BCSSX vs. BCSVX
BCSSX (Brown Capital Management Small Company Fund Institutional Shares) and BCSVX (Brown Capital Management International Small Company Fund) are both mutual funds - BCSSX is a Small Cap Growth Equities fund actively managed by Brown Capital Management, while BCSVX is a Foreign Small & Mid Cap Equities fund managed by Brown Capital Management. Over the past 10 years, BCSSX returned 6.20%/yr vs 7.27%/yr for BCSVX. Their 0.56 correlation means they have sometimes moved together and sometimes differently. BCSSX charges 1.12%/yr vs 1.31%/yr for BCSVX.
Performance
BCSSX vs. BCSVX - Performance Comparison
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Returns By Period
In the year-to-date period, BCSSX achieves a 6.02% return, which is significantly higher than BCSVX's -7.77% return. Over the past 10 years, BCSSX has underperformed BCSVX with an annualized return of 6.20%, while BCSVX has yielded a comparatively higher 7.27% annualized return.
BCSSX
- 1D
- 0.50%
- 1M
- 1.70%
- 6M
- 14.43%
- YTD
- 6.02%
- 1Y
- 3.27%
- 3Y*
- -0.50%
- 5Y*
- -5.96%
- 10Y*
- 6.20%
- ALL TIME*
- 9.58%
BCSVX
- 1D
- 1.25%
- 1M
- 4.45%
- 6M
- -2.79%
- YTD
- -7.77%
- 1Y
- -18.25%
- 3Y*
- 0.11%
- 5Y*
- -3.54%
- 10Y*
- 7.27%
- ALL TIME*
- 7.81%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
BCSSX vs. BCSVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BCSSX Brown Capital Management Small Company Fund Institutional Shares | 6.02% | -12.18% | 10.05% | 19.40% | -37.77% | -4.06% | 45.51% | 29.49% | -0.37% | 29.16% |
BCSVX Brown Capital Management International Small Company Fund | -7.77% | -2.30% | 8.17% | 20.04% | -31.56% | 12.69% | 44.75% | 26.41% | -3.39% | 36.56% |
Correlation
The correlation between BCSSX and BCSVX is 0.62, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.62 |
Correlation (3Y) Balances recent behavior with more history. | 0.62 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.62 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.56 |
Correlation (All Time) Calculated using the full available price history since Jan 4, 2016 | 0.56 |
The correlation between BCSSX and BCSVX has been stable across timeframes, ranging from 0.56 to 0.62 - a consistent structural relationship.
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Return for Risk
BCSSX vs. BCSVX — Risk / Return Rank
BCSSX
BCSVX
BCSSX vs. BCSVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Brown Capital Management Small Company Fund Institutional Shares (BCSSX) and Brown Capital Management International Small Company Fund (BCSVX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| BCSSX | BCSVX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.14 | ||
| Sortino ratioReturn per unit of downside risk | +1.74 | ||
| Omega ratioGain probability vs. loss probability | 1.03 | 0.83 | +0.20 |
| Calmar ratioReturn relative to maximum drawdown | 0.06 | -0.61 | +0.68 |
| Martin ratioReturn relative to average drawdown | 0.15 | -1.04 | +1.18 |
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Drawdowns
BCSSX vs. BCSVX - Drawdown Comparison
The maximum BCSSX drawdown since its inception was -55.58%, which is greater than BCSVX's maximum drawdown of -43.93%. Use the drawdown chart below to compare losses from any high point for BCSSX and BCSVX.
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Drawdown Indicators
| BCSSX | BCSVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.58% | -43.93% | -11.65% |
Max Drawdown (1Y)Largest decline over 1 year | -26.65% | -31.16% | +4.51% |
Max Drawdown (3Y)Largest decline over 3 years | -55.58% | -32.35% | -23.23% |
Max Drawdown (5Y)Largest decline over 5 years | -55.58% | -43.93% | -11.65% |
Max Drawdown (10Y)Largest decline over 10 years | -55.58% | -43.93% | -11.65% |
Current DrawdownCurrent decline from peak | -39.30% | -23.17% | -16.13% |
Average DrawdownAverage peak-to-trough decline | -16.12% | -12.33% | -3.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.56% | 18.38% | -6.82% |
Volatility
BCSSX vs. BCSVX - Volatility Comparison
Brown Capital Management Small Company Fund Institutional Shares (BCSSX) and Brown Capital Management International Small Company Fund (BCSVX) have volatilities of 6.16% and 6.07%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BCSSX | BCSVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.16% | 6.07% | +0.09% |
Volatility (6M)Calculated over the trailing 6-month period | 18.17% | 15.08% | +3.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.02% | 17.86% | +5.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 37.49% | 18.89% | +18.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.36% | 17.10% | +14.26% |
BCSSX vs. BCSVX - Expense Ratio Comparison
BCSSX has a 1.12% expense ratio, which is lower than BCSVX's 1.31% expense ratio.
Dividends
BCSSX vs. BCSVX - Dividend Comparison
BCSSX's dividend yield for the trailing twelve months is around 89.88%, more than BCSVX's 0.41% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BCSSX Brown Capital Management Small Company Fund Institutional Shares | 89.88% | 95.29% | 49.47% | 8.99% | 11.63% | 9.04% | 7.27% | 8.43% | 6.72% | 5.85% | 5.48% | 9.07% |
BCSVX Brown Capital Management International Small Company Fund | 0.41% | 0.00% | 0.00% | 0.00% | 0.00% | 5.07% | 0.74% | 0.30% | 0.31% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
BCSSX and BCSVX have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BCSSX has higher volatility (6.16%) compared to BCSVX (6.07%). In terms of maximum drawdown, BCSSX dropped -55.58% vs BCSVX's -43.93%.
BCSSX currently has the higher Sharpe Ratio (0.07 vs -1.07), 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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