BRSIX vs. BRUSX
BRSIX (Bridgeway Ultra Small Company Market Fund) and BRUSX (Bridgeway Ultra Small Company Fund) are both Small Cap Value Equities funds from Bridgeway. Over the past 10 years, BRSIX returned 7.51%/yr vs 9.05%/yr for BRUSX. Their correlation of 0.90 means they have usually moved in the same direction. BRSIX charges 0.78%/yr vs 1.26%/yr for BRUSX.
Performance
BRSIX vs. BRUSX - Performance Comparison
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Returns By Period
In the year-to-date period, BRSIX achieves a 12.68% return, which is significantly higher than BRUSX's 9.35% return. Over the past 10 years, BRSIX has underperformed BRUSX with an annualized return of 7.51%, while BRUSX has yielded a comparatively higher 9.05% annualized return.
BRSIX
- 1D
- 0.00%
- 1M
- -7.25%
- 6M
- 8.92%
- YTD
- 12.68%
- 1Y
- 43.07%
- 3Y*
- 16.11%
- 5Y*
- 0.01%
- 10Y*
- 7.51%
- ALL TIME*
- 9.26%
BRUSX
- 1D
- 1.16%
- 1M
- -2.63%
- 6M
- 6.19%
- YTD
- 9.35%
- 1Y
- 25.97%
- 3Y*
- 12.97%
- 5Y*
- 3.35%
- 10Y*
- 9.05%
- ALL TIME*
- 11.63%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
BRSIX vs. BRUSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BRSIX Bridgeway Ultra Small Company Market Fund | 12.68% | 20.09% | 14.92% | 11.46% | -23.43% | -1.93% | 25.50% | 15.34% | -17.23% | 12.29% |
BRUSX Bridgeway Ultra Small Company Fund | 9.35% | 7.13% | 17.57% | 18.14% | -10.99% | 13.85% | 33.43% | 9.52% | -15.77% | 3.86% |
Correlation
The correlation between BRSIX and BRUSX is 0.92, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.92 |
Correlation (3Y) Balances recent behavior with more history. | 0.93 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.93 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.93 |
Correlation (All Time) Calculated using the full available price history since Jul 31, 1997 | 0.90 |
The correlation between BRSIX and BRUSX has been stable across timeframes, ranging from 0.90 to 0.93 - a consistent structural relationship.
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Return for Risk
BRSIX vs. BRUSX — Risk / Return Rank
BRSIX
BRUSX
BRSIX vs. BRUSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Bridgeway Ultra Small Company Market Fund (BRSIX) and Bridgeway Ultra Small Company Fund (BRUSX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| BRSIX | BRUSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.67 | ||
| Sortino ratioReturn per unit of downside risk | +0.85 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.17 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | 3.34 | 1.61 | +1.73 |
| Martin ratioReturn relative to average drawdown | 9.75 | 4.68 | +5.07 |
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Drawdowns
BRSIX vs. BRUSX - Drawdown Comparison
The maximum BRSIX drawdown since its inception was -61.79%, roughly equal to the maximum BRUSX drawdown of -60.38%. Use the drawdown chart below to compare losses from any high point for BRSIX and BRUSX.
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Drawdown Indicators
| BRSIX | BRUSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.79% | -60.38% | -1.41% |
Max Drawdown (1Y)Largest decline over 1 year | -11.46% | -12.87% | +1.41% |
Max Drawdown (3Y)Largest decline over 3 years | -30.80% | -27.73% | -3.07% |
Max Drawdown (5Y)Largest decline over 5 years | -52.26% | -38.95% | -13.31% |
Max Drawdown (10Y)Largest decline over 10 years | -54.09% | -55.77% | +1.68% |
Current DrawdownCurrent decline from peak | -8.71% | -4.05% | -4.66% |
Average DrawdownAverage peak-to-trough decline | -15.58% | -13.49% | -2.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.93% | 4.43% | -0.50% |
Volatility
BRSIX vs. BRUSX - Volatility Comparison
The current volatility for Bridgeway Ultra Small Company Market Fund (BRSIX) is 3.82%, while Bridgeway Ultra Small Company Fund (BRUSX) has a volatility of 4.08%. This indicates that BRSIX experiences smaller price fluctuations and is considered to be less risky than BRUSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BRSIX | BRUSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.82% | 4.08% | -0.26% |
Volatility (6M)Calculated over the trailing 6-month period | 16.02% | 14.68% | +1.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.36% | 21.45% | +1.91% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.52% | 23.19% | +1.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.18% | 23.35% | +0.83% |
BRSIX vs. BRUSX - Expense Ratio Comparison
BRSIX has a 0.78% expense ratio, which is lower than BRUSX's 1.26% expense ratio.
Dividends
BRSIX vs. BRUSX - Dividend Comparison
BRSIX's dividend yield for the trailing twelve months is around 8.56%, less than BRUSX's 9.65% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BRSIX Bridgeway Ultra Small Company Market Fund | 8.56% | 1.03% | 0.62% | 0.89% | 2.12% | 1.32% | 3.46% | 1.30% | 16.12% | 13.71% | 8.25% | 12.77% |
BRUSX Bridgeway Ultra Small Company Fund | 9.65% | 10.56% | 2.46% | 4.97% | 18.41% | 7.70% | 1.53% | 1.14% | 13.87% | 1.99% | 1.12% | 1.03% |
Frequently Asked Questions
With a correlation of 0.92, BRSIX and BRUSX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
BRUSX has higher volatility (4.08%) compared to BRSIX (3.82%). In terms of maximum drawdown, BRSIX dropped -61.79% vs BRUSX's -60.38%.
BRSIX currently has the higher Sharpe Ratio (1.64 vs 0.97), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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