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BRAGX vs. DSMFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BRAGX vs. DSMFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Bridgeway Aggressive Investors 1 Fund (BRAGX) and Destinations Small-Mid Cap Equity Fund (DSMFX). The values are adjusted to include any dividend payments, if applicable.

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BRAGX vs. DSMFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BRAGX
Bridgeway Aggressive Investors 1 Fund
-5.37%18.09%35.79%23.13%-22.41%10.96%14.35%21.86%-22.42%12.23%
DSMFX
Destinations Small-Mid Cap Equity Fund
0.28%13.94%14.72%11.61%-19.89%26.65%23.63%30.82%-7.68%12.35%

Returns By Period

In the year-to-date period, BRAGX achieves a -5.37% return, which is significantly lower than DSMFX's 0.28% return.


BRAGX

1D
-1.12%
1M
-6.58%
YTD
-5.37%
6M
-3.43%
1Y
18.40%
3Y*
20.43%
5Y*
8.26%
10Y*
9.42%

DSMFX

1D
-1.71%
1M
-8.77%
YTD
0.28%
6M
3.91%
1Y
26.70%
3Y*
13.32%
5Y*
5.56%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BRAGX vs. DSMFX - Expense Ratio Comparison

BRAGX has a 0.39% expense ratio, which is lower than DSMFX's 1.10% expense ratio.


Return for Risk

BRAGX vs. DSMFX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BRAGX
BRAGX Risk / Return Rank: 5151
Overall Rank
BRAGX Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
BRAGX Sortino Ratio Rank: 4747
Sortino Ratio Rank
BRAGX Omega Ratio Rank: 4949
Omega Ratio Rank
BRAGX Calmar Ratio Rank: 5252
Calmar Ratio Rank
BRAGX Martin Ratio Rank: 6161
Martin Ratio Rank

DSMFX
DSMFX Risk / Return Rank: 6464
Overall Rank
DSMFX Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
DSMFX Sortino Ratio Rank: 6363
Sortino Ratio Rank
DSMFX Omega Ratio Rank: 5858
Omega Ratio Rank
DSMFX Calmar Ratio Rank: 6767
Calmar Ratio Rank
DSMFX Martin Ratio Rank: 7373
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.

BRAGX vs. DSMFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Bridgeway Aggressive Investors 1 Fund (BRAGX) and Destinations Small-Mid Cap Equity Fund (DSMFX). 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.


BRAGXDSMFXDifference

Sharpe ratio

Return per unit of total volatility

0.88

1.06

-0.18

Sortino ratio

Return per unit of downside risk

1.35

1.62

-0.27

Omega ratio

Gain probability vs. loss probability

1.20

1.23

-0.03

Calmar ratio

Return relative to maximum drawdown

1.24

1.55

-0.31

Martin ratio

Return relative to average drawdown

5.83

6.93

-1.10

BRAGX vs. DSMFX - Sharpe Ratio Comparison

The current BRAGX Sharpe Ratio is 0.88, which is comparable to the DSMFX Sharpe Ratio of 1.06. The chart below compares the historical Sharpe Ratios of BRAGX and DSMFX, 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


BRAGXDSMFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.88

1.06

-0.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.41

0.27

+0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.44

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

0.49

-0.03

Correlation

The correlation between BRAGX and DSMFX 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

BRAGX vs. DSMFX - Dividend Comparison

BRAGX's dividend yield for the trailing twelve months is around 19.97%, more than DSMFX's 7.11% yield.


TTM20252024202320222021202020192018201720162015
BRAGX
Bridgeway Aggressive Investors 1 Fund
19.97%18.90%3.19%0.88%1.46%1.18%1.01%1.30%11.62%0.00%0.56%0.05%
DSMFX
Destinations Small-Mid Cap Equity Fund
7.11%7.13%7.71%0.26%3.57%27.39%2.06%4.05%5.96%0.92%0.00%0.00%

Drawdowns

BRAGX vs. DSMFX - Drawdown Comparison

The maximum BRAGX drawdown since its inception was -67.04%, which is greater than DSMFX's maximum drawdown of -42.52%. Use the drawdown chart below to compare losses from any high point for BRAGX and DSMFX.


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Drawdown Indicators


BRAGXDSMFXDifference

Max Drawdown

Largest peak-to-trough decline

-67.04%

-42.52%

-24.52%

Max Drawdown (1Y)

Largest decline over 1 year

-13.13%

-13.93%

+0.80%

Max Drawdown (5Y)

Largest decline over 5 years

-35.92%

-30.72%

-5.20%

Max Drawdown (10Y)

Largest decline over 10 years

-46.74%

Current Drawdown

Current decline from peak

-8.08%

-9.75%

+1.67%

Average Drawdown

Average peak-to-trough decline

-16.06%

-8.91%

-7.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.79%

3.64%

-0.85%

Volatility

BRAGX vs. DSMFX - Volatility Comparison

The current volatility for Bridgeway Aggressive Investors 1 Fund (BRAGX) is 5.09%, while Destinations Small-Mid Cap Equity Fund (DSMFX) has a volatility of 6.40%. This indicates that BRAGX experiences smaller price fluctuations and is considered to be less risky than DSMFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BRAGXDSMFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.09%

6.40%

-1.31%

Volatility (6M)

Calculated over the trailing 6-month period

11.62%

13.28%

-1.66%

Volatility (1Y)

Calculated over the trailing 1-year period

21.25%

23.85%

-2.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.40%

20.89%

-0.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.36%

21.90%

-0.54%