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BRSIX vs. SSCVX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BRSIX vs. SSCVX - Performance Comparison

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

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BRSIX vs. SSCVX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BRSIX
Bridgeway Ultra Small Company Market Fund
-3.39%20.09%14.92%11.46%-23.43%-1.93%25.50%15.34%-17.23%12.29%
SSCVX
Columbia Select Small Cap Value Fund
5.82%5.46%12.33%12.47%-15.35%31.25%9.61%18.76%-13.70%12.65%

Returns By Period

In the year-to-date period, BRSIX achieves a -3.39% return, which is significantly lower than SSCVX's 5.82% return. Over the past 10 years, BRSIX has underperformed SSCVX with an annualized return of 6.58%, while SSCVX has yielded a comparatively higher 8.32% annualized return.


BRSIX

1D
-1.13%
1M
-7.88%
YTD
-3.39%
6M
4.17%
1Y
40.23%
3Y*
14.23%
5Y*
-3.16%
10Y*
6.58%

SSCVX

1D
-1.40%
1M
-6.22%
YTD
5.82%
6M
6.09%
1Y
22.66%
3Y*
11.20%
5Y*
5.67%
10Y*
8.32%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BRSIX vs. SSCVX - Expense Ratio Comparison

BRSIX has a 0.78% expense ratio, which is lower than SSCVX's 1.28% expense ratio.


Return for Risk

BRSIX vs. SSCVX — Risk / Return Rank

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

BRSIX
BRSIX Risk / Return Rank: 8080
Overall Rank
BRSIX Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
BRSIX Sortino Ratio Rank: 8282
Sortino Ratio Rank
BRSIX Omega Ratio Rank: 6767
Omega Ratio Rank
BRSIX Calmar Ratio Rank: 8989
Calmar Ratio Rank
BRSIX Martin Ratio Rank: 8282
Martin Ratio Rank

SSCVX
SSCVX Risk / Return Rank: 5555
Overall Rank
SSCVX Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
SSCVX Sortino Ratio Rank: 5757
Sortino Ratio Rank
SSCVX Omega Ratio Rank: 5151
Omega Ratio Rank
SSCVX Calmar Ratio Rank: 5656
Calmar Ratio Rank
SSCVX Martin Ratio Rank: 5656
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. SSCVX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Bridgeway Ultra Small Company Market Fund (BRSIX) and Columbia Select Small Cap Value Fund (SSCVX). 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.


BRSIXSSCVXDifference

Sharpe ratio

Return per unit of total volatility

1.45

1.00

+0.46

Sortino ratio

Return per unit of downside risk

2.07

1.51

+0.56

Omega ratio

Gain probability vs. loss probability

1.25

1.21

+0.04

Calmar ratio

Return relative to maximum drawdown

2.41

1.32

+1.09

Martin ratio

Return relative to average drawdown

8.20

5.44

+2.77

BRSIX vs. SSCVX - Sharpe Ratio Comparison

The current BRSIX Sharpe Ratio is 1.45, which is higher than the SSCVX Sharpe Ratio of 1.00. The chart below compares the historical Sharpe Ratios of BRSIX and SSCVX, 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


BRSIXSSCVXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.45

1.00

+0.46

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.13

0.27

-0.40

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.28

0.36

-0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

0.31

+0.10

Correlation

The correlation between BRSIX and SSCVX is 0.81, 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

BRSIX vs. SSCVX - Dividend Comparison

BRSIX's dividend yield for the trailing twelve months is around 1.06%, less than SSCVX's 10.36% yield.


TTM20252024202320222021202020192018201720162015
BRSIX
Bridgeway Ultra Small Company Market Fund
1.06%1.03%0.62%0.89%2.12%1.32%3.46%1.30%16.12%13.71%8.25%12.77%
SSCVX
Columbia Select Small Cap Value Fund
10.36%10.96%20.45%6.56%4.62%6.64%6.45%0.12%7.59%13.50%6.18%12.44%

Drawdowns

BRSIX vs. SSCVX - Drawdown Comparison

The maximum BRSIX drawdown since its inception was -61.79%, smaller than the maximum SSCVX drawdown of -65.34%. Use the drawdown chart below to compare losses from any high point for BRSIX and SSCVX.


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Drawdown Indicators


BRSIXSSCVXDifference

Max Drawdown

Largest peak-to-trough decline

-61.79%

-65.34%

+3.55%

Max Drawdown (1Y)

Largest decline over 1 year

-13.57%

-15.41%

+1.84%

Max Drawdown (5Y)

Largest decline over 5 years

-53.66%

-29.22%

-24.44%

Max Drawdown (10Y)

Largest decline over 10 years

-54.09%

-48.87%

-5.22%

Current Drawdown

Current decline from peak

-21.53%

-7.88%

-13.65%

Average Drawdown

Average peak-to-trough decline

-15.68%

-11.91%

-3.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.20%

3.74%

+0.46%

Volatility

BRSIX vs. SSCVX - Volatility Comparison

Bridgeway Ultra Small Company Market Fund (BRSIX) has a higher volatility of 7.06% compared to Columbia Select Small Cap Value Fund (SSCVX) at 6.07%. This indicates that BRSIX's price experiences larger fluctuations and is considered to be riskier than SSCVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BRSIXSSCVXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.06%

6.07%

+0.99%

Volatility (6M)

Calculated over the trailing 6-month period

17.25%

12.52%

+4.73%

Volatility (1Y)

Calculated over the trailing 1-year period

26.41%

22.83%

+3.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.41%

21.18%

+3.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.00%

23.44%

+0.56%