BCSVX vs. VWO
BCSVX (Brown Capital Management International Small Company Fund) and VWO (Vanguard FTSE Emerging Markets ETF) are both funds - BCSVX is a Foreign Small & Mid Cap Equities fund managed by Brown Capital Management, while VWO is a Emerging Markets Equities fund tracking the FTSE Emerging Index. Over the past 10 years, BCSVX returned 7.27%/yr vs 7.86%/yr for VWO. Their 0.55 correlation means they have sometimes moved together and sometimes differently. BCSVX charges 1.31%/yr vs 0.08%/yr for VWO.
Performance
BCSVX vs. VWO - Performance Comparison
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Returns By Period
In the year-to-date period, BCSVX achieves a -7.77% return, which is significantly lower than VWO's 9.41% return. Over the past 10 years, BCSVX has underperformed VWO with an annualized return of 7.27%, while VWO has yielded a comparatively higher 7.86% annualized return.
BCSVX
- 1D
- 1.25%
- 1M
- 4.45%
- 6M
- -2.79%
- YTD
- -7.77%
- 1Y
- -18.25%
- 3Y*
- 0.11%
- 5Y*
- -3.54%
- 10Y*
- 7.27%
- ALL TIME*
- 7.81%
VWO
- 1D
- 0.96%
- 1M
- -0.49%
- 6M
- 4.16%
- YTD
- 9.41%
- 1Y
- 21.69%
- 3Y*
- 14.84%
- 5Y*
- 6.08%
- 10Y*
- 7.86%
- ALL TIME*
- 6.81%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $386.61M | $469.40M | $499.89M |
BCSVX vs. VWO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BCSVX Brown Capital Management International Small Company Fund | -7.77% | -2.30% | 8.17% | 20.04% | -31.56% | 12.69% | 44.75% | 26.41% | -3.39% | 36.56% |
VWO Vanguard FTSE Emerging Markets ETF | 9.41% | 25.60% | 10.59% | 9.25% | -17.98% | 1.26% | 15.17% | 20.75% | -14.76% | 31.49% |
Correlation
The correlation between BCSVX and VWO is 0.54, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.54 |
Correlation (3Y) Balances recent behavior with more history. | 0.56 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.58 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.55 |
Correlation (All Time) Calculated using the full available price history since Jan 4, 2016 | 0.55 |
The correlation between BCSVX and VWO has been stable across timeframes, ranging from 0.54 to 0.58 - a consistent structural relationship.
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Return for Risk
BCSVX vs. VWO — Risk / Return Rank
BCSVX
VWO
BCSVX vs. VWO - 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 FTSE Emerging Markets ETF (VWO). 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 | VWO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.27 | ||
| Sortino ratioReturn per unit of downside risk | -3.19 | ||
| Omega ratioGain probability vs. loss probability | 0.83 | 1.22 | -0.39 |
| Calmar ratioReturn relative to maximum drawdown | -0.61 | 1.89 | -2.51 |
| Martin ratioReturn relative to average drawdown | -1.04 | 6.16 | -7.20 |
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Drawdowns
BCSVX vs. VWO - Drawdown Comparison
The maximum BCSVX drawdown since its inception was -43.93%, smaller than the maximum VWO drawdown of -67.68%. Use the drawdown chart below to compare losses from any high point for BCSVX and VWO.
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Drawdown Indicators
| BCSVX | VWO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.93% | -67.68% | +23.75% |
Max Drawdown (1Y)Largest decline over 1 year | -31.16% | -11.17% | -19.99% |
Max Drawdown (3Y)Largest decline over 3 years | -32.35% | -17.37% | -14.98% |
Max Drawdown (5Y)Largest decline over 5 years | -43.93% | -30.88% | -13.05% |
Max Drawdown (10Y)Largest decline over 10 years | -43.93% | -36.39% | -7.54% |
Current DrawdownCurrent decline from peak | -23.17% | -4.07% | -19.10% |
Average DrawdownAverage peak-to-trough decline | -12.33% | -15.73% | +3.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 18.38% | 3.43% | +14.95% |
Volatility
BCSVX vs. VWO - Volatility Comparison
Brown Capital Management International Small Company Fund (BCSVX) has a higher volatility of 6.07% compared to Vanguard FTSE Emerging Markets ETF (VWO) at 5.58%. This indicates that BCSVX's price experiences larger fluctuations and is considered to be riskier than VWO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BCSVX | VWO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.07% | 5.58% | +0.49% |
Volatility (6M)Calculated over the trailing 6-month period | 15.08% | 15.22% | -0.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.86% | 17.58% | +0.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.89% | 17.56% | +1.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.10% | 19.17% | -2.07% |
BCSVX vs. VWO - Expense Ratio Comparison
BCSVX has a 1.31% expense ratio, which is higher than VWO's 0.08% expense ratio.
Dividends
BCSVX vs. VWO - Dividend Comparison
BCSVX's dividend yield for the trailing twelve months is around 0.41%, less than VWO's 2.35% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BCSVX Brown Capital Management International Small Company Fund | 0.41% | 0.00% | 0.00% | 0.00% | 0.00% | 5.07% | 0.74% | 0.30% | 0.31% | 0.00% | 0.00% | 0.00% |
VWO Vanguard FTSE Emerging Markets ETF | 2.35% | 2.79% | 3.20% | 3.52% | 4.11% | 2.63% | 1.91% | 3.23% | 2.88% | 2.30% | 2.52% | 3.26% |
Frequently Asked Questions
BCSVX and VWO have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BCSVX has higher volatility (6.07%) compared to VWO (5.58%). In terms of maximum drawdown, BCSVX dropped -43.93% vs VWO's -67.68%.
VWO currently has the higher Sharpe Ratio (1.20 vs -1.07), 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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