BCSVX vs. FSTSX
BCSVX (Brown Capital Management International Small Company Fund) and FSTSX (Fidelity Series International Small Cap Fund) are both Foreign Small & Mid Cap Equities funds. Over the past 10 years, BCSVX returned 7.27%/yr vs 9.96%/yr for FSTSX. Their 0.75 correlation means they have sometimes moved together and sometimes differently. BCSVX charges 1.31%/yr vs 0.03%/yr for FSTSX.
Performance
BCSVX vs. FSTSX - 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 FSTSX's 6.54% return. Over the past 10 years, BCSVX has underperformed FSTSX with an annualized return of 7.27%, while FSTSX has yielded a comparatively higher 9.96% annualized 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%
FSTSX
- 1D
- 1.98%
- 1M
- -0.05%
- 6M
- 3.14%
- YTD
- 6.54%
- 1Y
- 11.87%
- 3Y*
- 14.62%
- 5Y*
- 5.38%
- 10Y*
- 9.96%
- ALL TIME*
- 9.53%
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. FSTSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BCSVX Brown Capital Management International Small Company Fund | -7.77% | -2.30% | 8.17% | 20.04% | -31.56% | 12.69% | 44.75% | 26.41% | -3.39% | 36.56% |
FSTSX Fidelity Series International Small Cap Fund | 6.54% | 27.49% | 4.97% | 18.36% | -26.25% | 18.29% | 19.61% | 28.24% | -13.19% | 34.44% |
Correlation
The correlation between BCSVX and FSTSX is 0.69, 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. | 0.69 |
Correlation (3Y) Balances recent behavior with more history. | 0.74 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.79 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.75 |
Correlation (All Time) Calculated using the full available price history since Jan 4, 2016 | 0.75 |
The correlation between BCSVX and FSTSX has been stable across timeframes, ranging from 0.69 to 0.79 - a consistent structural relationship.
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Return for Risk
BCSVX vs. FSTSX — Risk / Return Rank
BCSVX
FSTSX
BCSVX vs. FSTSX - 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 Series International Small Cap Fund (FSTSX). 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 | FSTSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.94 | ||
| Sortino ratioReturn per unit of downside risk | -2.78 | ||
| Omega ratioGain probability vs. loss probability | 0.83 | 1.16 | -0.33 |
| Calmar ratioReturn relative to maximum drawdown | -0.61 | 1.11 | -1.73 |
| Martin ratioReturn relative to average drawdown | -1.04 | 3.57 | -4.61 |
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Drawdowns
BCSVX vs. FSTSX - Drawdown Comparison
The maximum BCSVX drawdown since its inception was -43.93%, which is greater than FSTSX's maximum drawdown of -38.91%. Use the drawdown chart below to compare losses from any high point for BCSVX and FSTSX.
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Drawdown Indicators
| BCSVX | FSTSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.93% | -38.91% | -5.02% |
Max Drawdown (1Y)Largest decline over 1 year | -31.16% | -11.22% | -19.94% |
Max Drawdown (3Y)Largest decline over 3 years | -32.35% | -12.48% | -19.87% |
Max Drawdown (5Y)Largest decline over 5 years | -43.93% | -38.91% | -5.02% |
Max Drawdown (10Y)Largest decline over 10 years | -43.93% | -38.91% | -5.02% |
Current DrawdownCurrent decline from peak | -23.17% | -2.16% | -21.01% |
Average DrawdownAverage peak-to-trough decline | -12.33% | -7.85% | -4.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 18.38% | 3.49% | +14.89% |
Volatility
BCSVX vs. FSTSX - Volatility Comparison
Brown Capital Management International Small Company Fund (BCSVX) has a higher volatility of 6.07% compared to Fidelity Series International Small Cap Fund (FSTSX) at 4.12%. This indicates that BCSVX's price experiences larger fluctuations and is considered to be riskier than FSTSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BCSVX | FSTSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.07% | 4.12% | +1.95% |
Volatility (6M)Calculated over the trailing 6-month period | 15.08% | 11.99% | +3.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.86% | 14.45% | +3.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.89% | 16.52% | +2.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.10% | 15.69% | +1.41% |
BCSVX vs. FSTSX - Expense Ratio Comparison
BCSVX has a 1.31% expense ratio, which is higher than FSTSX's 0.03% expense ratio.
Dividends
BCSVX vs. FSTSX - Dividend Comparison
BCSVX's dividend yield for the trailing twelve months is around 0.41%, less than FSTSX's 14.30% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% | 0.00% | 0.00% |
FSTSX Fidelity Series International Small Cap Fund | 14.30% | 15.24% | 10.22% | 3.34% | 6.38% | 13.22% | 0.81% | 4.27% | 10.99% | 6.30% | 4.01% | 7.32% |
Frequently Asked Questions
BCSVX and FSTSX have a correlation of 0.69, 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 FSTSX (4.12%). In terms of maximum drawdown, BCSVX dropped -43.93% vs FSTSX's -38.91%.
FSTSX currently has the higher Sharpe Ratio (0.87 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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