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BCSIX vs. WFSPX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

BCSIX vs. WFSPX

Last updated Jun 5, 2026

BCSIX (Brown Capital Management Small Company Fund) and WFSPX (iShares S&P 500 Index Fund) are both mutual funds - BCSIX is a Small Cap Growth Equities fund managed by BlackRock, while WFSPX is a S&P 500 fund tracking the S&P 500 Index. Over the past 10 years, BCSIX returned 5.12%/yr vs 15.46%/yr for WFSPX. A 0.75 correlation means they provide meaningful diversification when combined. BCSIX charges 1.25%/yr vs 0.03%/yr for WFSPX.

Performance

BCSIX vs. WFSPX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Brown Capital Management Small Company Fund (BCSIX) and iShares S&P 500 Index Fund (WFSPX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BCSIX achieves a -6.12% return, which is significantly lower than WFSPX's 10.87% return. Over the past 10 years, BCSIX has underperformed WFSPX with an annualized return of 5.12%, while WFSPX has yielded a comparatively higher 15.46% annualized return.

BCSIX

1D
-1.73%
1M
6.03%
YTD
-6.12%
6M
-10.72%
1Y
-9.38%
3Y*
-1.84%
5Y*
-6.79%
10Y*
5.12%

WFSPX

1D
-0.74%
1M
4.17%
YTD
10.87%
6M
10.77%
1Y
27.97%
3Y*
22.41%
5Y*
13.88%
10Y*
15.46%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BCSIX vs. WFSPX - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
BCSIX
Brown Capital Management Small Company Fund		-6.12%-12.48%9.86%19.16%-37.85%-4.26%45.23%29.22%-0.57%28.90%
WFSPX
iShares S&P 500 Index Fund		10.87%17.83%24.94%26.25%-18.14%28.63%18.43%31.45%-4.83%21.27%

Correlation

The correlation between BCSIX and WFSPX is 0.57, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.57

Correlation (3Y)
Calculated over the trailing 3-year period

0.67

Correlation (5Y)
Calculated over the trailing 5-year period

0.73

Correlation (10Y)
Calculated over the trailing 10-year period

0.74

Correlation (All Time)
Calculated using the full available price history since Jul 6, 1993

0.75

The correlation between BCSIX and WFSPX shifts across timeframes, from 0.57 (1 year) to 0.75 (all time), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Brown Capital Management Small Company Fund

iShares S&P 500 Index Fund

Often compared with BCSIX:
BCSIX vs. VBKBCSIX vs. SCHDBCSIX vs. RWKBCSIX vs. VBRBCSIX vs. CALFBCSIX vs. QQQBCSIX vs. VOO
Often compared with WFSPX:
WFSPX vs. JLGMXWFSPX vs. VOOWFSPX vs. FSPGXWFSPX vs. FXAIXWFSPX vs. BRMKXWFSPX vs. IVVWFSPX vs. APGYX

Return for Risk

BCSIX vs. WFSPX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
BCSIX
BCSIX Risk / Return Rank: 11
Overall Rank
BCSIX Sharpe Ratio Rank: 11
Sharpe Ratio Rank
BCSIX Sortino Ratio Rank: 11
Sortino Ratio Rank
BCSIX Omega Ratio Rank: 22
Omega Ratio Rank
BCSIX Calmar Ratio Rank: 22
Calmar Ratio Rank
BCSIX Martin Ratio Rank: 11
Martin Ratio Rank
WFSPX
WFSPX Risk / Return Rank: 6666
Overall Rank
WFSPX Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
WFSPX Sortino Ratio Rank: 5959
Sortino Ratio Rank
WFSPX Omega Ratio Rank: 6060
Omega Ratio Rank
WFSPX Calmar Ratio Rank: 6767
Calmar Ratio Rank
WFSPX Martin Ratio Rank: 7979
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BCSIX vs. WFSPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Brown Capital Management Small Company Fund (BCSIX) and iShares S&P 500 Index Fund (WFSPX). 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.

BCSIXWFSPXDifference
Sharpe ratioReturn per unit of total volatility
-0.37
2.37

-2.74

Sortino ratioReturn per unit of downside risk
-0.39
3.24

-3.63

Omega ratioGain probability vs. loss probability

0.96

1.43

-0.47

Calmar ratioReturn relative to maximum drawdown

-0.31

3.16

-3.47

Martin ratioReturn relative to average drawdown

-0.72

14.75

-15.47

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

BCSIX vs. WFSPX - Sharpe Ratio Comparison

The current BCSIX Sharpe Ratio is -0.37, which is lower than the WFSPX Sharpe Ratio of 2.37. The chart below compares the historical Sharpe Ratios of BCSIX and WFSPX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Sharpe Ratios by Period

BCSIXWFSPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.37

2.37

-2.74

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.18

0.83

-1.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.16

0.86

-0.70

Sharpe Ratio (All Time)

Calculated using the full available price history

0.37

0.13

+0.23

Drawdowns

BCSIX vs. WFSPX - Drawdown Comparison

The maximum BCSIX drawdown since its inception was -57.17%, roughly equal to the maximum WFSPX drawdown of -58.21%. Use the drawdown chart below to compare losses from any high point for BCSIX and WFSPX.

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Drawdown Indicators

BCSIXWFSPXDifference

Max Drawdown

Largest peak-to-trough decline

-57.17%

-58.21%

+1.04%

Max Drawdown (1Y)

Largest decline over 1 year

-26.97%

-8.90%

-18.07%

Max Drawdown (3Y)

Largest decline over 3 years

-57.17%

-18.74%

-38.43%

Max Drawdown (5Y)

Largest decline over 5 years

-57.17%

-24.51%

-32.66%

Max Drawdown (10Y)

Largest decline over 10 years

-57.17%

-33.74%

-23.43%

Current Drawdown

Current decline from peak

-48.15%

-0.74%

-47.41%

Average Drawdown

Average peak-to-trough decline

-13.55%

-12.77%

-0.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.48%

1.90%

+9.58%

Volatility

BCSIX vs. WFSPX - Volatility Comparison

Brown Capital Management Small Company Fund (BCSIX) has a higher volatility of 8.31% compared to iShares S&P 500 Index Fund (WFSPX) at 2.92%. This indicates that BCSIX's price experiences larger fluctuations and is considered to be riskier than WFSPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

BCSIXWFSPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.31%

2.92%

+5.39%

Volatility (6M)

Calculated over the trailing 6-month period

17.57%

8.99%

+8.58%

Volatility (1Y)

Calculated over the trailing 1-year period

22.54%

11.88%

+10.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

39.12%

16.88%

+22.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.37%

18.02%

+14.35%

BCSIX vs. WFSPX - Expense Ratio Comparison

BCSIX has a 1.25% expense ratio, which is higher than WFSPX's 0.03% expense ratio.

Dividends

BCSIX vs. WFSPX - Dividend Comparison

BCSIX's dividend yield for the trailing twelve months is around 115.60%, more than WFSPX's 1.58% yield.

PositionTTM20252024202320222021202020192018201720162015
BCSIX
Brown Capital Management Small Company Fund		115.60%108.53%52.70%9.36%12.04%9.32%7.46%8.62%6.85%5.94%5.54%9.15%
WFSPX
iShares S&P 500 Index Fund		1.58%1.72%1.41%1.50%2.02%1.82%1.66%1.99%2.00%1.62%2.37%2.49%

Frequently Asked Questions

BCSIX and WFSPX have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BCSIX has higher volatility (8.31%) compared to WFSPX (2.92%). In terms of maximum drawdown, BCSIX dropped -57.17% vs WFSPX's -58.21%.

WFSPX currently has the higher Sharpe Ratio (2.37 vs -0.37), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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