BCSVX vs. SCHA

In the year-to-date period, BCSVX achieves a 3.24% return, which is significantly higher than SCHA's -8.34% return.

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BCSVX has a 1.31% expense ratio, which is higher than SCHA's 0.04% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Brown Capital Management International Small Company Fund (BCSVX) and Schwab U.S. Small-Cap ETF (SCHA). 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.

The current BCSVX Sharpe Ratio is 0.64, which is higher than the SCHA Sharpe Ratio of -0.01. The chart below compares the historical Sharpe Ratios of BCSVX and SCHA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

BCSVX has not paid dividends to shareholders, while SCHA's dividend yield for the trailing twelve months is around 1.66%.

The maximum BCSVX drawdown since its inception was -46.71%, which is greater than SCHA's maximum drawdown of -42.41%. Use the drawdown chart below to compare losses from any high point for BCSVX and SCHA. For additional features, visit the drawdowns tool.

The current volatility for Brown Capital Management International Small Company Fund (BCSVX) is 4.29%, while Schwab U.S. Small-Cap ETF (SCHA) has a volatility of 7.55%. This indicates that BCSVX experiences smaller price fluctuations and is considered to be less risky than SCHA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.