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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BCSIX or VOO.
Key characteristics
| BCSIX | VOO | |
|---|---|---|
| YTD Return | 2.35% | 24.24% |
| 1Y Return | 18.31% | 39.06% |
| 3Y Return (Ann) | -10.21% | 10.77% |
| 5Y Return (Ann) | 2.56% | 16.30% |
| 10Y Return (Ann) | 7.37% | 13.75% |
| Sharpe Ratio | 0.57 | 3.06 |
| Sortino Ratio | 1.01 | 4.07 |
| Omega Ratio | 1.15 | 1.56 |
| Calmar Ratio | 0.34 | 3.26 |
| Martin Ratio | 2.58 | 20.25 |
| Ulcer Index | 6.28% | 1.87% |
| Daily Std Dev | 28.65% | 12.36% |
| Max Drawdown | -53.85% | -33.99% |
| Current Drawdown | -34.48% | 0.00% |
Correlation
The correlation between BCSIX and VOO is 0.78, 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. VOO - Performance Comparison
In the year-to-date period, BCSIX achieves a 2.35% return, which is significantly lower than VOO's 24.24% return. Over the past 10 years, BCSIX has underperformed VOO with an annualized return of 7.37%, while VOO has yielded a comparatively higher 13.75% 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. VOO - Expense Ratio Comparison
BCSIX has a 1.25% expense ratio, which is higher than VOO's 0.03% expense ratio.
Risk-Adjusted Performance
BCSIX vs. VOO - Risk-Adjusted Performance 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.
Dividends
BCSIX vs. VOO - Dividend Comparison
BCSIX's dividend yield for the trailing twelve months is around 9.14%, more than VOO's 1.26% 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% |
VOO Vanguard S&P 500 ETF | 1.26% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
BCSIX vs. VOO - Drawdown Comparison
The maximum BCSIX drawdown since its inception was -53.85%, 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. For additional features, visit the drawdowns tool.
Volatility
BCSIX vs. VOO - Volatility Comparison
Brown Capital Management Small Company Fund (BCSIX) has a higher volatility of 4.17% compared to Vanguard S&P 500 ETF (VOO) at 2.52%. 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.