BOSVX vs. BRGOX

Last updated Aug 5, 2026

BOSVX (Bridgeway Omni Small-Cap Value Fund) and BRGOX (Bridgeway Global Opportunities Fund Class N) are both mutual funds - BOSVX is a Small Cap Value Equities fund managed by Bridgeway, while BRGOX is a Equity Market Neutral fund actively managed by Bridgeway. Over the past year, BOSVX returned 48.08% vs 15.81% for BRGOX. Their -0.13 correlation means they have often moved in opposite directions in the past. BOSVX charges 0.60%/yr vs 1.63%/yr for BRGOX.

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.

Returns By Period

In the year-to-date period, BOSVX achieves a 27.10% return, which is significantly higher than BRGOX's 6.92% return.

BOSVX

• 1D: 1.58%
• 1M: 3.03%
• 6M: 14.80%
• YTD: 27.10%
• 1Y: 48.08%
• 3Y*: 16.93%
• 5Y*: 13.09%
• 10Y*: 11.52%
• ALL TIME*: 12.14%

BRGOX

• 1D: -0.44%
• 1M: 2.36%
• 6M: 0.80%
• YTD: 6.92%
• 1Y: 15.81%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 13.83%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
BOSVX Bridgeway Omni Small-Cap Value Fund	$0.00	$0.00	$0.00
BRGOX Bridgeway Global Opportunities Fund Class N	$0.00	$0.00	$0.00

BOSVX vs. BRGOX - Yearly Performance Comparison

	2026 (YTD)	2025
BOSVX Bridgeway Omni Small-Cap Value Fund	27.10%	10.20%
BRGOX Bridgeway Global Opportunities Fund Class N	6.92%	14.76%

Correlation

The correlation between BOSVX and BRGOX is -0.01, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	-0.01
Correlation (All Time) Calculated using the full available price history since Jan 3, 2025	-0.13

The correlation between BOSVX and BRGOX shifts across timeframes, from -0.13 (all time) to -0.01 (1 year), reflecting how their relationship changes across market environments.

Return for Risk

BOSVX vs. BRGOX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

BOSVX

BOSVX Risk / Return Rank: 95
BOSVX Sharpe Ratio Rank: 96
BOSVX Sortino Ratio Rank: 94
BOSVX Omega Ratio Rank: 92
BOSVX Calmar Ratio Rank: 98
BOSVX Martin Ratio Rank: 97

BRGOX

BRGOX Risk / Return Rank: 87
BRGOX Sharpe Ratio Rank: 93
BRGOX Sortino Ratio Rank: 94
BRGOX Omega Ratio Rank: 87
BRGOX Calmar Ratio Rank: 92
BRGOX Martin Ratio Rank: 71

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	BOSVX	BRGOX	Difference
Sharpe ratio: Return per unit of total volatility	2.72	2.49	+0.23
Sortino ratio: Return per unit of downside risk	3.80	3.77	+0.02
Omega ratio: Gain probability vs. loss probability	1.49	1.44	+0.05
Calmar ratio: Return relative to maximum drawdown	6.17	3.91	+2.27
Martin ratio: Return relative to average drawdown	19.64	9.80	+9.84

BOSVX vs. BRGOX - Sharpe Ratio Comparison

The current BOSVX Sharpe Ratio is 2.72, which is comparable to the BRGOX Sharpe Ratio of 2.49. The chart below compares the historical Sharpe Ratios of BOSVX and BRGOX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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 -4.37%. 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%	-4.37%	-52.77%
Max Drawdown (1Y) Largest decline over 1 year	-8.27%	-4.37%	-3.90%
Max Drawdown (3Y) Largest decline over 3 years	-28.71%	—	—
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	0.00%	-1.40%	+1.40%
Average Drawdown Average peak-to-trough decline	-8.49%	-1.24%	-7.25%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.59%	1.72%	+0.87%

Volatility

BOSVX vs. BRGOX - Volatility Comparison

Bridgeway Omni Small-Cap Value Fund (BOSVX) has a higher volatility of 3.63% compared to Bridgeway Global Opportunities Fund Class N (BRGOX) at 1.79%. 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	3.63%	1.79%	+1.84%
Volatility (6M) Calculated over the trailing 6-month period	12.91%	5.41%	+7.50%
Volatility (1Y) Calculated over the trailing 1-year period	18.78%	6.86%	+11.92%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	22.32%	7.86%	+14.46%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	24.98%	7.86%	+17.12%

BOSVX vs. BRGOX - Expense Ratio Comparison

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

Dividends

BOSVX vs. BRGOX - Dividend Comparison

BOSVX's dividend yield for the trailing twelve months is around 7.86%, less than BRGOX's 10.63% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
BOSVX Bridgeway Omni Small-Cap Value Fund	7.86%	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	10.63%	11.36%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both BOSVX and BRGOX in my portfolio?

BOSVX and BRGOX have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, BOSVX or BRGOX?

BOSVX has higher volatility (3.63%) compared to BRGOX (1.79%). In terms of maximum drawdown, BOSVX dropped -57.14% vs BRGOX's -4.37%.

Which has better risk-adjusted returns?

BOSVX currently has the higher Sharpe Ratio (2.72 vs 2.49), 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.