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Bridgeway Ultra Small Company Market Fund (BRSIX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISIN

US1087474037

CUSIP

108747403

Issuer

Bridgeway

Inception Date

Jul 31, 1997

Min. Investment

$2,000

Asset Class

Equity

Asset Class Size

Small-Cap

Asset Class Style

Value

Expense Ratio

BRSIX has an expense ratio of 0.78%, placing it in the medium range.


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.


Performance

Performance Chart

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


150.00%200.00%250.00%300.00%350.00%December2025FebruaryMarchAprilMay
167.01%
335.59%
BRSIX (Bridgeway Ultra Small Company Market Fund)
Benchmark (^GSPC)

Returns By Period

Bridgeway Ultra Small Company Market Fund (BRSIX) returned -16.64% year-to-date (YTD) and -6.52% over the past 12 months. Over the past 10 years, BRSIX returned -3.11% annually, underperforming the S&P 500 benchmark at 10.43%.


BRSIX

YTD

-16.64%

1M

15.81%

6M

-14.22%

1Y

-6.52%

5Y*

5.06%

10Y*

-3.11%

^GSPC (Benchmark)

YTD

-3.70%

1M

13.67%

6M

-5.18%

1Y

9.18%

5Y*

14.14%

10Y*

10.43%

*Annualized

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025-0.70%-6.78%-10.62%-1.31%2.09%-16.64%
2024-2.03%7.67%2.18%-9.35%3.08%-4.92%11.17%-2.66%0.17%0.26%14.19%-3.29%14.92%
202313.46%-5.24%-7.26%-1.96%0.90%4.85%7.08%-7.31%-6.08%-7.49%6.45%17.37%11.42%
2022-6.07%0.16%1.87%-8.24%-2.66%-7.44%3.88%0.71%-11.47%6.68%0.28%-3.48%-24.24%
202115.61%12.15%1.04%-1.57%4.79%2.99%-6.53%2.67%-0.85%-0.91%-5.68%-21.05%-2.28%
2020-5.59%-8.39%-26.27%18.49%6.04%6.98%4.72%3.36%-1.30%-0.38%24.91%7.45%22.43%
201910.68%6.20%-2.92%1.72%-9.03%5.20%-2.56%-4.89%4.38%-1.28%2.31%6.28%15.33%
20182.38%-4.38%3.08%2.08%5.85%1.67%-0.95%3.45%-2.22%-11.36%-2.85%-24.68%-27.95%
2017-0.07%0.55%1.17%-0.14%-2.11%3.83%-1.21%-1.08%9.12%-0.94%2.98%-12.08%-1.33%
2016-8.76%-0.34%5.80%5.72%-1.37%-1.31%4.70%2.39%4.89%-5.71%10.64%-2.46%13.26%
2015-4.28%5.39%1.00%-1.48%0.56%0.87%-4.70%-3.44%-5.64%4.84%3.06%-14.24%-18.08%
2014-0.94%4.22%-0.97%-3.91%0.18%4.36%-5.78%4.56%-4.83%4.58%-0.58%-5.83%-5.72%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of BRSIX is 10, meaning it’s performing worse than 90% of other mutual funds on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of BRSIX is 1010
Overall Rank
The Sharpe Ratio Rank of BRSIX is 1010
Sharpe Ratio Rank
The Sortino Ratio Rank of BRSIX is 1010
Sortino Ratio Rank
The Omega Ratio Rank of BRSIX is 1111
Omega Ratio Rank
The Calmar Ratio Rank of BRSIX is 1212
Calmar Ratio Rank
The Martin Ratio Rank of BRSIX is 88
Martin 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 Ultra Small Company Market Fund (BRSIX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Bridgeway Ultra Small Company Market Fund Sharpe ratios as of May 9, 2025 (values are recalculated daily):

  • 1-Year: -0.24
  • 5-Year: 0.19
  • 10-Year: -0.13
  • All Time: 0.17

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of Bridgeway Ultra Small Company Market Fund compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00December2025FebruaryMarchAprilMay
-0.24
0.48
BRSIX (Bridgeway Ultra Small Company Market Fund)
Benchmark (^GSPC)

Dividends

Dividend History

Bridgeway Ultra Small Company Market Fund provided a 0.74% dividend yield over the last twelve months, with an annual payout of $0.08 per share.


0.20%0.40%0.60%0.80%1.00%1.20%$0.00$0.05$0.10$0.1520142015201620172018201920202021202220232024
Dividends
Dividend Yield
PeriodTTM20242023202220212020201920182017201620152014
Dividend$0.08$0.08$0.10$0.11$0.12$0.14$0.15$0.08$0.02$0.15$0.13$0.14

Dividend yield

0.74%0.62%0.90%1.04%0.88%0.98%1.30%0.74%0.14%1.03%1.00%0.90%

Monthly Dividends

The table displays the monthly dividend distributions for Bridgeway Ultra Small Company Market Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025$0.00$0.00$0.00$0.00$0.00$0.00
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.08$0.08
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.10$0.10
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.11$0.11
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.12$0.12
2020$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
2019$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.15$0.15
2018$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.08$0.08
2017$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.02$0.02
2016$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.15$0.15
2015$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.13$0.13
2014$0.14$0.14

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.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%December2025FebruaryMarchAprilMay
-44.45%
-7.82%
BRSIX (Bridgeway Ultra Small Company Market Fund)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Bridgeway Ultra Small Company Market 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 Ultra Small Company Market Fund was 66.54%, occurring on Mar 9, 2009. Recovery took 2999 trading sessions.

The current Bridgeway Ultra Small Company Market Fund drawdown is 44.45%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-66.54%Jul 13, 2007416Mar 9, 20092999Feb 5, 20213415
-54.71%Mar 16, 2021661Oct 27, 2023
-22.62%Apr 24, 2002117Oct 9, 2002139Apr 30, 2003256
-19.31%Jan 9, 200210Jan 23, 200232Mar 11, 200242
-17.54%Apr 13, 200486Aug 13, 200472Nov 24, 2004158

Volatility

Volatility Chart

The current Bridgeway Ultra Small Company Market Fund volatility is 10.52%, 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%14.00%December2025FebruaryMarchAprilMay
10.52%
11.21%
BRSIX (Bridgeway Ultra Small Company Market Fund)
Benchmark (^GSPC)