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BCSVX vs. ACINX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BCSVX and ACINX 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.


-0.50.00.51.00.8

Performance

BCSVX vs. ACINX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Brown Capital Management International Small Company Fund (BCSVX) and Columbia Acorn International Fund (ACINX). The values are adjusted to include any dividend payments, if applicable.

-15.00%-10.00%-5.00%0.00%5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
12.61%
-13.24%
BCSVX
ACINX

Key characteristics

Sharpe Ratio

BCSVX:

0.61

ACINX:

-0.60

Sortino Ratio

BCSVX:

0.98

ACINX:

-0.67

Omega Ratio

BCSVX:

1.13

ACINX:

0.90

Calmar Ratio

BCSVX:

0.33

ACINX:

-0.20

Martin Ratio

BCSVX:

2.89

ACINX:

-1.91

Ulcer Index

BCSVX:

3.32%

ACINX:

5.59%

Daily Std Dev

BCSVX:

15.63%

ACINX:

17.76%

Max Drawdown

BCSVX:

-46.71%

ACINX:

-66.29%

Current Drawdown

BCSVX:

-20.09%

ACINX:

-53.17%

Returns By Period

In the year-to-date period, BCSVX achieves a 6.66% return, which is significantly higher than ACINX's -13.52% return.


BCSVX

YTD

6.66%

1M

-0.54%

6M

12.61%

1Y

8.54%

5Y*

6.20%

10Y*

N/A

ACINX

YTD

-13.52%

1M

-9.19%

6M

-13.24%

1Y

-12.11%

5Y*

-7.76%

10Y*

-5.27%

Compare stocks, funds, or ETFs

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


BCSVX vs. ACINX - Expense Ratio Comparison

BCSVX has a 1.31% expense ratio, which is higher than ACINX's 0.97% expense ratio.


BCSVX
Brown Capital Management International Small Company Fund
Expense ratio chart for BCSVX: current value at 1.31% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.31%
Expense ratio chart for ACINX: current value at 0.97% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.97%

Risk-Adjusted Performance

BCSVX vs. ACINX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Brown Capital Management International Small Company Fund (BCSVX) and Columbia Acorn International Fund (ACINX). 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.


Sharpe ratio
The chart of Sharpe ratio for BCSVX, currently valued at 0.61, compared to the broader market-1.000.001.002.003.004.000.61-0.60
The chart of Sortino ratio for BCSVX, currently valued at 0.98, compared to the broader market-2.000.002.004.006.008.0010.000.98-0.67
The chart of Omega ratio for BCSVX, currently valued at 1.13, compared to the broader market0.501.001.502.002.503.003.501.130.90
The chart of Calmar ratio for BCSVX, currently valued at 0.33, compared to the broader market0.002.004.006.008.0010.0012.0014.000.33-0.20
The chart of Martin ratio for BCSVX, currently valued at 2.89, compared to the broader market0.0020.0040.0060.002.89-1.91
BCSVX
ACINX

The current BCSVX Sharpe Ratio is 0.61, which is higher than the ACINX Sharpe Ratio of -0.60. The chart below compares the historical Sharpe Ratios of BCSVX and ACINX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
0.61
-0.60
BCSVX
ACINX

Dividends

BCSVX vs. ACINX - Dividend Comparison

BCSVX has not paid dividends to shareholders, while ACINX's dividend yield for the trailing twelve months is around 2.37%.


TTM20232022202120202019201820172016201520142013
BCSVX
Brown Capital Management International Small Company Fund
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ACINX
Columbia Acorn International Fund
2.37%0.00%0.00%1.65%0.58%2.13%1.35%1.66%0.65%1.32%1.64%2.55%

Drawdowns

BCSVX vs. ACINX - Drawdown Comparison

The maximum BCSVX drawdown since its inception was -46.71%, smaller than the maximum ACINX drawdown of -66.29%. Use the drawdown chart below to compare losses from any high point for BCSVX and ACINX. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%JulyAugustSeptemberOctoberNovemberDecember
-20.09%
-53.17%
BCSVX
ACINX

Volatility

BCSVX vs. ACINX - Volatility Comparison

The current volatility for Brown Capital Management International Small Company Fund (BCSVX) is 3.77%, while Columbia Acorn International Fund (ACINX) has a volatility of 11.03%. This indicates that BCSVX experiences smaller price fluctuations and is considered to be less risky than ACINX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%JulyAugustSeptemberOctoberNovemberDecember
3.77%
11.03%
BCSVX
ACINX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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