BOSVX vs. SLYV
Compare and contrast key facts about Bridgeway Omni Small-Cap Value Fund (BOSVX) and SPDR S&P 600 Small Cap Value ETF (SLYV).
BOSVX is managed by Bridgeway. It was launched on Aug 31, 2011. SLYV is a passively managed fund by State Street that tracks the performance of the S&P SmallCap 600 Value Index. It was launched on Sep 29, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BOSVX or SLYV.
Key characteristics
| BOSVX | SLYV | |
|---|---|---|
| YTD Return | 6.99% | 7.52% |
| 1Y Return | 30.98% | 29.98% |
| 3Y Return (Ann) | 7.15% | 3.54% |
| 5Y Return (Ann) | 14.58% | 9.71% |
| 10Y Return (Ann) | 9.23% | 9.02% |
| Sharpe Ratio | 1.22 | 1.31 |
| Sortino Ratio | 1.91 | 1.97 |
| Omega Ratio | 1.23 | 1.23 |
| Calmar Ratio | 1.93 | 1.21 |
| Martin Ratio | 6.03 | 6.00 |
| Ulcer Index | 4.83% | 4.66% |
| Daily Std Dev | 23.80% | 21.39% |
| Max Drawdown | -57.14% | -61.32% |
| Current Drawdown | -1.69% | -0.20% |
Correlation
The correlation between BOSVX and SLYV is 0.96, 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.
Performance
BOSVX vs. SLYV - Performance Comparison
In the year-to-date period, BOSVX achieves a 6.99% return, which is significantly lower than SLYV's 7.52% return. Both investments have delivered pretty close results over the past 10 years, with BOSVX having a 9.23% annualized return and SLYV not far behind at 9.02%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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BOSVX vs. SLYV - Expense Ratio Comparison
BOSVX has a 0.60% expense ratio, which is higher than SLYV's 0.15% expense ratio.
Risk-Adjusted Performance
BOSVX vs. SLYV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Bridgeway Omni Small-Cap Value Fund (BOSVX) and SPDR S&P 600 Small Cap Value ETF (SLYV). 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.
Dividends
BOSVX vs. SLYV - Dividend Comparison
BOSVX's dividend yield for the trailing twelve months is around 8.00%, more than SLYV's 2.22% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BOSVX Bridgeway Omni Small-Cap Value Fund | 8.00% | 8.55% | 21.96% | 4.12% | 1.21% | 0.99% | 10.36% | 6.66% | 0.89% | 1.00% | 5.39% | 7.84% |
SLYV SPDR S&P 600 Small Cap Value ETF | 2.22% | 2.11% | 1.47% | 1.94% | 1.40% | 1.66% | 2.14% | 5.53% | 2.18% | 6.55% | 7.50% | 1.58% |
Drawdowns
BOSVX vs. SLYV - Drawdown Comparison
The maximum BOSVX drawdown since its inception was -57.14%, smaller than the maximum SLYV drawdown of -61.32%. Use the drawdown chart below to compare losses from any high point for BOSVX and SLYV. For additional features, visit the drawdowns tool.
Volatility
BOSVX vs. SLYV - Volatility Comparison
Bridgeway Omni Small-Cap Value Fund (BOSVX) has a higher volatility of 4.63% compared to SPDR S&P 600 Small Cap Value ETF (SLYV) at 4.35%. This indicates that BOSVX's price experiences larger fluctuations and is considered to be riskier than SLYV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.