PortfoliosLab logo
EA Bridgeway Omni Small-Cap Value ETF (BSVO)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US02072L5324

Issuer

Bridgeway

Inception Date

Dec 31, 2010

Leveraged

1x

Index Tracked

No Index (Active)

Asset Class

Equity

Asset Class Size

Small-Cap

Asset Class Style

Value

Expense Ratio

BSVO has an expense ratio of 0.47%, placing it in the medium range.


Share Price Chart


Loading data...

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 EA Bridgeway Omni Small-Cap Value ETF, 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%10.00%20.00%30.00%40.00%50.00%60.00%December2025FebruaryMarchAprilMay
10.42%
45.42%
BSVO (EA Bridgeway Omni Small-Cap Value ETF)
Benchmark (^GSPC)

Returns By Period

EA Bridgeway Omni Small-Cap Value ETF (BSVO) returned -13.81% year-to-date (YTD) and -8.53% over the past 12 months.


BSVO

YTD

-13.81%

1M

7.12%

6M

-13.70%

1Y

-8.53%

5Y*

N/A

10Y*

N/A

^GSPC (Benchmark)

YTD

-4.67%

1M

10.50%

6M

-3.04%

1Y

8.23%

5Y*

14.30%

10Y*

10.26%

*Annualized

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20251.39%-5.42%-6.36%-5.76%1.86%-13.81%
2024-3.60%1.24%3.69%-6.19%5.38%-3.10%12.92%-3.57%-0.42%-2.60%9.69%-6.78%4.68%
20230.64%-2.90%-4.01%9.12%9.42%-3.54%-2.90%-4.73%8.85%12.49%22.38%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of BSVO is 8, meaning it’s performing worse than 92% of other ETFs 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 BSVO is 88
Overall Rank
The Sharpe Ratio Rank of BSVO is 99
Sharpe Ratio Rank
The Sortino Ratio Rank of BSVO is 99
Sortino Ratio Rank
The Omega Ratio Rank of BSVO is 99
Omega Ratio Rank
The Calmar Ratio Rank of BSVO is 77
Calmar Ratio Rank
The Martin Ratio Rank of BSVO 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 EA Bridgeway Omni Small-Cap Value ETF (BSVO) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


The current EA Bridgeway Omni Small-Cap Value ETF Sharpe ratio is -0.30. 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 EA Bridgeway Omni Small-Cap Value ETF 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 Ratio-1.000.001.002.003.00December2025FebruaryMarchAprilMay
-0.30
0.55
BSVO (EA Bridgeway Omni Small-Cap Value ETF)
Benchmark (^GSPC)

Dividends

Dividend History

EA Bridgeway Omni Small-Cap Value ETF provided a 1.86% dividend yield over the last twelve months, with an annual payout of $0.35 per share.


1.45%1.50%1.55%1.60%$0.00$0.05$0.10$0.15$0.20$0.25$0.30$0.3520232024
Dividends
Dividend Yield
PeriodTTM20242023
Dividend$0.35$0.35$0.30

Dividend yield

1.86%1.61%1.43%

Monthly Dividends

The table displays the monthly dividend distributions for EA Bridgeway Omni Small-Cap Value ETF. 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$0.35$0.35
2023$0.30$0.30

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.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-20.66%
-8.74%
BSVO (EA Bridgeway Omni Small-Cap Value ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the EA Bridgeway Omni Small-Cap Value ETF. 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 EA Bridgeway Omni Small-Cap Value ETF was 28.67%, occurring on Apr 8, 2025. The portfolio has not yet recovered.

The current EA Bridgeway Omni Small-Cap Value ETF drawdown is 20.66%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-28.67%Nov 26, 202490Apr 8, 2025
-12.52%Aug 8, 202358Oct 27, 202325Dec 4, 202383
-11.58%Aug 1, 20245Aug 7, 202464Nov 6, 202469
-10.19%Mar 15, 202336May 4, 202323Jun 7, 202359
-8.45%Dec 28, 202376Apr 17, 202460Jul 15, 2024136

Volatility

Volatility Chart

The current EA Bridgeway Omni Small-Cap Value ETF volatility is 11.12%, 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
11.12%
11.45%
BSVO (EA Bridgeway Omni Small-Cap Value ETF)
Benchmark (^GSPC)