BCSVX vs. FSISX
BCSVX (Brown Capital Management International Small Company Fund) and FSISX (Fidelity SAI International Small Cap Index Fund) are both Foreign Small & Mid Cap Equities funds. Over the past 5 years, BCSVX returned -4.98%/yr vs 5.75%/yr for FSISX. A 0.77 correlation means they provide meaningful diversification when combined. BCSVX charges 1.31%/yr vs 0.10%/yr for FSISX.
Performance
BCSVX vs. FSISX - Performance Comparison
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Returns By Period
In the year-to-date period, BCSVX achieves a -16.80% return, which is significantly lower than FSISX's 9.14% return.
BCSVX
- 1D
- -2.14%
- 1M
- -4.83%
- YTD
- -16.80%
- 6M
- -16.98%
- 1Y
- -25.42%
- 3Y*
- -1.66%
- 5Y*
- -4.98%
- 10Y*
- 7.07%
FSISX
- 1D
- -0.26%
- 1M
- -0.53%
- YTD
- 9.14%
- 6M
- 9.14%
- 1Y
- 23.34%
- 3Y*
- 16.89%
- 5Y*
- 5.75%
- 10Y*
- —
BCSVX vs. FSISX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
BCSVX Brown Capital Management International Small Company Fund | -16.80% | -2.30% | 8.17% | 20.04% | -31.56% | 7.61% |
FSISX Fidelity SAI International Small Cap Index Fund | 9.14% | 32.61% | 1.74% | 13.23% | -21.18% | -0.40% |
Correlation
The correlation between BCSVX and FSISX is 0.70, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.70 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.74 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.77 |
Correlation (All Time) Calculated using the full available price history since May 27, 2021 | 0.77 |
The correlation between BCSVX and FSISX has been stable across timeframes, ranging from 0.70 to 0.77 - a consistent structural relationship.
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Return for Risk
BCSVX vs. FSISX — Risk / Return Rank
BCSVX
FSISX
BCSVX vs. FSISX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Brown Capital Management International Small Company Fund (BCSVX) and Fidelity SAI International Small Cap Index Fund (FSISX). 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.
| BCSVX | FSISX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.20 | ||
| Sortino ratioReturn per unit of downside risk | -4.56 | ||
| Omega ratioGain probability vs. loss probability | 0.77 | 1.32 | -0.55 |
| Calmar ratioReturn relative to maximum drawdown | -0.76 | 2.07 | -2.84 |
| Martin ratioReturn relative to average drawdown | -1.38 | 7.59 | -8.97 |
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Drawdowns
BCSVX vs. FSISX - Drawdown Comparison
The maximum BCSVX drawdown since its inception was -43.93%, which is greater than FSISX's maximum drawdown of -36.84%. Use the drawdown chart below to compare losses from any high point for BCSVX and FSISX.
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Drawdown Indicators
| BCSVX | FSISX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.93% | -36.84% | -7.09% |
Max Drawdown (1Y)Largest decline over 1 year | -32.35% | -11.73% | -20.62% |
Max Drawdown (3Y)Largest decline over 3 years | -32.35% | -14.75% | -17.60% |
Max Drawdown (5Y)Largest decline over 5 years | -43.93% | -36.84% | -7.09% |
Max Drawdown (10Y)Largest decline over 10 years | -43.93% | — | — |
Current DrawdownCurrent decline from peak | -30.70% | -2.33% | -28.37% |
Average DrawdownAverage peak-to-trough decline | -12.18% | -13.00% | +0.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 17.77% | 3.19% | +14.58% |
Volatility
BCSVX vs. FSISX - Volatility Comparison
Brown Capital Management International Small Company Fund (BCSVX) has a higher volatility of 5.23% compared to Fidelity SAI International Small Cap Index Fund (FSISX) at 4.39%. This indicates that BCSVX's price experiences larger fluctuations and is considered to be riskier than FSISX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BCSVX | FSISX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.23% | 4.39% | +0.84% |
Volatility (6M)Calculated over the trailing 6-month period | 14.19% | 11.37% | +2.82% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.14% | 13.85% | +3.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.74% | 15.95% | +2.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.13% | 15.89% | +1.24% |
BCSVX vs. FSISX - Expense Ratio Comparison
BCSVX has a 1.31% expense ratio, which is higher than FSISX's 0.10% expense ratio.
Dividends
BCSVX vs. FSISX - Dividend Comparison
BCSVX's dividend yield for the trailing twelve months is around 0.45%, less than FSISX's 3.39% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
BCSVX Brown Capital Management International Small Company Fund | 0.45% | 0.00% | 0.00% | 0.00% | 0.00% | 5.07% | 0.74% | 0.30% | 0.31% |
FSISX Fidelity SAI International Small Cap Index Fund | 3.39% | 3.70% | 3.33% | 3.13% | 3.02% | 1.30% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
BCSVX and FSISX have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BCSVX has higher volatility (5.23%) compared to FSISX (4.39%). In terms of maximum drawdown, BCSVX dropped -43.93% vs FSISX's -36.84%.
FSISX currently has the higher Sharpe Ratio (1.76 vs -1.44), 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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