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BRAGX vs. PRISX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BRAGX vs. PRISX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Bridgeway Aggressive Investors 1 Fund (BRAGX) and T. Rowe Price Financial Services Fund (PRISX). The values are adjusted to include any dividend payments, if applicable.

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BRAGX vs. PRISX - 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%18.44%
PRISX
T. Rowe Price Financial Services Fund
-10.22%26.17%30.87%14.95%-10.99%37.83%5.65%32.84%-10.12%19.17%

Returns By Period

In the year-to-date period, BRAGX achieves a -5.37% return, which is significantly higher than PRISX's -10.22% return. Over the past 10 years, BRAGX has underperformed PRISX with an annualized return of 9.42%, while PRISX has yielded a comparatively higher 14.72% annualized 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%

PRISX

1D
1.02%
1M
-5.38%
YTD
-10.22%
6M
-0.45%
1Y
12.15%
3Y*
22.49%
5Y*
11.76%
10Y*
14.72%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BRAGX vs. PRISX - Expense Ratio Comparison

BRAGX has a 0.39% expense ratio, which is lower than PRISX's 0.88% expense ratio.


Return for Risk

BRAGX vs. PRISX — 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

PRISX
PRISX Risk / Return Rank: 2626
Overall Rank
PRISX Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
PRISX Sortino Ratio Rank: 2626
Sortino Ratio Rank
PRISX Omega Ratio Rank: 2727
Omega Ratio Rank
PRISX Calmar Ratio Rank: 2828
Calmar Ratio Rank
PRISX Martin Ratio Rank: 2222
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. PRISX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Bridgeway Aggressive Investors 1 Fund (BRAGX) and T. Rowe Price Financial Services Fund (PRISX). 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.


BRAGXPRISXDifference

Sharpe ratio

Return per unit of total volatility

0.88

0.62

+0.26

Sortino ratio

Return per unit of downside risk

1.35

0.97

+0.38

Omega ratio

Gain probability vs. loss probability

1.20

1.14

+0.06

Calmar ratio

Return relative to maximum drawdown

1.24

0.80

+0.44

Martin ratio

Return relative to average drawdown

5.83

2.33

+3.50

BRAGX vs. PRISX - Sharpe Ratio Comparison

The current BRAGX Sharpe Ratio is 0.88, which is higher than the PRISX Sharpe Ratio of 0.62. The chart below compares the historical Sharpe Ratios of BRAGX and PRISX, 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


BRAGXPRISXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.88

0.62

+0.26

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.41

0.58

-0.17

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.44

0.67

-0.23

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

0.42

+0.03

Correlation

The correlation between BRAGX and PRISX is 0.71, 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. PRISX - Dividend Comparison

BRAGX's dividend yield for the trailing twelve months is around 19.97%, more than PRISX's 14.20% 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%
PRISX
T. Rowe Price Financial Services Fund
14.20%12.75%8.74%2.00%2.08%3.00%10.22%6.14%11.97%4.68%1.00%3.86%

Drawdowns

BRAGX vs. PRISX - Drawdown Comparison

The maximum BRAGX drawdown since its inception was -67.04%, roughly equal to the maximum PRISX drawdown of -67.34%. Use the drawdown chart below to compare losses from any high point for BRAGX and PRISX.


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Drawdown Indicators


BRAGXPRISXDifference

Max Drawdown

Largest peak-to-trough decline

-67.04%

-67.34%

+0.30%

Max Drawdown (1Y)

Largest decline over 1 year

-13.13%

-13.92%

+0.79%

Max Drawdown (5Y)

Largest decline over 5 years

-35.92%

-26.95%

-8.97%

Max Drawdown (10Y)

Largest decline over 10 years

-46.74%

-42.86%

-3.88%

Current Drawdown

Current decline from peak

-8.08%

-13.04%

+4.96%

Average Drawdown

Average peak-to-trough decline

-16.06%

-11.28%

-4.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.79%

4.76%

-1.97%

Volatility

BRAGX vs. PRISX - Volatility Comparison

Bridgeway Aggressive Investors 1 Fund (BRAGX) has a higher volatility of 5.09% compared to T. Rowe Price Financial Services Fund (PRISX) at 4.61%. This indicates that BRAGX's price experiences larger fluctuations and is considered to be riskier than PRISX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BRAGXPRISXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.09%

4.61%

+0.48%

Volatility (6M)

Calculated over the trailing 6-month period

11.62%

13.69%

-2.07%

Volatility (1Y)

Calculated over the trailing 1-year period

21.25%

21.53%

-0.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.40%

20.46%

-0.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.36%

21.96%

-0.60%