BOSVX vs. BSCMX
Compare and contrast key facts about Bridgeway Omni Small-Cap Value Fund (BOSVX) and Brandes Small Cap Value Fund (BSCMX).
BOSVX is managed by Bridgeway. It was launched on Aug 31, 2011. BSCMX is managed by Brandes. It was launched on Jan 2, 2018.
Performance
BOSVX vs. BSCMX - Performance Comparison
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BOSVX vs. BSCMX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
BOSVX Bridgeway Omni Small-Cap Value Fund | 6.76% | 9.78% | 4.21% | 18.18% | -4.27% | 48.03% | 0.83% | 13.90% | -18.68% |
BSCMX Brandes Small Cap Value Fund | 6.39% | 23.51% | 24.77% | 22.75% | -7.89% | 27.61% | 20.38% | 12.82% | -12.23% |
Returns By Period
In the year-to-date period, BOSVX achieves a 6.76% return, which is significantly higher than BSCMX's 6.39% 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%
BSCMX
- 1D
- -0.42%
- 1M
- -8.34%
- YTD
- 6.39%
- 6M
- 12.73%
- 1Y
- 40.50%
- 3Y*
- 22.70%
- 5Y*
- 15.23%
- 10Y*
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BOSVX vs. BSCMX - Expense Ratio Comparison
BOSVX has a 0.60% expense ratio, which is lower than BSCMX's 0.91% expense ratio.
Return for Risk
BOSVX vs. BSCMX — Risk / Return Rank
BOSVX
BSCMX
BOSVX vs. BSCMX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Bridgeway Omni Small-Cap Value Fund (BOSVX) and Brandes Small Cap Value Fund (BSCMX). 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 | BSCMX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.24 | 1.83 | -0.59 |
Sortino ratioReturn per unit of downside risk | 1.81 | 2.60 | -0.79 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.34 | -0.09 |
Calmar ratioReturn relative to maximum drawdown | 1.86 | 2.66 | -0.81 |
Martin ratioReturn relative to average drawdown | 6.85 | 11.11 | -4.25 |
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
| BOSVX | BSCMX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.24 | 1.83 | -0.59 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.42 | 0.86 | -0.44 |
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 | 0.65 | -0.18 |
Correlation
The correlation between BOSVX and BSCMX is 0.89, 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. BSCMX - Dividend Comparison
BOSVX's dividend yield for the trailing twelve months is around 9.35%, more than BSCMX's 4.27% 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% |
BSCMX Brandes Small Cap Value Fund | 4.27% | 4.54% | 2.31% | 3.50% | 2.93% | 4.38% | 1.76% | 1.11% | 9.02% | 0.00% | 0.00% | 0.00% |
Drawdowns
BOSVX vs. BSCMX - Drawdown Comparison
The maximum BOSVX drawdown since its inception was -57.14%, which is greater than BSCMX's maximum drawdown of -38.12%. Use the drawdown chart below to compare losses from any high point for BOSVX and BSCMX.
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Drawdown Indicators
| BOSVX | BSCMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.14% | -38.12% | -19.02% |
Max Drawdown (1Y)Largest decline over 1 year | -14.60% | -13.85% | -0.75% |
Max Drawdown (5Y)Largest decline over 5 years | -28.71% | -22.34% | -6.37% |
Max Drawdown (10Y)Largest decline over 10 years | -57.14% | — | — |
Current DrawdownCurrent decline from peak | -6.09% | -8.97% | +2.88% |
Average DrawdownAverage peak-to-trough decline | -8.67% | -6.10% | -2.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.96% | 3.32% | +0.64% |
Volatility
BOSVX vs. BSCMX - Volatility Comparison
Bridgeway Omni Small-Cap Value Fund (BOSVX) and Brandes Small Cap Value Fund (BSCMX) have volatilities of 5.33% and 5.43%, 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
| BOSVX | BSCMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.33% | 5.43% | -0.10% |
Volatility (6M)Calculated over the trailing 6-month period | 14.73% | 12.27% | +2.46% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.24% | 22.02% | +2.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.83% | 17.84% | +4.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.05% | 20.69% | +4.36% |