% |
Average DrawdownAverage peak-to-trough decline | -13.57% | -3.72% | -9.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 30.84% | 2.52% | +28.32% |
Volatility
BCSIX vs. VOO - Volatility Comparison
Brown Capital Management Small Company Fund (BCSIX) has a higher volatility of 6.52% compared to Vanguard S&P 500 ETF (VOO) at 5.29%. This indicates that BCSIX's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BCSIX | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.52% | 5.29% | +1.23% |
Volatility (6M)Calculated over the trailing 6-month period | 75.03% | 9.44% | +65.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 58.33% | 18.10% | +40.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 45.44% | 16.82% | +28.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 36.22% | 17.99% | +18.23% |