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BOSVX vs. DFSVX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BOSVX vs. DFSVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Bridgeway Omni Small-Cap Value Fund (BOSVX) and DFA U.S. Small Cap Value Portfolio I (DFSVX). The values are adjusted to include any dividend payments, if applicable.

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BOSVX vs. DFSVX - 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%
DFSVX
DFA U.S. Small Cap Value Portfolio I
4.70%8.37%9.58%19.02%-3.57%39.97%2.24%18.15%-15.13%6.82%

Returns By Period

In the year-to-date period, BOSVX achieves a 6.76% return, which is significantly higher than DFSVX's 4.70% return. Both investments have delivered pretty close results over the past 10 years, with BOSVX having a 10.63% annualized return and DFSVX not far behind at 10.61%.


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%

DFSVX

1D
-0.56%
1M
-5.28%
YTD
4.70%
6M
8.23%
1Y
23.60%
3Y*
13.98%
5Y*
9.57%
10Y*
10.61%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BOSVX vs. DFSVX - Expense Ratio Comparison

BOSVX has a 0.60% expense ratio, which is higher than DFSVX's 0.30% expense ratio.


Return for Risk

BOSVX vs. DFSVX — 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

DFSVX
DFSVX Risk / Return Rank: 5757
Overall Rank
DFSVX Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
DFSVX Sortino Ratio Rank: 6262
Sortino Ratio Rank
DFSVX Omega Ratio Rank: 5757
Omega Ratio Rank
DFSVX Calmar Ratio Rank: 5858
Calmar Ratio Rank
DFSVX Martin Ratio Rank: 5151
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. DFSVX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Bridgeway Omni Small-Cap Value Fund (BOSVX) and DFA U.S. Small Cap Value Portfolio I (DFSVX). 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.


BOSVXDFSVXDifference

Sharpe ratio

Return per unit of total volatility

1.24

1.03

+0.21

Sortino ratio

Return per unit of downside risk

1.81

1.55

+0.26

Omega ratio

Gain probability vs. loss probability

1.25

1.22

+0.03

Calmar ratio

Return relative to maximum drawdown

1.86

1.34

+0.51

Martin ratio

Return relative to average drawdown

6.85

4.99

+1.86

BOSVX vs. DFSVX - Sharpe Ratio Comparison

The current BOSVX Sharpe Ratio is 1.24, which is comparable to the DFSVX Sharpe Ratio of 1.03. The chart below compares the historical Sharpe Ratios of BOSVX and DFSVX, 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


BOSVXDFSVXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.24

1.03

+0.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.42

0.44

-0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.43

0.45

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

0.51

-0.04

Correlation

The correlation between BOSVX and DFSVX is 0.98, 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. DFSVX - Dividend Comparison

BOSVX's dividend yield for the trailing twelve months is around 9.35%, more than DFSVX's 1.66% 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%
DFSVX
DFA U.S. Small Cap Value Portfolio I
1.66%1.69%1.47%3.67%6.77%10.40%1.96%2.83%7.54%5.18%4.18%5.29%

Drawdowns

BOSVX vs. DFSVX - Drawdown Comparison

The maximum BOSVX drawdown since its inception was -57.14%, smaller than the maximum DFSVX drawdown of -66.70%. Use the drawdown chart below to compare losses from any high point for BOSVX and DFSVX.


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Drawdown Indicators


BOSVXDFSVXDifference

Max Drawdown

Largest peak-to-trough decline

-57.14%

-66.70%

+9.56%

Max Drawdown (1Y)

Largest decline over 1 year

-14.60%

-15.11%

+0.51%

Max Drawdown (5Y)

Largest decline over 5 years

-28.71%

-27.69%

-1.02%

Max Drawdown (10Y)

Largest decline over 10 years

-57.14%

-52.12%

-5.02%

Current Drawdown

Current decline from peak

-6.09%

-7.77%

+1.68%

Average Drawdown

Average peak-to-trough decline

-8.67%

-9.51%

+0.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.96%

4.14%

-0.18%

Volatility

BOSVX vs. DFSVX - Volatility Comparison

Bridgeway Omni Small-Cap Value Fund (BOSVX) has a higher volatility of 5.33% compared to DFA U.S. Small Cap Value Portfolio I (DFSVX) at 5.00%. This indicates that BOSVX's price experiences larger fluctuations and is considered to be riskier than DFSVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BOSVXDFSVXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.33%

5.00%

+0.33%

Volatility (6M)

Calculated over the trailing 6-month period

14.73%

12.75%

+1.98%

Volatility (1Y)

Calculated over the trailing 1-year period

24.24%

23.31%

+0.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.83%

21.67%

+1.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.05%

23.92%

+1.13%