BCSSX vs. SGPIX
BCSSX (Brown Capital Management Small Company Fund Institutional Shares) and SGPIX (ProFunds Small Cap Growth Fund) are both Small Cap Growth Equities funds. Over the past 10 years, BCSSX returned 6.28%/yr vs 8.60%/yr for SGPIX. Their correlation of 0.81 means they have usually moved in the same direction. BCSSX charges 1.12%/yr vs 1.60%/yr for SGPIX.
Performance
BCSSX vs. SGPIX - Performance Comparison
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Returns By Period
In the year-to-date period, BCSSX achieves a 5.90% return, which is significantly lower than SGPIX's 21.50% return. Over the past 10 years, BCSSX has underperformed SGPIX with an annualized return of 6.28%, while SGPIX has yielded a comparatively higher 8.60% annualized return.
BCSSX
- 1D
- -0.11%
- 1M
- 1.59%
- 6M
- 13.80%
- YTD
- 5.90%
- 1Y
- 3.15%
- 3Y*
- -0.25%
- 5Y*
- -5.99%
- 10Y*
- 6.28%
- ALL TIME*
- 9.57%
SGPIX
- 1D
- -0.25%
- 1M
- -1.92%
- 6M
- 14.79%
- YTD
- 21.50%
- 1Y
- 30.03%
- 3Y*
- 12.08%
- 5Y*
- 3.45%
- 10Y*
- 8.60%
- ALL TIME*
- 8.07%
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. SGPIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BCSSX Brown Capital Management Small Company Fund Institutional Shares | 5.90% | -12.18% | 10.05% | 19.40% | -37.77% | -4.06% | 45.51% | 29.49% | -0.37% | 29.16% |
SGPIX ProFunds Small Cap Growth Fund | 21.50% | 3.52% | 7.53% | 15.35% | -22.72% | 13.29% | 17.43% | 18.95% | -5.76% | 12.73% |
Correlation
The correlation between BCSSX and SGPIX is 0.61, 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. | 0.61 |
Correlation (3Y) Balances recent behavior with more history. | 0.73 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.76 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.76 |
Correlation (All Time) Calculated using the full available price history since Dec 15, 2011 | 0.81 |
The correlation between BCSSX and SGPIX shifts across timeframes, from 0.61 (1 year) to 0.81 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
BCSSX vs. SGPIX — Risk / Return Rank
BCSSX
SGPIX
BCSSX vs. SGPIX - 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 ProFunds Small Cap Growth Fund (SGPIX). 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 | SGPIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.42 | ||
| Sortino ratioReturn per unit of downside risk | -2.00 | ||
| Omega ratioGain probability vs. loss probability | 1.05 | 1.28 | -0.23 |
| Calmar ratioReturn relative to maximum drawdown | 0.14 | 3.07 | -2.93 |
| Martin ratioReturn relative to average drawdown | 0.32 | 10.29 | -9.97 |
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Drawdowns
BCSSX vs. SGPIX - Drawdown Comparison
The maximum BCSSX drawdown since its inception was -55.58%, smaller than the maximum SGPIX drawdown of -58.70%. Use the drawdown chart below to compare losses from any high point for BCSSX and SGPIX.
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Drawdown Indicators
| BCSSX | SGPIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.58% | -58.70% | +3.12% |
Max Drawdown (1Y)Largest decline over 1 year | -26.65% | -9.15% | -17.50% |
Max Drawdown (3Y)Largest decline over 3 years | -55.58% | -27.72% | -27.86% |
Max Drawdown (5Y)Largest decline over 5 years | -55.58% | -34.64% | -20.94% |
Max Drawdown (10Y)Largest decline over 10 years | -55.58% | -43.14% | -12.44% |
Current DrawdownCurrent decline from peak | -39.37% | -3.43% | -35.94% |
Average DrawdownAverage peak-to-trough decline | -16.13% | -11.20% | -4.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.55% | 2.73% | +8.82% |
Volatility
BCSSX vs. SGPIX - Volatility Comparison
Brown Capital Management Small Company Fund Institutional Shares (BCSSX) has a higher volatility of 6.05% compared to ProFunds Small Cap Growth Fund (SGPIX) at 4.03%. This indicates that BCSSX's price experiences larger fluctuations and is considered to be riskier than SGPIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BCSSX | SGPIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.05% | 4.03% | +2.02% |
Volatility (6M)Calculated over the trailing 6-month period | 18.14% | 12.96% | +5.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.02% | 17.84% | +5.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 37.47% | 21.60% | +15.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.36% | 22.31% | +9.05% |
BCSSX vs. SGPIX - Expense Ratio Comparison
BCSSX has a 1.12% expense ratio, which is lower than SGPIX's 1.60% expense ratio.
Dividends
BCSSX vs. SGPIX - Dividend Comparison
BCSSX's dividend yield for the trailing twelve months is around 89.98%, while SGPIX has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BCSSX Brown Capital Management Small Company Fund Institutional Shares | 89.98% | 95.29% | 49.47% | 8.99% | 11.63% | 9.04% | 7.27% | 8.43% | 6.72% | 5.85% | 5.48% | 9.07% |
SGPIX ProFunds Small Cap Growth Fund | 0.00% | 0.18% | 1.58% | 0.80% | 3.80% | 2.06% | 0.00% | 0.00% | 4.29% | 0.00% | 0.00% | 2.58% |
Frequently Asked Questions
BCSSX and SGPIX have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BCSSX has higher volatility (6.05%) compared to SGPIX (4.03%). In terms of maximum drawdown, BCSSX dropped -55.58% vs SGPIX's -58.70%.
SGPIX currently has the higher Sharpe Ratio (1.58 vs 0.16), 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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