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 | -4.78% | -6.06% |
| 1Y Return | 26.74% | 10.03% |
| 3Y Return (Ann) | 7.19% | -0.33% |
| 5Y Return (Ann) | 10.23% | 6.11% |
| 10Y Return (Ann) | 7.65% | 7.46% |
| Sharpe Ratio | 1.00 | 0.36 |
| Daily Std Dev | 22.89% | 21.24% |
| Max Drawdown | -57.14% | -61.32% |
| Current Drawdown | -6.50% | -9.17% |
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 -4.78% return, which is significantly higher than SLYV's -6.06% return. Both investments have delivered pretty close results over the past 10 years, with BOSVX having a 7.65% annualized return and SLYV not far behind at 7.46%. 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 8.98%, more than SLYV's 2.32% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BOSVX Bridgeway Omni Small-Cap Value Fund | 8.98% | 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 | 2.32% | 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) and SPDR S&P 600 Small Cap Value ETF (SLYV) have volatilities of 5.65% and 5.77%, 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.