BBVSX vs. IWB
BBVSX (Bridge Builder Small/Mid Cap Value Fund) and IWB (iShares Russell 1000 ETF) are both funds - BBVSX is a Mid Cap Value Equities fund managed by Bridge Builder, while IWB is a Large Cap Blend Equities fund tracking the Russell 1000 Index. Over the past 10 years, BBVSX returned 8.83%/yr vs 14.97%/yr for IWB. Their correlation of 0.83 suggests significant overlap in exposure. BBVSX charges 0.41%/yr vs 0.15%/yr for IWB.
Performance
BBVSX vs. IWB - Performance Comparison
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Returns By Period
In the year-to-date period, BBVSX achieves a 11.31% return, which is significantly higher than IWB's 8.46% return. Over the past 10 years, BBVSX has underperformed IWB with an annualized return of 8.83%, while IWB has yielded a comparatively higher 14.97% annualized return.
BBVSX
- 1D
- -1.53%
- 1M
- 0.13%
- YTD
- 11.31%
- 6M
- -0.32%
- 1Y
- 10.04%
- 3Y*
- 10.89%
- 5Y*
- 5.20%
- 10Y*
- 8.83%
IWB
- 1D
- 0.26%
- 1M
- 0.43%
- YTD
- 8.46%
- 6M
- 8.45%
- 1Y
- 23.94%
- 3Y*
- 21.07%
- 5Y*
- 12.59%
- 10Y*
- 14.97%
BBVSX vs. IWB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BBVSX Bridge Builder Small/Mid Cap Value Fund | 11.31% | -2.25% | 10.61% | 15.05% | -9.75% | 28.14% | 6.07% | 28.04% | -14.47% | 12.65% |
IWB iShares Russell 1000 ETF | 8.46% | 17.18% | 24.32% | 26.39% | -19.19% | 26.32% | 20.77% | 31.06% | -4.90% | 21.52% |
Correlation
The correlation between BBVSX and IWB is 0.70, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.70 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.73 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.81 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.82 |
Correlation (All Time) Calculated using the full available price history since Apr 30, 2015 | 0.83 |
The correlation between BBVSX and IWB shifts across timeframes, from 0.70 (1 year) to 0.83 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
BBVSX vs. IWB — Risk / Return Rank
BBVSX
IWB
BBVSX vs. IWB - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Bridge Builder Small/Mid Cap Value Fund (BBVSX) and iShares Russell 1000 ETF (IWB). 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.
| BBVSX | IWB | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.31 | ||
| Sortino ratioReturn per unit of downside risk | -1.71 | ||
| Omega ratioGain probability vs. loss probability | 1.14 | 1.36 | -0.22 |
| Calmar ratioReturn relative to maximum drawdown | 0.89 | 2.71 | -1.82 |
| Martin ratioReturn relative to average drawdown | 2.20 | 12.38 | -10.18 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| BBVSX | IWB | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.66 | 1.98 | -1.31 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.27 | 0.74 | -0.47 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.42 | 0.83 | -0.40 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.38 | 0.45 | -0.07 |
Drawdowns
BBVSX vs. IWB - Drawdown Comparison
The maximum BBVSX drawdown since its inception was -43.42%, smaller than the maximum IWB drawdown of -55.38%. Use the drawdown chart below to compare losses from any high point for BBVSX and IWB.
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Drawdown Indicators
| BBVSX | IWB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.42% | -55.38% | +11.96% |
Max Drawdown (1Y)Largest decline over 1 year | -13.05% | -8.86% | -4.19% |
Max Drawdown (3Y)Largest decline over 3 years | -23.25% | -19.09% | -4.16% |
Max Drawdown (5Y)Largest decline over 5 years | -23.25% | -25.20% | +1.95% |
Max Drawdown (10Y)Largest decline over 10 years | -43.42% | -34.60% | -8.82% |
Current DrawdownCurrent decline from peak | -3.07% | -2.58% | -0.49% |
Average DrawdownAverage peak-to-trough decline | -6.17% | -10.85% | +4.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.20% | 1.94% | +3.26% |
Volatility
BBVSX vs. IWB - Volatility Comparison
Bridge Builder Small/Mid Cap Value Fund (BBVSX) has a higher volatility of 4.11% compared to iShares Russell 1000 ETF (IWB) at 3.74%. This indicates that BBVSX's price experiences larger fluctuations and is considered to be riskier than IWB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BBVSX | IWB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.11% | 3.74% | +0.37% |
Volatility (6M)Calculated over the trailing 6-month period | 14.11% | 9.37% | +4.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.49% | 12.20% | +5.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.34% | 17.14% | +2.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.01% | 18.16% | +2.85% |
BBVSX vs. IWB - Expense Ratio Comparison
BBVSX has a 0.41% expense ratio, which is higher than IWB's 0.15% expense ratio.
Dividends
BBVSX vs. IWB - Dividend Comparison
BBVSX has not paid dividends to shareholders, while IWB's dividend yield for the trailing twelve months is around 0.93%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BBVSX Bridge Builder Small/Mid Cap Value Fund | 0.00% | 0.00% | 6.75% | 3.88% | 7.57% | 10.92% | 2.38% | 1.32% | 5.03% | 1.18% | 0.82% | 0.68% |
IWB iShares Russell 1000 ETF | 0.93% | 1.00% | 1.14% | 1.31% | 1.56% | 1.09% | 1.37% | 1.71% | 2.06% | 1.64% | 1.89% | 1.95% |
Frequently Asked Questions
BBVSX and IWB have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BBVSX has higher volatility (4.11%) compared to IWB (3.74%). In terms of maximum drawdown, BBVSX dropped -43.42% vs IWB's -55.38%.
IWB currently has the higher Sharpe Ratio (1.98 vs 0.66), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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