BCSVX vs. VEXAX
BCSVX (Brown Capital Management International Small Company Fund) and VEXAX (Vanguard Extended Market Index Fund Admiral Shares) are both mutual funds - BCSVX is a Foreign Small & Mid Cap Equities fund managed by Brown Capital Management, while VEXAX is a Mid Cap Blend Equities fund managed by Vanguard. Over the past 10 years, BCSVX returned 7.11%/yr vs 11.69%/yr for VEXAX. A 0.55 correlation means they provide meaningful diversification when combined. BCSVX charges 1.31%/yr vs 0.06%/yr for VEXAX.
Performance
BCSVX vs. VEXAX - Performance Comparison
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Returns By Period
In the year-to-date period, BCSVX achieves a -12.20% return, which is significantly lower than VEXAX's 11.26% return. Over the past 10 years, BCSVX has underperformed VEXAX with an annualized return of 7.11%, while VEXAX has yielded a comparatively higher 11.69% annualized return.
BCSVX
- 1D
- -1.98%
- 1M
- -0.81%
- YTD
- -12.20%
- 6M
- -13.19%
- 1Y
- -21.09%
- 3Y*
- 0.19%
- 5Y*
- -3.92%
- 10Y*
- 7.11%
VEXAX
- 1D
- -3.30%
- 1M
- 1.02%
- YTD
- 11.26%
- 6M
- 9.73%
- 1Y
- 24.34%
- 3Y*
- 18.43%
- 5Y*
- 6.07%
- 10Y*
- 11.69%
BCSVX vs. VEXAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BCSVX Brown Capital Management International Small Company Fund | -12.20% | -2.30% | 8.17% | 20.04% | -31.56% | 12.69% | 44.75% | 26.41% | -3.39% | 36.56% |
VEXAX Vanguard Extended Market Index Fund Admiral Shares | 11.26% | 11.42% | 15.47% | 26.95% | -26.46% | 12.45% | 32.22% | 28.03% | -9.37% | 18.11% |
Correlation
The correlation between BCSVX and VEXAX is 0.61, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.61 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.63 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.62 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.55 |
Correlation (All Time) Calculated using the full available price history since Jan 5, 2016 | 0.55 |
The correlation between BCSVX and VEXAX has been stable across timeframes, ranging from 0.55 to 0.63 - a consistent structural relationship.
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Return for Risk
BCSVX vs. VEXAX — Risk / Return Rank
BCSVX
VEXAX
BCSVX vs. VEXAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Brown Capital Management International Small Company Fund (BCSVX) and Vanguard Extended Market Index Fund Admiral Shares (VEXAX). 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 | VEXAX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.72 | ||
| Sortino ratioReturn per unit of downside risk | -3.80 | ||
| Omega ratioGain probability vs. loss probability | 0.81 | 1.26 | -0.45 |
| Calmar ratioReturn relative to maximum drawdown | -0.65 | 2.54 | -3.19 |
| Martin ratioReturn relative to average drawdown | -1.23 | 8.96 | -10.19 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| BCSVX | VEXAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -1.24 | 1.49 | -2.72 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.21 | 0.27 | -0.48 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.42 | 0.52 | -0.11 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 0.37 | +0.07 |
Drawdowns
BCSVX vs. VEXAX - Drawdown Comparison
The maximum BCSVX drawdown since its inception was -43.93%, smaller than the maximum VEXAX drawdown of -58.08%. Use the drawdown chart below to compare losses from any high point for BCSVX and VEXAX.
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Drawdown Indicators
| BCSVX | VEXAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.93% | -58.08% | +14.15% |
Max Drawdown (1Y)Largest decline over 1 year | -32.35% | -10.25% | -22.10% |
Max Drawdown (3Y)Largest decline over 3 years | -32.35% | -26.84% | -5.51% |
Max Drawdown (5Y)Largest decline over 5 years | -43.93% | -36.33% | -7.60% |
Max Drawdown (10Y)Largest decline over 10 years | -43.93% | -41.62% | -2.31% |
Current DrawdownCurrent decline from peak | -26.86% | -3.30% | -23.56% |
Average DrawdownAverage peak-to-trough decline | -12.13% | -12.18% | +0.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 17.02% | 2.90% | +14.12% |
Volatility
BCSVX vs. VEXAX - Volatility Comparison
The current volatility for Brown Capital Management International Small Company Fund (BCSVX) is 5.37%, while Vanguard Extended Market Index Fund Admiral Shares (VEXAX) has a volatility of 5.84%. This indicates that BCSVX experiences smaller price fluctuations and is considered to be less risky than VEXAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BCSVX | VEXAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.37% | 5.84% | -0.47% |
Volatility (6M)Calculated over the trailing 6-month period | 13.96% | 12.93% | +1.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.02% | 17.53% | -0.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.68% | 22.39% | -3.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.14% | 22.38% | -5.24% |
BCSVX vs. VEXAX - Expense Ratio Comparison
BCSVX has a 1.31% expense ratio, which is higher than VEXAX's 0.06% expense ratio.
Dividends
BCSVX vs. VEXAX - Dividend Comparison
BCSVX's dividend yield for the trailing twelve months is around 0.43%, less than VEXAX's 1.04% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BCSVX Brown Capital Management International Small Company Fund | 0.43% | 0.00% | 0.00% | 0.00% | 0.00% | 5.07% | 0.74% | 0.30% | 0.31% | 0.00% | 0.00% | 0.00% |
VEXAX Vanguard Extended Market Index Fund Admiral Shares | 1.04% | 1.14% | 1.09% | 1.25% | 1.15% | 1.13% | 1.07% | 1.30% | 1.66% | 1.25% | 1.43% | 1.35% |
Frequently Asked Questions
BCSVX and VEXAX have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VEXAX has higher volatility (5.84%) compared to BCSVX (5.37%). In terms of maximum drawdown, BCSVX dropped -43.93% vs VEXAX's -58.08%.
VEXAX currently has the higher Sharpe Ratio (1.49 vs -1.24), 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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