BRSIX vs. ^GSPC
Compare and contrast key facts about Bridgeway Ultra Small Company Market Fund (BRSIX) and S&P 500 (^GSPC).
BRSIX is managed by Bridgeway. It was launched on Jul 31, 1997.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BRSIX or ^GSPC.
Key characteristics
BRSIX | ^GSPC | |
---|---|---|
YTD Return | 3.27% | 11.29% |
1Y Return | 17.94% | 29.16% |
3Y Return (Ann) | -5.41% | 8.35% |
5Y Return (Ann) | 6.75% | 13.20% |
10Y Return (Ann) | 6.00% | 10.97% |
Sharpe Ratio | 0.83 | 2.44 |
Daily Std Dev | 20.43% | 11.61% |
Max Drawdown | -61.79% | -56.78% |
Current Drawdown | -24.08% | 0.00% |
Correlation
The correlation between BRSIX and ^GSPC is 0.73, 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
BRSIX vs. ^GSPC - Performance Comparison
In the year-to-date period, BRSIX achieves a 3.27% return, which is significantly lower than ^GSPC's 11.29% return. Over the past 10 years, BRSIX has underperformed ^GSPC with an annualized return of 6.00%, while ^GSPC has yielded a comparatively higher 10.97% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Risk-Adjusted Performance
BRSIX vs. ^GSPC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Bridgeway Ultra Small Company Market Fund (BRSIX) and S&P 500 (^GSPC). 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.
Drawdowns
BRSIX vs. ^GSPC - Drawdown Comparison
The maximum BRSIX drawdown since its inception was -61.79%, which is greater than ^GSPC's maximum drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for BRSIX and ^GSPC. For additional features, visit the drawdowns tool.
Volatility
BRSIX vs. ^GSPC - Volatility Comparison
Bridgeway Ultra Small Company Market Fund (BRSIX) has a higher volatility of 4.44% compared to S&P 500 (^GSPC) at 3.47%. This indicates that BRSIX's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.