GCSVX vs. BBMIX
GCSVX (Geneva SMID Cap Growth Fund) and BBMIX (BBH Select Series - Mid Cap Fund) are both Mid Cap Growth Equities funds. Over the past 3 years, GCSVX returned 3.99%/yr vs 5.84%/yr for BBMIX. Their correlation of 0.85 suggests significant overlap in exposure. GCSVX charges 0.43%/yr vs 0.90%/yr for BBMIX.
Performance
GCSVX vs. BBMIX - Performance Comparison
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Returns By Period
In the year-to-date period, GCSVX achieves a -0.98% return, which is significantly lower than BBMIX's 2.86% return.
GCSVX
- 1D
- 1.11%
- 1M
- 1.11%
- YTD
- -0.98%
- 6M
- -2.68%
- 1Y
- -2.91%
- 3Y*
- 3.99%
- 5Y*
- —
- 10Y*
- —
BBMIX
- 1D
- 0.00%
- 1M
- 0.00%
- YTD
- 2.86%
- 6M
- 2.86%
- 1Y
- -0.09%
- 3Y*
- 5.84%
- 5Y*
- 3.15%
- 10Y*
- —
GCSVX vs. BBMIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
GCSVX Geneva SMID Cap Growth Fund | -0.98% | -8.94% | 14.70% | 19.92% | -24.73% | 4.24% |
BBMIX BBH Select Series - Mid Cap Fund | 2.86% | -6.45% | 11.41% | 26.01% | -24.76% | 6.47% |
Correlation
The correlation between GCSVX and BBMIX is 0.51, 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 | 0.51 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.78 |
Correlation (All Time) Calculated using the full available price history since Dec 6, 2021 | 0.85 |
Over the past year, the correlation between GCSVX and BBMIX has dropped to 0.51 - well below their long-term average of 0.85, suggesting their price drivers have been diverging.
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Return for Risk
GCSVX vs. BBMIX — Risk / Return Rank
GCSVX
BBMIX
GCSVX vs. BBMIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Geneva SMID Cap Growth Fund (GCSVX) and BBH Select Series - Mid Cap Fund (BBMIX). 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.
| GCSVX | BBMIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.19 | ||
| Sortino ratioReturn per unit of downside risk | -0.24 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 1.01 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | -0.20 | 0.01 | -0.21 |
| Martin ratioReturn relative to average drawdown | -0.50 | 0.02 | -0.52 |
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Drawdowns
GCSVX vs. BBMIX - Drawdown Comparison
The maximum GCSVX drawdown since its inception was -33.50%, which is greater than BBMIX's maximum drawdown of -28.90%. Use the drawdown chart below to compare losses from any high point for GCSVX and BBMIX.
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Drawdown Indicators
| GCSVX | BBMIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.50% | -28.90% | -4.60% |
Max Drawdown (1Y)Largest decline over 1 year | -14.94% | -8.89% | -6.05% |
Max Drawdown (3Y)Largest decline over 3 years | -24.07% | -23.79% | -0.28% |
Max Drawdown (5Y)Largest decline over 5 years | — | -28.90% | — |
Current DrawdownCurrent decline from peak | -17.02% | -11.28% | -5.74% |
Average DrawdownAverage peak-to-trough decline | -14.47% | -10.51% | -3.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.00% | 5.29% | +0.71% |
Volatility
GCSVX vs. BBMIX - Volatility Comparison
Geneva SMID Cap Growth Fund (GCSVX) has a higher volatility of 4.81% compared to BBH Select Series - Mid Cap Fund (BBMIX) at 0.00%. This indicates that GCSVX's price experiences larger fluctuations and is considered to be riskier than BBMIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GCSVX | BBMIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.81% | 0.00% | +4.81% |
Volatility (6M)Calculated over the trailing 6-month period | 12.70% | 6.05% | +6.65% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.78% | 11.08% | +5.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.77% | 19.70% | +2.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.77% | 19.58% | +2.19% |
GCSVX vs. BBMIX - Expense Ratio Comparison
GCSVX has a 0.43% expense ratio, which is lower than BBMIX's 0.90% expense ratio.
Dividends
GCSVX vs. BBMIX - Dividend Comparison
GCSVX's dividend yield for the trailing twelve months is around 3.23%, while BBMIX has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
BBMIX BBH Select Series - Mid Cap Fund | 0.00% | 0.00% | 0.32% | 0.10% |
GCSVX Geneva SMID Cap Growth Fund | 3.23% | 3.20% | 0.47% | 0.00% |
Frequently Asked Questions
GCSVX and BBMIX have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GCSVX has higher volatility (4.81%) compared to BBMIX (0.00%). In terms of maximum drawdown, GCSVX dropped -33.50% vs BBMIX's -28.90%.
BBMIX currently has the higher Sharpe Ratio (0.01 vs -0.18), 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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