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BCSSX vs. NESGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BCSSX vs. NESGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Brown Capital Management Small Company Fund Institutional Shares (BCSSX) and Needham Small Cap Growth Fund (NESGX). The values are adjusted to include any dividend payments, if applicable.

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BCSSX vs. NESGX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BCSSX
Brown Capital Management Small Company Fund Institutional Shares
-21.93%-54.18%10.05%19.40%-37.77%-4.06%45.51%29.49%-0.37%29.16%
NESGX
Needham Small Cap Growth Fund
9.51%10.50%12.76%5.68%-30.21%10.59%71.90%54.42%-5.43%11.96%

Returns By Period

In the year-to-date period, BCSSX achieves a -21.93% return, which is significantly lower than NESGX's 9.51% return. Over the past 10 years, BCSSX has underperformed NESGX with an annualized return of -2.48%, while NESGX has yielded a comparatively higher 14.30% annualized return.


BCSSX

1D
0.62%
1M
-8.95%
YTD
-21.93%
6M
-60.26%
1Y
-57.41%
3Y*
-24.45%
5Y*
-21.47%
10Y*
-2.48%

NESGX

1D
-4.45%
1M
-7.07%
YTD
9.51%
6M
12.14%
1Y
47.82%
3Y*
10.96%
5Y*
0.71%
10Y*
14.30%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BCSSX vs. NESGX - Expense Ratio Comparison

BCSSX has a 1.12% expense ratio, which is lower than NESGX's 1.85% expense ratio.


Return for Risk

BCSSX vs. NESGX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BCSSX
BCSSX Risk / Return Rank: 00
Overall Rank
BCSSX Sharpe Ratio Rank: 00
Sharpe Ratio Rank
BCSSX Sortino Ratio Rank: 00
Sortino Ratio Rank
BCSSX Omega Ratio Rank: 00
Omega Ratio Rank
BCSSX Calmar Ratio Rank: 00
Calmar Ratio Rank
BCSSX Martin Ratio Rank: 00
Martin Ratio Rank

NESGX
NESGX Risk / Return Rank: 7777
Overall Rank
NESGX Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
NESGX Sortino Ratio Rank: 7575
Sortino Ratio Rank
NESGX Omega Ratio Rank: 6666
Omega Ratio Rank
NESGX Calmar Ratio Rank: 8888
Calmar Ratio Rank
NESGX Martin Ratio Rank: 8181
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.

BCSSX vs. NESGX - 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 Needham Small Cap Growth Fund (NESGX). 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.


BCSSXNESGXDifference

Sharpe ratio

Return per unit of total volatility

-1.06

1.32

-2.38

Sortino ratio

Return per unit of downside risk

-1.27

1.88

-3.15

Omega ratio

Gain probability vs. loss probability

0.66

1.25

-0.59

Calmar ratio

Return relative to maximum drawdown

-0.95

2.38

-3.33

Martin ratio

Return relative to average drawdown

-2.00

8.02

-10.02

BCSSX vs. NESGX - Sharpe Ratio Comparison

The current BCSSX Sharpe Ratio is -1.06, which is lower than the NESGX Sharpe Ratio of 1.32. The chart below compares the historical Sharpe Ratios of BCSSX and NESGX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


BCSSXNESGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.06

1.32

-2.38

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.50

0.02

-0.53

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.07

0.56

-0.63

Sharpe Ratio (All Time)

Calculated using the full available price history

0.09

0.51

-0.43

Correlation

The correlation between BCSSX and NESGX is 0.77, 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

BCSSX vs. NESGX - Dividend Comparison

Neither BCSSX nor NESGX has paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
BCSSX
Brown Capital Management Small Company Fund Institutional Shares
0.00%0.00%49.47%8.99%11.63%9.04%7.27%8.43%6.72%5.85%5.48%9.07%
NESGX
Needham Small Cap Growth Fund
0.00%0.00%0.00%0.00%4.16%25.09%13.69%8.43%22.26%8.94%6.67%2.52%

Drawdowns

BCSSX vs. NESGX - Drawdown Comparison

The maximum BCSSX drawdown since its inception was -76.82%, which is greater than NESGX's maximum drawdown of -50.29%. Use the drawdown chart below to compare losses from any high point for BCSSX and NESGX.


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Drawdown Indicators


BCSSXNESGXDifference

Max Drawdown

Largest peak-to-trough decline

-76.82%

-50.29%

-26.53%

Max Drawdown (1Y)

Largest decline over 1 year

-61.79%

-17.27%

-44.52%

Max Drawdown (5Y)

Largest decline over 5 years

-76.82%

-50.05%

-26.77%

Max Drawdown (10Y)

Largest decline over 10 years

-76.82%

-50.29%

-26.53%

Current Drawdown

Current decline from peak

-76.68%

-9.15%

-67.53%

Average Drawdown

Average peak-to-trough decline

-15.91%

-11.74%

-4.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

29.32%

5.13%

+24.19%

Volatility

BCSSX vs. NESGX - Volatility Comparison

The current volatility for Brown Capital Management Small Company Fund Institutional Shares (BCSSX) is 6.47%, while Needham Small Cap Growth Fund (NESGX) has a volatility of 10.96%. This indicates that BCSSX experiences smaller price fluctuations and is considered to be less risky than NESGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BCSSXNESGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.47%

10.96%

-4.49%

Volatility (6M)

Calculated over the trailing 6-month period

68.67%

22.87%

+45.80%

Volatility (1Y)

Calculated over the trailing 1-year period

55.40%

35.07%

+20.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

43.20%

29.08%

+14.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

34.83%

25.51%

+9.32%