BCSIX vs. WFSPX
Compare and contrast key facts about Brown Capital Management Small Company Fund (BCSIX) and iShares S&P 500 Index Fund (WFSPX).
BCSIX is managed by BlackRock. It was launched on Jul 23, 1992. WFSPX is a passively managed fund by BlackRock that tracks the performance of the S&P 500 Index. It was launched on Jul 30, 1993.
Performance
BCSIX vs. WFSPX - Performance Comparison
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BCSIX vs. WFSPX - 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% |
WFSPX iShares S&P 500 Index Fund | -7.06% | 17.83% | 24.94% | 26.25% | -18.14% | 28.63% | 18.43% | 31.45% | -4.83% | 21.27% |
Returns By Period
In the year-to-date period, BCSIX achieves a -21.99% return, which is significantly lower than WFSPX's -7.06% return. Over the past 10 years, BCSIX has underperformed WFSPX with an annualized return of -3.29%, while WFSPX has yielded a comparatively higher 13.63% 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%
WFSPX
- 1D
- -0.39%
- 1M
- -7.68%
- YTD
- -7.06%
- 6M
- -4.63%
- 1Y
- 14.40%
- 3Y*
- 17.13%
- 5Y*
- 11.37%
- 10Y*
- 13.63%
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BCSIX vs. WFSPX - Expense Ratio Comparison
BCSIX has a 1.25% expense ratio, which is higher than WFSPX's 0.03% expense ratio.
Return for Risk
BCSIX vs. WFSPX — Risk / Return Rank
BCSIX
WFSPX
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.
| BCSIX | WFSPX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -1.06 | 0.84 | -1.89 |
Sortino ratioReturn per unit of downside risk | -1.26 | 1.30 | -2.56 |
Omega ratioGain probability vs. loss probability | 0.65 | 1.20 | -0.55 |
Calmar ratioReturn relative to maximum drawdown | -0.95 | 1.06 | -2.01 |
Martin ratioReturn relative to average drawdown | -1.98 | 5.13 | -7.11 |
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 | WFSPX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -1.06 | 0.84 | -1.89 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.50 | 0.68 | -1.18 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.09 | 0.76 | -0.85 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.24 | 0.13 | +0.11 |
Correlation
The correlation between BCSIX and WFSPX is 0.75, 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. WFSPX - Dividend Comparison
BCSIX has not paid dividends to shareholders, while WFSPX's dividend yield for the trailing twelve months is around 1.58%.
| 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% |
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% |
Drawdowns
BCSIX vs. WFSPX - Drawdown Comparison
The maximum BCSIX drawdown since its inception was -79.03%, which is greater than WFSPX's maximum 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
| BCSIX | WFSPX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -79.03% | -58.21% | -20.82% |
Max Drawdown (1Y)Largest decline over 1 year | -64.24% | -12.11% | -52.13% |
Max Drawdown (5Y)Largest decline over 5 years | -79.03% | -24.51% | -54.52% |
Max Drawdown (10Y)Largest decline over 10 years | -79.03% | -33.74% | -45.29% |
Current DrawdownCurrent decline from peak | -78.90% | -8.90% | -70.00% |
Average DrawdownAverage peak-to-trough decline | -13.57% | -12.84% | -0.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 30.84% | 2.49% | +28.35% |
Volatility
BCSIX vs. WFSPX - Volatility Comparison
Brown Capital Management Small Company Fund (BCSIX) has a higher volatility of 6.52% compared to iShares S&P 500 Index Fund (WFSPX) at 4.24%. 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
| BCSIX | WFSPX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.52% | 4.24% | +2.28% |
Volatility (6M)Calculated over the trailing 6-month period | 75.03% | 9.08% | +65.95% |
Volatility (1Y)Calculated over the trailing 1-year period | 58.33% | 18.06% | +40.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 45.44% | 16.84% | +28.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 36.22% | 17.98% | +18.24% |