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Bridgeway Omni Small-Cap Value Fund (BOSVX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISINUS1087477758
IssuerBridgeway
Inception DateAug 31, 2011
CategorySmall Cap Value Equities
Min. Investment$0
Asset ClassEquity

Asset Class Size

Small-Cap

Asset Class Style

Value

Expense Ratio

BOSVX has a high expense ratio of 0.60%, indicating higher-than-average management fees.


Expense ratio chart for BOSVX: current value at 0.60% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.60%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Bridgeway Omni Small-Cap Value Fund

Popular comparisons: BOSVX vs. SLYV

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Bridgeway Omni Small-Cap Value Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%5.00%10.00%15.00%2024FebruaryMarchAprilMayJune
6.54%
15.75%
BOSVX (Bridgeway Omni Small-Cap Value Fund)
Benchmark (^GSPC)

S&P 500

Returns By Period

Bridgeway Omni Small-Cap Value Fund had a return of -4.41% year-to-date (YTD) and 17.55% in the last 12 months. Over the past 10 years, Bridgeway Omni Small-Cap Value Fund had an annualized return of 7.45%, while the S&P 500 had an annualized return of 10.77%, indicating that Bridgeway Omni Small-Cap Value Fund did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date-4.41%12.69%
1 month-3.55%2.92%
6 months6.54%15.76%
1 year17.55%23.89%
5 years (annualized)12.60%13.23%
10 years (annualized)7.45%10.77%

Monthly Returns

The table below presents the monthly returns of BOSVX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-3.73%1.58%3.28%-6.24%5.11%-4.41%
20237.95%-0.68%-9.69%-3.28%-3.94%9.41%9.69%-3.79%-3.17%-4.74%8.83%15.41%20.33%
2022-2.23%3.34%2.12%-4.85%3.82%-11.62%9.48%-1.72%-11.07%14.73%3.44%-6.40%-4.26%
20217.17%12.20%7.65%1.86%6.59%-0.54%-3.49%2.59%1.28%4.26%-2.61%4.01%48.03%
2020-9.61%-10.00%-28.44%15.96%3.65%3.34%2.53%6.65%-4.88%3.95%19.32%8.07%0.83%
201911.83%3.57%-4.98%3.37%-11.97%6.55%0.07%-7.54%5.78%1.09%2.70%5.06%13.90%
20181.55%-4.96%2.05%1.36%5.58%0.81%0.76%2.80%-3.12%-10.70%-0.62%-12.46%-17.15%
2017-1.70%-0.27%-0.81%1.04%-4.71%3.07%-0.00%-2.87%9.36%1.76%2.75%-1.19%5.91%
2016-7.38%1.61%7.31%2.95%0.55%-0.54%5.39%2.98%1.32%-2.79%15.25%5.03%34.52%
2015-5.64%5.84%2.04%-0.77%-0.65%1.11%-4.00%-4.04%-3.43%6.60%3.00%-5.87%-6.61%
2014-5.44%5.02%2.64%-2.45%0.06%4.46%-5.23%4.82%-7.20%4.57%-3.24%4.01%0.83%
20135.79%1.03%4.79%-0.22%5.49%0.50%8.50%-4.70%5.14%3.78%6.34%2.27%45.37%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of BOSVX is 40, suggesting that the investment has average results relative to other mutual funds in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of BOSVX is 4040
BOSVX (Bridgeway Omni Small-Cap Value Fund)
The Sharpe Ratio Rank of BOSVX is 2727Sharpe Ratio Rank
The Sortino Ratio Rank of BOSVX is 3232Sortino Ratio Rank
The Omega Ratio Rank of BOSVX is 2929Omega Ratio Rank
The Calmar Ratio Rank of BOSVX is 7070Calmar Ratio Rank
The Martin Ratio Rank of BOSVX is 4242Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Bridgeway Omni Small-Cap Value Fund (BOSVX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


BOSVX
Sharpe ratio
The chart of Sharpe ratio for BOSVX, currently valued at 0.83, compared to the broader market-1.000.001.002.003.004.000.83
Sortino ratio
The chart of Sortino ratio for BOSVX, currently valued at 1.42, compared to the broader market0.005.0010.001.42
Omega ratio
The chart of Omega ratio for BOSVX, currently valued at 1.16, compared to the broader market1.002.003.004.001.16
Calmar ratio
The chart of Calmar ratio for BOSVX, currently valued at 1.17, compared to the broader market0.005.0010.0015.001.17
Martin ratio
The chart of Martin ratio for BOSVX, currently valued at 3.29, compared to the broader market0.0020.0040.0060.0080.003.29
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.21, compared to the broader market-1.000.001.002.003.004.002.21
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.13, compared to the broader market0.005.0010.003.13
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.39, compared to the broader market1.002.003.004.001.39
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.77, compared to the broader market0.005.0010.0015.001.77
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.30, compared to the broader market0.0020.0040.0060.0080.008.30

Sharpe Ratio

The current Bridgeway Omni Small-Cap Value Fund Sharpe ratio is 0.83. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Bridgeway Omni Small-Cap Value Fund with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.002024FebruaryMarchAprilMayJune
0.83
2.21
BOSVX (Bridgeway Omni Small-Cap Value Fund)
Benchmark (^GSPC)

Dividends

Dividend History

Bridgeway Omni Small-Cap Value Fund granted a 8.95% dividend yield in the last twelve months. The annual payout for that period amounted to $1.63 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend$1.63$1.63$3.87$0.92$0.19$0.16$1.45$1.24$0.17$0.14$0.82$1.25

Dividend yield

8.95%8.55%21.96%4.12%1.21%0.99%10.36%6.66%0.89%1.00%5.39%7.84%

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
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00
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
2020$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.19$0.19
2019$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.16$0.16
2018$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.45$1.45
2017$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.24$1.24
2016$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.17$0.17
2015$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.14$0.14
2014$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.82$0.82
2013$1.25$1.25

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-8.00%-6.00%-4.00%-2.00%0.00%2024FebruaryMarchAprilMayJune
-6.14%
0
BOSVX (Bridgeway Omni Small-Cap Value Fund)
Benchmark (^GSPC)

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 6.14%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-57.14%Aug 23, 2018394Mar 18, 2020225Feb 8, 2021619
-23.31%Jul 7, 2014405Feb 11, 2016134Aug 23, 2016539
-20.99%Apr 21, 2022261May 4, 2023156Dec 15, 2023417
-16.6%Sep 1, 201122Oct 3, 201115Oct 24, 201137
-15.76%Mar 27, 201248Jun 4, 201270Sep 13, 2012118

Volatility

Volatility Chart

The current Bridgeway Omni Small-Cap Value Fund volatility is 4.15%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%2024FebruaryMarchAprilMayJune
4.15%
2.41%
BOSVX (Bridgeway Omni Small-Cap Value Fund)
Benchmark (^GSPC)