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BOSVX vs. BRAGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BOSVX vs. BRAGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Bridgeway Omni Small-Cap Value Fund (BOSVX) and Bridgeway Aggressive Investors 1 Fund (BRAGX). The values are adjusted to include any dividend payments, if applicable.

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BOSVX vs. BRAGX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BOSVX
Bridgeway Omni Small-Cap Value Fund
6.76%9.78%4.21%18.18%-4.27%48.03%0.83%13.90%-17.15%5.91%
BRAGX
Bridgeway Aggressive Investors 1 Fund
-5.37%18.09%35.79%23.13%-22.41%10.96%14.35%21.86%-22.42%18.44%

Returns By Period

In the year-to-date period, BOSVX achieves a 6.76% return, which is significantly higher than BRAGX's -5.37% return. Over the past 10 years, BOSVX has outperformed BRAGX with an annualized return of 10.63%, while BRAGX has yielded a comparatively lower 9.42% annualized return.


BOSVX

1D
-0.56%
1M
-3.96%
YTD
6.76%
6M
12.20%
1Y
30.56%
3Y*
14.24%
5Y*
9.58%
10Y*
10.63%

BRAGX

1D
-1.12%
1M
-6.58%
YTD
-5.37%
6M
-3.43%
1Y
18.40%
3Y*
20.43%
5Y*
8.26%
10Y*
9.42%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BOSVX vs. BRAGX - Expense Ratio Comparison

BOSVX has a 0.60% expense ratio, which is higher than BRAGX's 0.39% expense ratio.


Return for Risk

BOSVX vs. BRAGX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BOSVX
BOSVX Risk / Return Rank: 7272
Overall Rank
BOSVX Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
BOSVX Sortino Ratio Rank: 7373
Sortino Ratio Rank
BOSVX Omega Ratio Rank: 6767
Omega Ratio Rank
BOSVX Calmar Ratio Rank: 7979
Calmar Ratio Rank
BOSVX Martin Ratio Rank: 7272
Martin Ratio Rank

BRAGX
BRAGX Risk / Return Rank: 5151
Overall Rank
BRAGX Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
BRAGX Sortino Ratio Rank: 4747
Sortino Ratio Rank
BRAGX Omega Ratio Rank: 4949
Omega Ratio Rank
BRAGX Calmar Ratio Rank: 5252
Calmar Ratio Rank
BRAGX Martin Ratio Rank: 6161
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BOSVX vs. BRAGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Bridgeway Omni Small-Cap Value Fund (BOSVX) and Bridgeway Aggressive Investors 1 Fund (BRAGX). 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.


BOSVXBRAGXDifference

Sharpe ratio

Return per unit of total volatility

1.24

0.88

+0.36

Sortino ratio

Return per unit of downside risk

1.81

1.35

+0.46

Omega ratio

Gain probability vs. loss probability

1.25

1.20

+0.05

Calmar ratio

Return relative to maximum drawdown

1.86

1.24

+0.62

Martin ratio

Return relative to average drawdown

6.85

5.83

+1.02

BOSVX vs. BRAGX - Sharpe Ratio Comparison

The current BOSVX Sharpe Ratio is 1.24, which is higher than the BRAGX Sharpe Ratio of 0.88. The chart below compares the historical Sharpe Ratios of BOSVX and BRAGX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


BOSVXBRAGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.24

0.88

+0.36

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.42

0.41

+0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.43

0.44

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

0.45

+0.02

Correlation

The correlation between BOSVX and BRAGX is 0.81, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

BOSVX vs. BRAGX - Dividend Comparison

BOSVX's dividend yield for the trailing twelve months is around 9.35%, less than BRAGX's 19.97% yield.


TTM20252024202320222021202020192018201720162015
BOSVX
Bridgeway Omni Small-Cap Value Fund
9.35%9.99%9.71%8.55%21.96%4.12%1.21%0.99%10.36%6.66%0.89%1.00%
BRAGX
Bridgeway Aggressive Investors 1 Fund
19.97%18.90%3.19%0.88%1.46%1.18%1.01%1.30%11.62%0.00%0.56%0.05%

Drawdowns

BOSVX vs. BRAGX - Drawdown Comparison

The maximum BOSVX drawdown since its inception was -57.14%, smaller than the maximum BRAGX drawdown of -67.04%. Use the drawdown chart below to compare losses from any high point for BOSVX and BRAGX.


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Drawdown Indicators


BOSVXBRAGXDifference

Max Drawdown

Largest peak-to-trough decline

-57.14%

-67.04%

+9.90%

Max Drawdown (1Y)

Largest decline over 1 year

-14.60%

-13.13%

-1.47%

Max Drawdown (5Y)

Largest decline over 5 years

-28.71%

-35.92%

+7.21%

Max Drawdown (10Y)

Largest decline over 10 years

-57.14%

-46.74%

-10.40%

Current Drawdown

Current decline from peak

-6.09%

-8.08%

+1.99%

Average Drawdown

Average peak-to-trough decline

-8.67%

-16.06%

+7.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.96%

2.79%

+1.17%

Volatility

BOSVX vs. BRAGX - Volatility Comparison

Bridgeway Omni Small-Cap Value Fund (BOSVX) and Bridgeway Aggressive Investors 1 Fund (BRAGX) have volatilities of 5.33% and 5.09%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BOSVXBRAGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.33%

5.09%

+0.24%

Volatility (6M)

Calculated over the trailing 6-month period

14.73%

11.62%

+3.11%

Volatility (1Y)

Calculated over the trailing 1-year period

24.24%

21.25%

+2.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.83%

20.40%

+2.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.05%

21.36%

+3.69%