BOSVX vs. BRGOX

Last updated Apr 1, 2026

Compare and contrast key facts about Bridgeway Omni Small-Cap Value Fund (BOSVX) and Bridgeway Global Opportunities Fund Class N (BRGOX).

BOSVX is managed by Bridgeway. It was launched on Aug 31, 2011. BRGOX is an actively managed fund by Bridgeway. It was launched on Oct 15, 2024.

Performance

BOSVX vs. BRGOX - Performance Comparison

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

BOSVX vs. BRGOX - Yearly Performance Comparison

	2026 (YTD)	2025
BOSVX Bridgeway Omni Small-Cap Value Fund	6.76%	9.54%
BRGOX Bridgeway Global Opportunities Fund Class N	6.16%	14.76%

Returns By Period

In the year-to-date period, BOSVX achieves a 6.76% return, which is significantly higher than BRGOX's 6.16% 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%

BRGOX

• 1D: -0.27%
• 1M: -1.50%
• YTD: 6.16%
• 6M: 10.50%
• 1Y: 18.82%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

BOSVX vs. BRGOX - Expense Ratio Comparison

BOSVX has a 0.60% expense ratio, which is lower than BRGOX's 1.63% expense ratio.

BRGOX

Bridgeway Global Opportunities Fund Class N

BOSVX

Bridgeway Omni Small-Cap Value Fund

Return for Risk

BOSVX vs. BRGOX — Risk / Return Rank

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

BOSVX

BOSVX Risk / Return Rank: 72
BOSVX Sharpe Ratio Rank: 71
BOSVX Sortino Ratio Rank: 73
BOSVX Omega Ratio Rank: 67
BOSVX Calmar Ratio Rank: 79
BOSVX Martin Ratio Rank: 72

BRGOX

BRGOX Risk / Return Rank: 97
BRGOX Sharpe Ratio Rank: 97
BRGOX Sortino Ratio Rank: 97
BRGOX Omega Ratio Rank: 95
BRGOX Calmar Ratio Rank: 98
BRGOX Martin Ratio Rank: 96

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. BRGOX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Bridgeway Omni Small-Cap Value Fund (BOSVX) and Bridgeway Global Opportunities Fund Class N (BRGOX). 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.

	BOSVX	BRGOX	Difference
Sharpe ratio Return per unit of total volatility	1.24	2.56	-1.31
Sortino ratio Return per unit of downside risk	1.81	3.83	-2.02
Omega ratio Gain probability vs. loss probability	1.25	1.52	-0.27
Calmar ratio Return relative to maximum drawdown	1.86	5.31	-3.45
Martin ratio Return relative to average drawdown	6.85	15.08	-8.23
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

BOSVX vs. BRGOX - Sharpe Ratio Comparison

The current BOSVX Sharpe Ratio is 1.24, which is lower than the BRGOX Sharpe Ratio of 2.56. The chart below compares the historical Sharpe Ratios of BOSVX and BRGOX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	BOSVX	BRGOX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.24	2.56	-1.31
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.42	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.43	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.47	2.24	-1.77

Correlation

The correlation between BOSVX and BRGOX is -0.16. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.

Dividends

BOSVX vs. BRGOX - Dividend Comparison

BOSVX's dividend yield for the trailing twelve months is around 9.35%, less than BRGOX's 10.70% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
BRGOX Bridgeway Global Opportunities Fund Class N	10.70%	11.36%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

BOSVX vs. BRGOX - Drawdown Comparison

The maximum BOSVX drawdown since its inception was -57.14%, which is greater than BRGOX's maximum drawdown of -3.78%. Use the drawdown chart below to compare losses from any high point for BOSVX and BRGOX.

Drawdown Indicators

	BOSVX	BRGOX	Difference
Max Drawdown Largest peak-to-trough decline	-57.14%	-3.78%	-53.36%
Max Drawdown (1Y) Largest decline over 1 year	-14.60%	-3.78%	-10.82%
Max Drawdown (5Y) Largest decline over 5 years	-28.71%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-57.14%	—	—
Current Drawdown Current decline from peak	-6.09%	-2.10%	-3.99%
Average Drawdown Average peak-to-trough decline	-8.67%	-0.91%	-7.76%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.96%	1.33%	+2.63%

Volatility

BOSVX vs. BRGOX - Volatility Comparison

Bridgeway Omni Small-Cap Value Fund (BOSVX) has a higher volatility of 5.33% compared to Bridgeway Global Opportunities Fund Class N (BRGOX) at 2.01%. This indicates that BOSVX's price experiences larger fluctuations and is considered to be riskier than BRGOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BOSVX	BRGOX	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.33%	2.01%	+3.32%
Volatility (6M) Calculated over the trailing 6-month period	14.73%	4.56%	+10.17%
Volatility (1Y) Calculated over the trailing 1-year period	24.24%	8.07%	+16.17%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	22.83%	7.89%	+14.94%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	25.05%	7.89%	+17.16%