BCSVX vs. VEA
Compare and contrast key facts about Brown Capital Management International Small Company Fund (BCSVX) and Vanguard FTSE Developed Markets ETF (VEA).
BCSVX is managed by Brown Capital Management. It was launched on Sep 29, 2015. VEA is a passively managed fund by Vanguard that tracks the performance of the MSCI EAFE Index. It was launched on Jul 20, 2007.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BCSVX or VEA.
Key characteristics
| BCSVX | VEA | |
|---|---|---|
| YTD Return | 2.71% | 7.53% |
| 1Y Return | 12.50% | 15.37% |
| 3Y Return (Ann) | -1.34% | 3.04% |
| 5Y Return (Ann) | 7.66% | 7.96% |
| Sharpe Ratio | 0.82 | 1.11 |
| Daily Std Dev | 14.63% | 12.77% |
| Max Drawdown | -43.93% | -60.70% |
| Current Drawdown | -19.04% | 0.00% |
Correlation
The correlation between BCSVX and VEA is 0.62, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
BCSVX vs. VEA - Performance Comparison
In the year-to-date period, BCSVX achieves a 2.71% return, which is significantly lower than VEA's 7.53% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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BCSVX vs. VEA - Expense Ratio Comparison
BCSVX has a 1.31% expense ratio, which is higher than VEA's 0.05% expense ratio.
Risk-Adjusted Performance
BCSVX vs. VEA - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Brown Capital Management International Small Company Fund (BCSVX) and Vanguard FTSE Developed Markets ETF (VEA). 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.
Dividends
BCSVX vs. VEA - Dividend Comparison
BCSVX has not paid dividends to shareholders, while VEA's dividend yield for the trailing twelve months is around 3.20%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BCSVX Brown Capital Management International Small Company Fund | 0.00% | 0.00% | 0.00% | 5.07% | 0.74% | 0.30% | 0.31% | 0.30% | 2.07% | 0.00% | 0.00% | 0.00% |
VEA Vanguard FTSE Developed Markets ETF | 3.20% | 3.15% | 2.91% | 3.16% | 2.04% | 3.04% | 3.35% | 2.77% | 3.05% | 2.92% | 3.68% | 2.60% |
Drawdowns
BCSVX vs. VEA - Drawdown Comparison
The maximum BCSVX drawdown since its inception was -43.93%, smaller than the maximum VEA drawdown of -60.70%. Use the drawdown chart below to compare losses from any high point for BCSVX and VEA. For additional features, visit the drawdowns tool.
Volatility
BCSVX vs. VEA - Volatility Comparison
Brown Capital Management International Small Company Fund (BCSVX) has a higher volatility of 4.14% compared to Vanguard FTSE Developed Markets ETF (VEA) at 3.03%. This indicates that BCSVX's price experiences larger fluctuations and is considered to be riskier than VEA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.