BCSVX vs. KGGIX
BCSVX (Brown Capital Management International Small Company Fund) and KGGIX (Kopernik Global All-Cap Fund) are both Foreign Small & Mid Cap Equities funds. Over the past 10 years, BCSVX returned 6.96%/yr vs 12.60%/yr for KGGIX. At a 0.42 correlation, their price movements are largely independent. BCSVX charges 1.31%/yr vs 1.01%/yr for KGGIX.
Performance
BCSVX vs. KGGIX - Performance Comparison
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Returns By Period
In the year-to-date period, BCSVX achieves a -14.99% return, which is significantly lower than KGGIX's 3.61% return. Over the past 10 years, BCSVX has underperformed KGGIX with an annualized return of 6.96%, while KGGIX has yielded a comparatively higher 12.60% annualized return.
BCSVX
- 1D
- -0.20%
- 1M
- -2.75%
- YTD
- -14.99%
- 6M
- -14.70%
- 1Y
- -22.92%
- 3Y*
- -2.43%
- 5Y*
- -4.43%
- 10Y*
- 6.96%
KGGIX
- 1D
- -1.29%
- 1M
- -5.41%
- YTD
- 3.61%
- 6M
- 2.76%
- 1Y
- 29.51%
- 3Y*
- 21.24%
- 5Y*
- 10.48%
- 10Y*
- 12.60%
BCSVX vs. KGGIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BCSVX Brown Capital Management International Small Company Fund | -14.99% | -2.30% | 8.17% | 20.04% | -31.56% | 12.69% | 44.75% | 26.41% | -3.39% | 36.56% |
KGGIX Kopernik Global All-Cap Fund | 3.61% | 64.88% | -4.91% | 13.43% | -9.05% | 16.86% | 37.23% | 10.00% | -11.07% | 8.98% |
Correlation
The correlation between BCSVX and KGGIX is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.39 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.40 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.46 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.42 |
Correlation (All Time) Calculated using the full available price history since Jan 4, 2016 | 0.42 |
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Return for Risk
BCSVX vs. KGGIX — Risk / Return Rank
BCSVX
KGGIX
BCSVX vs. KGGIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Brown Capital Management International Small Company Fund (BCSVX) and Kopernik Global All-Cap Fund (KGGIX). 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 | KGGIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.35 | ||
| Sortino ratioReturn per unit of downside risk | -4.49 | ||
| Omega ratioGain probability vs. loss probability | 0.78 | 1.35 | -0.57 |
| Calmar ratioReturn relative to maximum drawdown | -0.72 | 2.86 | -3.58 |
| Martin ratioReturn relative to average drawdown | -1.31 | 8.23 | -9.54 |
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Drawdowns
BCSVX vs. KGGIX - Drawdown Comparison
The maximum BCSVX drawdown since its inception was -43.93%, roughly equal to the maximum KGGIX drawdown of -45.11%. Use the drawdown chart below to compare losses from any high point for BCSVX and KGGIX.
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Drawdown Indicators
| BCSVX | KGGIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.93% | -45.11% | +1.18% |
Max Drawdown (1Y)Largest decline over 1 year | -32.35% | -10.65% | -21.70% |
Max Drawdown (3Y)Largest decline over 3 years | -32.35% | -13.76% | -18.59% |
Max Drawdown (5Y)Largest decline over 5 years | -43.93% | -26.43% | -17.50% |
Max Drawdown (10Y)Largest decline over 10 years | -43.93% | -31.59% | -12.34% |
Current DrawdownCurrent decline from peak | -29.18% | -10.37% | -18.81% |
Average DrawdownAverage peak-to-trough decline | -12.18% | -9.50% | -2.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 17.68% | 3.69% | +13.99% |
Volatility
BCSVX vs. KGGIX - Volatility Comparison
Brown Capital Management International Small Company Fund (BCSVX) and Kopernik Global All-Cap Fund (KGGIX) have volatilities of 5.09% and 4.88%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BCSVX | KGGIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.09% | 4.88% | +0.21% |
Volatility (6M)Calculated over the trailing 6-month period | 14.09% | 12.85% | +1.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.99% | 15.41% | +1.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.71% | 15.27% | +3.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.13% | 14.99% | +2.14% |
BCSVX vs. KGGIX - Expense Ratio Comparison
BCSVX has a 1.31% expense ratio, which is higher than KGGIX's 1.01% expense ratio.
Dividends
BCSVX vs. KGGIX - Dividend Comparison
BCSVX's dividend yield for the trailing twelve months is around 0.44%, less than KGGIX's 15.88% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BCSVX Brown Capital Management International Small Company Fund | 0.44% | 0.00% | 0.00% | 0.00% | 0.00% | 5.07% | 0.74% | 0.30% | 0.31% | 0.00% | 0.00% | 0.00% |
KGGIX Kopernik Global All-Cap Fund | 15.88% | 16.46% | 1.04% | 8.60% | 13.59% | 9.30% | 4.81% | 3.02% | 0.25% | 4.40% | 3.34% | 0.81% |
Frequently Asked Questions
BCSVX and KGGIX have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BCSVX has higher volatility (5.09%) compared to KGGIX (4.88%). In terms of maximum drawdown, BCSVX dropped -43.93% vs KGGIX's -45.11%.
KGGIX currently has the higher Sharpe Ratio (1.98 vs -1.37), 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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