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BRSIX vs. IWC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BRSIX vs. IWC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Bridgeway Ultra Small Company Market Fund (BRSIX) and iShares Micro-Cap ETF (IWC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BRSIX achieves a 19.73% return, which is significantly lower than IWC's 23.36% return. Over the past 10 years, BRSIX has underperformed IWC with an annualized return of 8.54%, while IWC has yielded a comparatively higher 12.07% annualized return.


BRSIX

1D
2.05%
1M
1.88%
YTD
19.73%
6M
17.66%
1Y
57.56%
3Y*
20.38%
5Y*
0.42%
10Y*
8.54%

IWC

1D
0.82%
1M
4.00%
YTD
23.36%
6M
19.51%
1Y
59.41%
3Y*
23.10%
5Y*
6.01%
10Y*
12.07%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BRSIX vs. IWC - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BRSIX
Bridgeway Ultra Small Company Market Fund
19.73%20.09%14.92%11.46%-23.43%-1.93%25.50%15.34%-17.23%12.29%
IWC
iShares Micro-Cap ETF
23.36%22.45%13.63%8.99%-21.93%18.67%20.88%22.20%-13.13%12.79%

Correlation

The correlation between BRSIX and IWC is 0.92, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.92

Correlation (3Y)
Calculated over the trailing 3-year period

0.94

Correlation (5Y)
Calculated over the trailing 5-year period

0.93

Correlation (10Y)
Calculated over the trailing 10-year period

0.93

Correlation (All Time)
Calculated using the full available price history since Aug 16, 2005

0.95

The correlation between BRSIX and IWC has been stable across timeframes, ranging from 0.92 to 0.95 - a consistent structural relationship.

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Return for Risk

BRSIX vs. IWC — Risk / Return Rank

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

BRSIX
BRSIX Risk / Return Rank: 7676
Overall Rank
BRSIX Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
BRSIX Sortino Ratio Rank: 6666
Sortino Ratio Rank
BRSIX Omega Ratio Rank: 5555
Omega Ratio Rank
BRSIX Calmar Ratio Rank: 9494
Calmar Ratio Rank
BRSIX Martin Ratio Rank: 8686
Martin Ratio Rank

IWC
IWC Risk / Return Rank: 7777
Overall Rank
IWC Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
IWC Sortino Ratio Rank: 7373
Sortino Ratio Rank
IWC Omega Ratio Rank: 6666
Omega Ratio Rank
IWC Calmar Ratio Rank: 8787
Calmar Ratio Rank
IWC Martin Ratio Rank: 8181
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.

BRSIX vs. IWC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Bridgeway Ultra Small Company Market Fund (BRSIX) and iShares Micro-Cap ETF (IWC). 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.


BRSIXIWCDifference
Sharpe ratioReturn per unit of total volatility

-0.08

Sortino ratioReturn per unit of downside risk

-0.05

Omega ratioGain probability vs. loss probability

1.37

1.38

-0.01

Calmar ratioReturn relative to maximum drawdown

4.98

4.80

+0.18

Martin ratioReturn relative to average drawdown

14.96

15.64

-0.68

BRSIX vs. IWC - Sharpe Ratio Comparison

The current BRSIX Sharpe Ratio is 2.37, which is comparable to the IWC Sharpe Ratio of 2.45. The chart below compares the historical Sharpe Ratios of BRSIX and IWC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

BRSIX vs. IWC - Drawdown Comparison

The maximum BRSIX drawdown since its inception was -61.79%, roughly equal to the maximum IWC drawdown of -64.61%. Use the drawdown chart below to compare losses from any high point for BRSIX and IWC.


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Drawdown Indicators


BRSIXIWCDifference

Max Drawdown

Largest peak-to-trough decline

-61.79%

-64.61%

+2.82%

Max Drawdown (1Y)

Largest decline over 1 year

-11.46%

-12.43%

+0.97%

Max Drawdown (3Y)

Largest decline over 3 years

-30.80%

-29.46%

-1.34%

Max Drawdown (5Y)

Largest decline over 5 years

-53.66%

-40.61%

-13.05%

Max Drawdown (10Y)

Largest decline over 10 years

-54.09%

-47.21%

-6.88%

Current Drawdown

Current decline from peak

-2.76%

0.00%

-2.76%

Average Drawdown

Average peak-to-trough decline

-15.62%

-15.25%

-0.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.81%

3.81%

0.00%

Volatility

BRSIX vs. IWC - Volatility Comparison

The current volatility for Bridgeway Ultra Small Company Market Fund (BRSIX) is 8.21%, while iShares Micro-Cap ETF (IWC) has a volatility of 8.66%. This indicates that BRSIX experiences smaller price fluctuations and is considered to be less risky than IWC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BRSIXIWCDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.21%

8.66%

-0.45%

Volatility (6M)

Calculated over the trailing 6-month period

16.17%

18.16%

-1.99%

Volatility (1Y)

Calculated over the trailing 1-year period

24.03%

24.39%

-0.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.60%

24.58%

+0.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.19%

24.52%

-0.33%

BRSIX vs. IWC - Expense Ratio Comparison

BRSIX has a 0.78% expense ratio, which is higher than IWC's 0.60% expense ratio.


Dividends

BRSIX vs. IWC - Dividend Comparison

BRSIX's dividend yield for the trailing twelve months is around 0.86%, less than IWC's 0.98% yield.


PositionTTM20252024202320222021202020192018201720162015
BRSIX
Bridgeway Ultra Small Company Market Fund
0.86%1.03%0.62%0.89%2.12%1.32%3.46%1.30%16.12%13.71%8.25%12.77%
IWC
iShares Micro-Cap ETF
0.98%1.10%1.06%1.17%1.18%0.78%0.98%1.19%1.01%1.09%1.16%1.49%

Frequently Asked Questions


With a correlation of 0.92, BRSIX and IWC 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.

IWC has higher volatility (8.66%) compared to BRSIX (8.21%). In terms of maximum drawdown, BRSIX dropped -61.79% vs IWC's -64.61%.

IWC currently has the higher Sharpe Ratio (2.45 vs 2.37), 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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