Correlation
The correlation between BRSIX and VOO is 0.73, 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.
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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BRSIX or VOO.
Performance
BRSIX vs. VOO - Performance Comparison
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Key characteristics
BRSIX:
0.06
VOO:
0.74
BRSIX:
0.30
VOO:
1.04
BRSIX:
1.04
VOO:
1.15
BRSIX:
0.05
VOO:
0.68
BRSIX:
0.18
VOO:
2.58
BRSIX:
11.24%
VOO:
4.93%
BRSIX:
27.80%
VOO:
19.54%
BRSIX:
-61.79%
VOO:
-33.99%
BRSIX:
-25.00%
VOO:
-3.55%
Returns By Period
In the year-to-date period, BRSIX achieves a -11.22% return, which is significantly lower than VOO's 0.90% return. Over the past 10 years, BRSIX has underperformed VOO with an annualized return of 4.67%, while VOO has yielded a comparatively higher 12.81% annualized return.
BRSIX
-11.22%
8.72%
-14.15%
1.30%
0.56%
10.81%
4.67%
VOO
0.90%
5.53%
-1.46%
13.29%
14.31%
15.89%
12.81%
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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.
Risk-Adjusted Performance
BRSIX vs. VOO — Risk-Adjusted Performance Rank
BRSIX
VOO
BRSIX vs. VOO - Risk-Adjusted Performance 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.
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Dividends
BRSIX vs. VOO - Dividend Comparison
BRSIX's dividend yield for the trailing twelve months is around 0.70%, less than VOO's 1.29% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BRSIX Bridgeway Ultra Small Company Market Fund | 0.70% | 0.62% | 0.90% | 2.12% | 25.65% | 3.46% | 1.30% | 16.12% | 13.71% | 8.25% | 12.85% | 11.21% |
VOO Vanguard S&P 500 ETF | 1.29% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% |
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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Volatility
BRSIX vs. VOO - Volatility Comparison
Bridgeway Ultra Small Company Market Fund (BRSIX) has a higher volatility of 6.87% compared to Vanguard S&P 500 ETF (VOO) at 4.84%. 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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