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ISIN
US1087477758
Issuer
Bridgeway
Inception Date
Aug 31, 2011
Min. Investment
$0
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Small-Cap
Asset Class Style
Value

Share Price Chart


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Performance

BOSVX Performance Chart

Bridgeway Omni Small-Cap Value Fund (BOSVX) is up 20.7% since the beginning of the year. BOSVX is currently trading at $22 per share. Investors who bought $1,000 worth of BOSVX shares 5 years ago would now be looking at an investment worth $1,709.


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S&P 500 Index

Returns By Period

Bridgeway Omni Small-Cap Value Fund (BOSVX) has returned 20.67% so far this year and 44.73% over the past 12 months. Over the last ten years, BOSVX has returned 11.56% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.


Bridgeway Omni Small-Cap Value Fund

1D
1.06%
1M
2.43%
YTD
20.67%
6M
18.20%
1Y
44.73%
3Y*
18.44%
5Y*
11.31%
10Y*
11.56%

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BOSVX Monthly Returns History

Based on dividend-adjusted daily data since Aug 31, 2011, BOSVX's average daily return is +0.06%, while the average monthly return is +1.13%. At this rate, an investment would double in approximately 5.1 years.

Historically, 59% of months were positive and 41% were negative. The best month was Nov 2020 with a return of +19.3%, while the worst month was Mar 2020 at -28.4%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 4 months.

On a daily basis, BOSVX closed higher 51% of trading days. The best single day was Mar 24, 2020 with a return of +9.4%, while the worst single day was Mar 18, 2020 at -13.2%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20268.03%2.90%-2.23%9.05%-0.46%2.28%20.67%
20251.49%-5.47%-6.42%-5.33%6.28%4.14%0.99%10.71%-0.68%-1.00%4.79%1.31%9.78%
2024-3.73%1.58%3.28%-6.24%5.11%-2.69%12.37%-3.14%-0.15%-2.75%9.70%-7.20%4.21%
20237.95%-0.68%-9.69%-3.28%-3.94%9.41%9.69%-3.79%-3.17%-4.74%8.83%13.36%18.18%
2022-2.24%3.34%2.12%-4.85%3.83%-11.62%9.48%-1.72%-11.07%14.73%3.44%-6.40%-4.27%
20217.17%12.20%7.65%1.86%6.59%-0.54%-3.50%2.59%1.28%4.26%-2.61%4.01%48.03%

Benchmark Metrics

Bridgeway Omni Small-Cap Value Fund has an annualized alpha of -0.95%, beta of 1.08, and R2 of 0.61 versus S&P 500 Index. Calculated based on daily prices since August 31, 2011.

  • This fund participated in 114.75% of S&P 500 Index downside but only 107.13% of its upside - more exposed to losses than it benefited from rallies.
  • With beta of 1.08 and R2 of 0.61, this fund moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

Alpha
-0.95%
Beta
1.08
0.61
Upside Capture
107.13%
Downside Capture
114.75%

Expense Ratio

BOSVX has an expense ratio of 0.60%, placing it in the medium range.


Return for Risk

Risk / Return Rank

BOSVX ranks 77 for risk / return — better than 77% of mutual funds on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


BOSVX Risk / Return Rank: 7777
Overall Rank
BOSVX Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
BOSVX Sortino Ratio Rank: 6969
Sortino Ratio Rank
BOSVX Omega Ratio Rank: 6262
Omega Ratio Rank
BOSVX Calmar Ratio Rank: 9595
Calmar Ratio Rank
BOSVX Martin Ratio Rank: 8888
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Bridgeway Omni Small-Cap Value Fund (BOSVX) and compare them to S&P 500 Index.

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.


BOSVXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.21

Sortino ratioReturn per unit of downside risk

+0.39

Omega ratioGain probability vs. loss probability

1.40

1.37

+0.03

Calmar ratioReturn relative to maximum drawdown

5.37

2.78

+2.59

Martin ratioReturn relative to average drawdown

15.71

12.44

+3.27

Dividends

Dividend History

Bridgeway Omni Small-Cap Value Fund provided a 8.27% dividend yield over the last twelve months, with an annual payout of $1.82 per share. The fund has been increasing its distributions for 2 consecutive years.


0.00%5.00%10.00%15.00%20.00%$0.00$1.00$2.00$3.00$4.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$1.82$1.82$1.76$1.63$3.87$0.92$0.19$0.16$1.45$1.24$0.17$0.14

Dividend yield

8.27%9.99%9.71%8.55%21.96%4.12%1.21%0.99%10.36%6.66%0.89%1.00%

Monthly Dividends

The table displays the monthly dividend distributions for Bridgeway Omni Small-Cap Value Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.82$1.82
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.76$1.76
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.63$1.63
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$3.87$3.87
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.92$0.92

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Bridgeway Omni Small-Cap Value Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Bridgeway Omni Small-Cap Value Fund was 57.14%, occurring on Mar 18, 2020. Recovery took 225 trading sessions.

The current Bridgeway Omni Small-Cap Value Fund drawdown is 2.23%.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-57.14%Mar 2020
1y 6mo10mo 27d
2y 5moAug 2018 - Feb 2021
2025 selloff2025
-28.71%Apr 2025
4mo 13d7mo 29d
1y 7dNov 2024 - Dec 2025
2016 bear market2016
-23.31%Feb 2016
1y 7mo6mo 14d
2y 1moJul 2014 - Aug 2016
2023 bear market2023
-20.99%May 2023
1y 13d7mo 13d
1y 7moApr 2022 - Dec 2023
2011 correction2011
-16.60%Oct 2011
1mo 2d21d
1mo 23dSep 2011 - Oct 2011

Drawdown Indicators


BOSVXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-57.14%

-56.78%

-0.36%

Max Drawdown (1Y)

Largest decline over 1 year

-8.27%

-9.10%

+0.83%

Max Drawdown (3Y)

Largest decline over 3 years

-28.71%

-18.90%

-9.81%

Max Drawdown (5Y)

Largest decline over 5 years

-28.71%

-25.43%

-3.28%

Max Drawdown (10Y)

Largest decline over 10 years

-57.14%

-33.92%

-23.22%

Current Drawdown

Current decline from peak

-2.23%

-1.80%

-0.43%

Average Drawdown

Average peak-to-trough decline

-8.55%

-10.71%

+2.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.82%

2.03%

+0.79%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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