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BOSVX vs. SLYV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


BOSVXSLYV
YTD Return6.46%4.49%
1Y Return23.21%9.98%
3Y Return (Ann)11.60%4.43%
5Y Return (Ann)14.85%9.79%
10Y Return (Ann)8.62%8.34%
Sharpe Ratio1.170.57
Daily Std Dev21.83%20.32%
Max Drawdown-57.14%-61.32%
Current Drawdown0.00%0.00%

Correlation

-0.50.00.51.01.0

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 6.46% return, which is significantly higher than SLYV's 4.49% return. Both investments have delivered pretty close results over the past 10 years, with BOSVX having a 8.62% annualized return and SLYV not far behind at 8.34%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


250.00%260.00%270.00%280.00%290.00%300.00%310.00%FebruaryMarchAprilMayJuneJuly
312.01%
298.49%
BOSVX
SLYV

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Bridgeway Omni Small-Cap Value Fund

SPDR S&P 600 Small Cap Value ETF

BOSVX vs. SLYV - Expense Ratio Comparison

BOSVX has a 0.60% expense ratio, which is higher than SLYV's 0.15% expense ratio.


BOSVX
Bridgeway Omni Small-Cap Value Fund
Expense ratio chart for BOSVX: current value at 0.60% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.60%
Expense ratio chart for SLYV: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%

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.


BOSVX
Sharpe ratio
The chart of Sharpe ratio for BOSVX, currently valued at 1.17, compared to the broader market-1.000.001.002.003.004.005.001.17
Sortino ratio
The chart of Sortino ratio for BOSVX, currently valued at 1.94, compared to the broader market0.005.0010.001.94
Omega ratio
The chart of Omega ratio for BOSVX, currently valued at 1.23, compared to the broader market1.002.003.004.001.23
Calmar ratio
The chart of Calmar ratio for BOSVX, currently valued at 1.70, compared to the broader market0.005.0010.0015.0020.001.70
Martin ratio
The chart of Martin ratio for BOSVX, currently valued at 4.56, compared to the broader market0.0020.0040.0060.0080.00100.004.56
SLYV
Sharpe ratio
The chart of Sharpe ratio for SLYV, currently valued at 0.57, compared to the broader market-1.000.001.002.003.004.005.000.57
Sortino ratio
The chart of Sortino ratio for SLYV, currently valued at 0.99, compared to the broader market0.005.0010.000.99
Omega ratio
The chart of Omega ratio for SLYV, currently valued at 1.11, compared to the broader market1.002.003.004.001.11
Calmar ratio
The chart of Calmar ratio for SLYV, currently valued at 0.50, compared to the broader market0.005.0010.0015.0020.000.50
Martin ratio
The chart of Martin ratio for SLYV, currently valued at 1.53, compared to the broader market0.0020.0040.0060.0080.00100.001.53

BOSVX vs. SLYV - Sharpe Ratio Comparison

The current BOSVX Sharpe Ratio is 1.17, which is higher than the SLYV Sharpe Ratio of 0.57. The chart below compares the 12-month rolling Sharpe Ratio of BOSVX and SLYV.


Rolling 12-month Sharpe Ratio0.000.501.001.50FebruaryMarchAprilMayJuneJuly
1.17
0.57
BOSVX
SLYV

Dividends

BOSVX vs. SLYV - Dividend Comparison

BOSVX's dividend yield for the trailing twelve months is around 8.04%, more than SLYV's 2.19% yield.


TTM20232022202120202019201820172016201520142013
BOSVX
Bridgeway Omni Small-Cap Value Fund
8.04%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
2.19%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.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%FebruaryMarchAprilMayJuneJuly00
BOSVX
SLYV

Volatility

BOSVX vs. SLYV - Volatility Comparison

Bridgeway Omni Small-Cap Value Fund (BOSVX) has a higher volatility of 6.28% compared to SPDR S&P 600 Small Cap Value ETF (SLYV) at 5.60%. 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.


2.00%4.00%6.00%8.00%10.00%FebruaryMarchAprilMayJuneJuly
6.28%
5.60%
BOSVX
SLYV