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.
Correlation
The correlation between BRSIX and ^GSPC is 0.72, 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
Key characteristics
BRSIX:
0.35
^GSPC:
1.62
BRSIX:
0.66
^GSPC:
2.20
BRSIX:
1.08
^GSPC:
1.30
BRSIX:
0.18
^GSPC:
2.46
BRSIX:
1.33
^GSPC:
10.01
BRSIX:
6.20%
^GSPC:
2.08%
BRSIX:
23.53%
^GSPC:
12.88%
BRSIX:
-66.54%
^GSPC:
-56.78%
BRSIX:
-35.94%
^GSPC:
-2.13%
Returns By Period
In the year-to-date period, BRSIX achieves a -3.87% return, which is significantly lower than ^GSPC's 2.24% return. Over the past 10 years, BRSIX has underperformed ^GSPC with an annualized return of -1.69%, while ^GSPC has yielded a comparatively higher 11.04% annualized return.
BRSIX
-3.87%
-4.17%
6.25%
9.50%
3.12%
-1.69%
^GSPC
2.24%
-1.20%
6.72%
18.21%
12.53%
11.04%
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Risk-Adjusted Performance
BRSIX vs. ^GSPC — Risk-Adjusted Performance Rank
BRSIX
^GSPC
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 -66.54%, 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 6.25% compared to S&P 500 (^GSPC) at 3.43%. 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.