Bridgeway Small Cap Value Fund (BRSVX)
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.
Fund Info
| ISIN | US1087478251 |
|---|---|
| CUSIP | 108747825 |
| Issuer | Bridgeway |
| Inception Date | Oct 31, 2003 |
| Category | Small Cap Value Equities |
| Minimum Investment | $2,000 |
| Asset Class | Equity |
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.
Share Price Chart
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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.
Compare to other instruments
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.
| Period | Return | Benchmark |
|---|---|---|
| 1 month | -4.69% | -4.87% |
| 6 months | -1.10% | 4.35% |
| Year-To-Date | 0.69% | 11.68% |
| 1 year | 11.17% | 19.59% |
| 5 years (annualized) | 9.41% | 7.97% |
| 10 years (annualized) | 9.04% | 9.75% |
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
|---|---|---|---|---|---|
BRSVX Bridgeway Small Cap Value Fund | 0.36 | ||||
^GSPC S&P 500 | 0.89 |
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.
| Period | TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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.
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, 2007 | 415 | Mar 9, 2009 | 1020 | Mar 28, 2013 | 1435 |
| -51.67% | Jul 10, 2018 | 429 | Mar 23, 2020 | 200 | Jan 6, 2021 | 629 |
| -24.53% | Jul 7, 2014 | 405 | Feb 11, 2016 | 191 | Nov 11, 2016 | 596 |
| -20.91% | Nov 9, 2021 | 225 | Sep 30, 2022 | — | — | — |
| -18.47% | May 9, 2006 | 51 | Jul 21, 2006 | 190 | Apr 25, 2007 | 241 |
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.