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 -3.54%/yr vs 5.71%/yr for FSISX. Their 0.77 correlation means they have sometimes moved together and sometimes differently. 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 -7.77% return, which is significantly lower than FSISX's 10.59% return.
BCSVX
- 1D
- 1.25%
- 1M
- 4.45%
- 6M
- -2.79%
- YTD
- -7.77%
- 1Y
- -18.25%
- 3Y*
- 0.11%
- 5Y*
- -3.54%
- 10Y*
- 7.27%
- ALL TIME*
- 7.81%
FSISX
- 1D
- 2.13%
- 1M
- 1.59%
- 6M
- 5.03%
- YTD
- 10.59%
- 1Y
- 20.79%
- 3Y*
- 15.34%
- 5Y*
- 5.71%
- 10Y*
- —
- ALL TIME*
- 5.61%
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 |
BCSVX vs. FSISX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
BCSVX Brown Capital Management International Small Company Fund | -7.77% | -2.30% | 8.17% | 20.04% | -31.56% | 7.61% |
FSISX Fidelity SAI International Small Cap Index Fund | 10.59% | 32.61% | 1.74% | 13.23% | -21.18% | -0.40% |
Correlation
The correlation between BCSVX and FSISX is 0.68, 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. | 0.68 |
Correlation (3Y) Balances recent behavior with more history. | 0.74 |
Correlation (5Y) Shows whether the relationship held over a longer 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 0.68 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 | -2.56 | ||
| Sortino ratioReturn per unit of downside risk | -3.61 | ||
| Omega ratioGain probability vs. loss probability | 0.83 | 1.27 | -0.44 |
| Calmar ratioReturn relative to maximum drawdown | -0.61 | 1.80 | -2.41 |
| Martin ratioReturn relative to average drawdown | -1.04 | 6.31 | -7.35 |
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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 | -31.16% | -11.73% | -19.43% |
Max Drawdown (3Y)Largest decline over 3 years | -32.35% | -14.32% | -18.03% |
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 | -23.17% | -1.03% | -22.14% |
Average DrawdownAverage peak-to-trough decline | -12.33% | -12.80% | +0.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 18.38% | 3.33% | +15.05% |
Volatility
BCSVX vs. FSISX - Volatility Comparison
Brown Capital Management International Small Company Fund (BCSVX) has a higher volatility of 6.07% 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 | 6.07% | 4.39% | +1.68% |
Volatility (6M)Calculated over the trailing 6-month period | 15.08% | 11.84% | +3.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.86% | 14.24% | +3.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.89% | 15.98% | +2.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.10% | 15.86% | +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 0.41%, less than FSISX's 3.34% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
BCSVX Brown Capital Management International Small Company Fund | 0.41% | 0.00% | 0.00% | 0.00% | 0.00% | 5.07% | 0.74% | 0.30% | 0.31% |
FSISX Fidelity SAI International Small Cap Index Fund | 3.34% | 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 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BCSVX has higher volatility (6.07%) 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 (1.49 vs -1.07), 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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