BCSVX vs. LZISX
Compare and contrast key facts about Brown Capital Management International Small Company Fund (BCSVX) and Lazard International Small Cap Equity Portfolio (LZISX).
BCSVX is managed by Brown Capital Management. It was launched on Sep 29, 2015. LZISX is managed by Lazard. It was launched on Nov 30, 1993.
Performance
BCSVX vs. LZISX - Performance Comparison
Loading graphics...
BCSVX vs. LZISX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
LZISX Lazard International Small Cap Equity Portfolio | 5.19% | 35.95% | -3.68% | 11.59% | -26.34% | 12.36% | 13.45% | 25.49% | -24.90% | 36.67% |
Returns By Period
In the year-to-date period, BCSVX achieves a -18.37% return, which is significantly lower than LZISX's 5.19% return. Over the past 10 years, BCSVX has outperformed LZISX with an annualized return of 7.24%, while LZISX has yielded a comparatively lower 5.94% 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%
LZISX
- 1D
- 4.31%
- 1M
- -7.55%
- YTD
- 5.19%
- 6M
- 7.32%
- 1Y
- 36.48%
- 3Y*
- 12.74%
- 5Y*
- 3.89%
- 10Y*
- 5.94%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
BCSVX vs. LZISX - Expense Ratio Comparison
BCSVX has a 1.31% expense ratio, which is higher than LZISX's 1.14% expense ratio.
Return for Risk
BCSVX vs. LZISX — Risk / Return Rank
BCSVX
LZISX
BCSVX vs. LZISX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Brown Capital Management International Small Company Fund (BCSVX) and Lazard International Small Cap Equity Portfolio (LZISX). 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.
| BCSVX | LZISX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.90 | 1.93 | -2.83 |
Sortino ratioReturn per unit of downside risk | -1.21 | 2.45 | -3.66 |
Omega ratioGain probability vs. loss probability | 0.85 | 1.34 | -0.49 |
Calmar ratioReturn relative to maximum drawdown | -0.49 | 2.89 | -3.39 |
Martin ratioReturn relative to average drawdown | -1.22 | 11.49 | -12.71 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| BCSVX | LZISX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.90 | 1.93 | -2.83 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.23 | 0.23 | -0.46 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.43 | 0.35 | +0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.40 | 0.40 | 0.00 |
Correlation
The correlation between BCSVX and LZISX is 0.72, 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. LZISX - Dividend Comparison
BCSVX's dividend yield for the trailing twelve months is around 0.46%, less than LZISX's 1.82% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
LZISX Lazard International Small Cap Equity Portfolio | 1.82% | 1.91% | 1.89% | 2.08% | 5.44% | 36.78% | 2.07% | 2.10% | 4.62% | 0.00% | 2.96% | 0.69% |
Drawdowns
BCSVX vs. LZISX - Drawdown Comparison
The maximum BCSVX drawdown since its inception was -43.93%, smaller than the maximum LZISX drawdown of -65.43%. Use the drawdown chart below to compare losses from any high point for BCSVX and LZISX.
Loading graphics...
Drawdown Indicators
| BCSVX | LZISX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.93% | -65.43% | +21.50% |
Max Drawdown (1Y)Largest decline over 1 year | -32.35% | -12.10% | -20.25% |
Max Drawdown (5Y)Largest decline over 5 years | -43.93% | -42.01% | -1.92% |
Max Drawdown (10Y)Largest decline over 10 years | -43.93% | -44.80% | +0.87% |
Current DrawdownCurrent decline from peak | -32.00% | -8.31% | -23.69% |
Average DrawdownAverage peak-to-trough decline | -11.85% | -14.85% | +3.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 13.12% | 3.05% | +10.07% |
Volatility
BCSVX vs. LZISX - Volatility Comparison
The current volatility for Brown Capital Management International Small Company Fund (BCSVX) is 7.05%, while Lazard International Small Cap Equity Portfolio (LZISX) has a volatility of 8.93%. This indicates that BCSVX experiences smaller price fluctuations and is considered to be less risky than LZISX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| BCSVX | LZISX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.05% | 8.93% | -1.88% |
Volatility (6M)Calculated over the trailing 6-month period | 12.43% | 15.31% | -2.88% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.98% | 19.12% | -1.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.49% | 17.24% | +1.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.98% | 16.87% | +0.11% |