PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios

Bridgeway Small Cap Value Fund (BRSVX)

Mutual Fund · Currency in USD · Last updated Sep 30, 2023

The investment seeks to provide long-term total return on capital, primarily through capital appreciation. The fund invests in a diversified portfolio of small-cap stocks that are listed on the New York Stock Exchange, NYSE American, and NASDAQ. It invests at least 80% of its net assets (plus borrowings for investment purposes) in stocks from among those in the small-cap value category at the time of purchase. The Adviser selects stocks within the small-cap value category for the fund using a statistical approach.

Summary

Fund Info

ISINUS1087478251
CUSIP108747825
IssuerBridgeway
Inception DateOct 31, 2003
CategorySmall Cap Value Equities
Minimum Investment$2,000
Asset ClassEquity

Asset Class Size

Small-Cap

Asset Class Style

Value

Expense Ratio

The Bridgeway Small Cap Value Fund has a high expense ratio of 0.83%, indicating higher-than-average management fees.


0.83%
0.00%2.15%

Share Price Chart


Loading data...

Performance

The chart shows the growth of an initial investment of $10,000 in Bridgeway 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.


-5.00%0.00%5.00%10.00%MayJuneJulyAugustSeptember
-0.74%
3.97%
BRSVX (Bridgeway Small Cap Value Fund)
Benchmark (^GSPC)

S&P 500

Compare to other instruments

Search for stocks, ETFs, and funds to compare with BRSVX

Bridgeway Small Cap Value Fund

Popular comparisons: BRSVX vs. AVUS, BRSVX vs. VBR

Return

Bridgeway Small Cap Value Fund had a return of 0.69% year-to-date (YTD) and 11.17% in the last 12 months. Over the past 10 years, Bridgeway Small Cap Value Fund had an annualized return of 9.04%, while the S&P 500 had an annualized return of 9.75%, indicating that Bridgeway Small Cap Value Fund did not perform as well as the benchmark.


PeriodReturnBenchmark
1 month-4.69%-4.87%
6 months-1.10%4.35%
Year-To-Date0.69%11.68%
1 year11.17%19.59%
5 years (annualized)9.41%7.97%
10 years (annualized)9.04%9.75%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2023-6.95%-2.49%-4.06%9.31%6.83%-5.02%

Risk-Adjusted Performance

This table presents a comparison of risk-adjusted performance metrics for Bridgeway Small Cap Value Fund (BRSVX) and S&P 500 (^GSPC). 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.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
BRSVX
Bridgeway Small Cap Value Fund
0.36
^GSPC
S&P 500
0.89

Sharpe Ratio

The current Bridgeway Small Cap Value Fund Sharpe ratio is 0.36. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.


Rolling 12-month Sharpe Ratio-0.500.000.501.00MayJuneJulyAugustSeptember
0.36
0.89
BRSVX (Bridgeway Small Cap Value Fund)
Benchmark (^GSPC)

Dividend History

Bridgeway Small Cap Value Fund granted a 0.95% dividend yield in the last twelve months. The annual payout for that period amounted to $0.33 per share.


PeriodTTM20222021202020192018201720162015201420132012
Dividend$0.33$0.33$1.73$0.20$0.51$4.11$0.23$0.24$0.39$0.17$0.09$0.36

Dividend yield

0.95%0.96%4.60%0.89%2.54%23.60%1.15%1.30%2.65%1.02%0.54%3.08%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDec
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.33
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.70$0.00$0.00$1.03
2020$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.20
2019$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.51
2018$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$4.11
2017$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.23
2016$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.24
2015$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.39
2014$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.17
2013$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.09
2012$0.36

Drawdowns Chart

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


-15.00%-10.00%-5.00%MayJuneJulyAugustSeptember
-12.08%
-10.60%
BRSVX (Bridgeway Small Cap Value Fund)
Benchmark (^GSPC)

Worst Drawdowns

The table below shows the maximum drawdowns of the Bridgeway Small Cap Value Fund. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the Bridgeway Small Cap Value Fund is 67.58%, recorded on Mar 9, 2009. It took 1020 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-67.58%Jul 16, 2007415Mar 9, 20091020Mar 28, 20131435
-51.67%Jul 10, 2018429Mar 23, 2020200Jan 6, 2021629
-24.53%Jul 7, 2014405Feb 11, 2016191Nov 11, 2016596
-20.91%Nov 9, 2021225Sep 30, 2022
-18.47%May 9, 200651Jul 21, 2006190Apr 25, 2007241

Volatility Chart

The current Bridgeway Small Cap Value Fund volatility is 5.34%, 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%3.00%4.00%5.00%6.00%7.00%8.00%MayJuneJulyAugustSeptember
5.34%
3.17%
BRSVX (Bridgeway Small Cap Value Fund)
Benchmark (^GSPC)