BCSVX vs. VWO
Compare and contrast key facts about Brown Capital Management International Small Company Fund (BCSVX) and Vanguard FTSE Emerging Markets ETF (VWO).
BCSVX is managed by Brown Capital Management. It was launched on Sep 29, 2015. VWO is a passively managed fund by Vanguard that tracks the performance of the FTSE Emerging Index. It was launched on Mar 4, 2005.
Performance
BCSVX vs. VWO - Performance Comparison
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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 | -18.37% | -2.30% | 8.17% | 20.04% | -31.56% | 12.69% | 44.75% | 26.41% | -3.39% | 36.56% |
VWO Vanguard FTSE Emerging Markets ETF | 0.84% | 25.60% | 10.59% | 9.25% | -17.98% | 1.26% | 15.17% | 20.75% | -14.76% | 31.49% |
Returns By Period
In the year-to-date period, BCSVX achieves a -18.37% return, which is significantly lower than VWO's 0.84% return. Over the past 10 years, BCSVX has underperformed VWO with an annualized return of 7.24%, while VWO has yielded a comparatively higher 7.66% 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%
VWO
- 1D
- 0.30%
- 1M
- -5.29%
- YTD
- 0.84%
- 6M
- 1.39%
- 1Y
- 22.71%
- 3Y*
- 13.84%
- 5Y*
- 3.90%
- 10Y*
- 7.66%
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BCSVX vs. VWO - Expense Ratio Comparison
BCSVX has a 1.31% expense ratio, which is higher than VWO's 0.08% expense ratio.
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.
| BCSVX | VWO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.90 | 1.28 | -2.18 |
Sortino ratioReturn per unit of downside risk | -1.21 | 1.80 | -3.01 |
Omega ratioGain probability vs. loss probability | 0.85 | 1.26 | -0.41 |
Calmar ratioReturn relative to maximum drawdown | -0.49 | 1.89 | -2.38 |
Martin ratioReturn relative to average drawdown | -1.22 | 7.18 | -8.40 |
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 | VWO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.90 | 1.28 | -2.18 |
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 | 0.40 | +0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.40 | 0.25 | +0.15 |
Correlation
The correlation between BCSVX and VWO is 0.56, 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.
Dividends
BCSVX vs. VWO - Dividend Comparison
BCSVX's dividend yield for the trailing twelve months is around 0.46%, less than VWO's 2.68% 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% |
VWO Vanguard FTSE Emerging Markets ETF | 2.68% | 2.79% | 3.20% | 3.52% | 4.11% | 2.63% | 1.91% | 3.23% | 2.88% | 2.30% | 2.52% | 3.26% |
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 | -32.35% | -12.23% | -20.12% |
Max Drawdown (5Y)Largest decline over 5 years | -43.93% | -32.80% | -11.13% |
Max Drawdown (10Y)Largest decline over 10 years | -43.93% | -36.39% | -7.54% |
Current DrawdownCurrent decline from peak | -32.00% | -8.13% | -23.87% |
Average DrawdownAverage peak-to-trough decline | -11.85% | -15.93% | +4.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 13.12% | 3.22% | +9.90% |
Volatility
BCSVX vs. VWO - Volatility Comparison
Brown Capital Management International Small Company Fund (BCSVX) and Vanguard FTSE Emerging Markets ETF (VWO) have volatilities of 7.05% and 7.41%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. 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 | 7.05% | 7.41% | -0.36% |
Volatility (6M)Calculated over the trailing 6-month period | 12.43% | 12.26% | +0.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.98% | 17.83% | +0.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.49% | 17.21% | +1.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.98% | 19.18% | -2.20% |