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BCSVX vs. ACINX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

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.

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BCSVX vs. ACINX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BCSVX
Brown Capital Management International Small Company Fund
-18.37%-2.30%8.17%20.04%-31.56%12.69%44.75%26.41%-3.39%36.56%
ACINX
Columbia Acorn International Fund
-3.08%12.52%-6.57%19.57%-33.64%12.92%15.15%29.84%-18.35%31.20%

Returns By Period

In the year-to-date period, BCSVX achieves a -18.37% return, which is significantly lower than ACINX's -3.08% return. Over the past 10 years, BCSVX has outperformed ACINX with an annualized return of 7.24%, while ACINX has yielded a comparatively lower 3.72% annualized return.


BCSVX

1D
3.42%
1M
-5.59%
YTD
-18.37%
6M
-27.10%
1Y
-17.01%
3Y*
-0.88%
5Y*
-4.29%
10Y*
7.24%

ACINX

1D
4.01%
1M
-9.38%
YTD
-3.08%
6M
-5.08%
1Y
10.43%
3Y*
3.11%
5Y*
-2.12%
10Y*
3.72%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BCSVX vs. ACINX - Expense Ratio Comparison

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


Return for Risk

BCSVX vs. ACINX — Risk / Return Rank

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

BCSVX
BCSVX Risk / Return Rank: 11
Overall Rank
BCSVX Sharpe Ratio Rank: 00
Sharpe Ratio Rank
BCSVX Sortino Ratio Rank: 00
Sortino Ratio Rank
BCSVX Omega Ratio Rank: 00
Omega Ratio Rank
BCSVX Calmar Ratio Rank: 11
Calmar Ratio Rank
BCSVX Martin Ratio Rank: 22
Martin Ratio Rank

ACINX
ACINX Risk / Return Rank: 1919
Overall Rank
ACINX Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
ACINX Sortino Ratio Rank: 1919
Sortino Ratio Rank
ACINX Omega Ratio Rank: 1717
Omega Ratio Rank
ACINX Calmar Ratio Rank: 1919
Calmar Ratio Rank
ACINX Martin Ratio Rank: 1919
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.

BCSVX vs. ACINX - Risk-Adjusted Trends 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.


BCSVXACINXDifference

Sharpe ratio

Return per unit of total volatility

-0.90

0.59

-1.49

Sortino ratio

Return per unit of downside risk

-1.21

0.92

-2.13

Omega ratio

Gain probability vs. loss probability

0.85

1.12

-0.27

Calmar ratio

Return relative to maximum drawdown

-0.49

0.66

-1.15

Martin ratio

Return relative to average drawdown

-1.22

2.25

-3.47

BCSVX vs. ACINX - Sharpe Ratio Comparison

The current BCSVX Sharpe Ratio is -0.90, which is lower than the ACINX Sharpe Ratio of 0.59. 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.


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Sharpe Ratios by Period


BCSVXACINXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.90

0.59

-1.49

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.23

-0.11

-0.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.43

0.21

+0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.51

-0.11

Correlation

The correlation between BCSVX and ACINX 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

BCSVX vs. ACINX - Dividend Comparison

BCSVX's dividend yield for the trailing twelve months is around 0.46%, less than ACINX's 6.11% yield.


TTM20252024202320222021202020192018201720162015
BCSVX
Brown Capital Management International Small Company Fund
0.46%0.00%0.00%0.00%0.00%5.07%0.74%0.30%0.31%0.00%0.00%0.00%
ACINX
Columbia Acorn International Fund
6.11%5.92%10.97%0.00%3.12%16.16%12.94%11.09%29.07%6.17%1.33%5.34%

Drawdowns

BCSVX vs. ACINX - Drawdown Comparison

The maximum BCSVX drawdown since its inception was -43.93%, smaller than the maximum ACINX drawdown of -60.92%. Use the drawdown chart below to compare losses from any high point for BCSVX and ACINX.


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Drawdown Indicators


BCSVXACINXDifference

Max Drawdown

Largest peak-to-trough decline

-43.93%

-60.92%

+16.99%

Max Drawdown (1Y)

Largest decline over 1 year

-32.35%

-14.23%

-18.12%

Max Drawdown (5Y)

Largest decline over 5 years

-43.93%

-46.12%

+2.19%

Max Drawdown (10Y)

Largest decline over 10 years

-43.93%

-46.12%

+2.19%

Current Drawdown

Current decline from peak

-32.00%

-22.30%

-9.70%

Average Drawdown

Average peak-to-trough decline

-11.85%

-15.71%

+3.86%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.12%

4.15%

+8.97%

Volatility

BCSVX vs. ACINX - Volatility Comparison

The current volatility for Brown Capital Management International Small Company Fund (BCSVX) is 7.05%, while Columbia Acorn International Fund (ACINX) has a volatility of 8.80%. 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.


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Volatility by Period


BCSVXACINXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.05%

8.80%

-1.75%

Volatility (6M)

Calculated over the trailing 6-month period

12.43%

13.19%

-0.76%

Volatility (1Y)

Calculated over the trailing 1-year period

17.98%

18.24%

-0.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.49%

18.95%

-0.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.98%

18.17%

-1.19%