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 | 2.66% | 23.64% |
| 1Y Return | 24.94% | 42.02% |
| 3Y Return (Ann) | -10.43% | 9.92% |
| 5Y Return (Ann) | 2.32% | 15.81% |
| 10Y Return (Ann) | 6.76% | 13.26% |
| Sharpe Ratio | 0.86 | 3.62 |
| Sortino Ratio | 1.40 | 4.77 |
| Omega Ratio | 1.21 | 1.68 |
| Calmar Ratio | 0.51 | 4.14 |
| Martin Ratio | 3.92 | 23.93 |
| Ulcer Index | 6.25% | 1.83% |
| Daily Std Dev | 28.30% | 12.09% |
| Max Drawdown | -53.85% | -33.99% |
| Current Drawdown | -34.27% | -0.48% |
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 2.66% return, which is significantly lower than VOO's 23.64% return. Over the past 10 years, BCSIX has underperformed VOO with an annualized return of 6.76%, while VOO has yielded a comparatively higher 13.26% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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. 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 9.11%, more than VOO's 1.27% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BCSIX Brown Capital Management Small Company Fund | 9.11% | 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 | 1.27% | 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 4.36% compared to Vanguard S&P 500 ETF (VOO) at 2.68%. 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.