BRSIX vs. VOO
Compare and contrast key facts about Bridgeway Ultra Small Company Market Fund (BRSIX) and Vanguard S&P 500 ETF (VOO).
BRSIX is managed by Bridgeway. It was launched on Jul 31, 1997. VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Performance
BRSIX vs. VOO - Performance Comparison
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BRSIX vs. VOO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
VOO Vanguard S&P 500 ETF | -4.42% | 17.82% | 24.98% | 26.32% | -18.17% | 28.79% | 18.32% | 31.37% | -4.50% | 21.77% |
Returns By Period
In the year-to-date period, BRSIX achieves a -3.39% return, which is significantly higher than VOO's -4.42% return. Over the past 10 years, BRSIX has underperformed VOO with an annualized return of 6.58%, while VOO has yielded a comparatively higher 14.05% 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%
VOO
- 1D
- 2.86%
- 1M
- -5.01%
- YTD
- -4.42%
- 6M
- -1.84%
- 1Y
- 17.67%
- 3Y*
- 18.27%
- 5Y*
- 11.75%
- 10Y*
- 14.05%
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BRSIX vs. VOO - Expense Ratio Comparison
BRSIX has a 0.78% expense ratio, which is higher than VOO's 0.03% expense ratio.
Return for Risk
BRSIX vs. VOO — Risk / Return Rank
BRSIX
VOO
BRSIX vs. VOO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Bridgeway Ultra Small Company Market Fund (BRSIX) and Vanguard S&P 500 ETF (VOO). 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.
| BRSIX | VOO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.45 | 0.98 | +0.47 |
Sortino ratioReturn per unit of downside risk | 2.07 | 1.50 | +0.57 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.23 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 2.41 | 1.53 | +0.88 |
Martin ratioReturn relative to average drawdown | 8.20 | 7.29 | +0.91 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| BRSIX | VOO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.45 | 0.98 | +0.47 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.13 | 0.70 | -0.83 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.28 | 0.78 | -0.51 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.41 | 0.83 | -0.42 |
Correlation
The correlation between BRSIX and VOO 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.
Dividends
BRSIX vs. VOO - Dividend Comparison
BRSIX's dividend yield for the trailing twelve months is around 1.06%, less than VOO's 1.19% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VOO Vanguard S&P 500 ETF | 1.19% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
Drawdowns
BRSIX vs. VOO - Drawdown Comparison
The maximum BRSIX drawdown since its inception was -61.79%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for BRSIX and VOO.
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Drawdown Indicators
| BRSIX | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.79% | -33.99% | -27.80% |
Max Drawdown (1Y)Largest decline over 1 year | -13.57% | -11.98% | -1.59% |
Max Drawdown (5Y)Largest decline over 5 years | -53.66% | -24.52% | -29.14% |
Max Drawdown (10Y)Largest decline over 10 years | -54.09% | -33.99% | -20.10% |
Current DrawdownCurrent decline from peak | -21.53% | -6.29% | -15.24% |
Average DrawdownAverage peak-to-trough decline | -15.68% | -3.72% | -11.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.20% | 2.52% | +1.68% |
Volatility
BRSIX vs. VOO - Volatility Comparison
Bridgeway Ultra Small Company Market Fund (BRSIX) has a higher volatility of 7.06% compared to Vanguard S&P 500 ETF (VOO) at 5.29%. This indicates that BRSIX's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BRSIX | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.06% | 5.29% | +1.77% |
Volatility (6M)Calculated over the trailing 6-month period | 17.25% | 9.44% | +7.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.41% | 18.10% | +8.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.41% | 16.82% | +7.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.00% | 17.99% | +6.01% |