BRSIX vs. VSIIX
Compare and contrast key facts about Bridgeway Ultra Small Company Market Fund (BRSIX) and Vanguard Small-Cap Value Index Fund Institutional Shares (VSIIX).
BRSIX is managed by Bridgeway. It was launched on Jul 31, 1997. VSIIX is managed by Vanguard. It was launched on Dec 7, 1999.
Performance
BRSIX vs. VSIIX - Performance Comparison
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BRSIX vs. VSIIX - 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% |
VSIIX Vanguard Small-Cap Value Index Fund Institutional Shares | 0.79% | 9.10% | 11.37% | 17.06% | -9.31% | 28.12% | 5.81% | 22.81% | -12.24% | 11.80% |
Returns By Period
In the year-to-date period, BRSIX achieves a -3.39% return, which is significantly lower than VSIIX's 0.79% return. Over the past 10 years, BRSIX has underperformed VSIIX with an annualized return of 6.58%, while VSIIX has yielded a comparatively higher 9.85% 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%
VSIIX
- 1D
- -0.41%
- 1M
- -7.11%
- YTD
- 0.79%
- 6M
- 2.85%
- 1Y
- 16.28%
- 3Y*
- 12.52%
- 5Y*
- 7.36%
- 10Y*
- 9.85%
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BRSIX vs. VSIIX - Expense Ratio Comparison
BRSIX has a 0.78% expense ratio, which is higher than VSIIX's 0.06% expense ratio.
Return for Risk
BRSIX vs. VSIIX — Risk / Return Rank
BRSIX
VSIIX
BRSIX vs. VSIIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Bridgeway Ultra Small Company Market Fund (BRSIX) and Vanguard Small-Cap Value Index Fund Institutional Shares (VSIIX). 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 | VSIIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.45 | 0.82 | +0.64 |
Sortino ratioReturn per unit of downside risk | 2.07 | 1.28 | +0.79 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.17 | +0.08 |
Calmar ratioReturn relative to maximum drawdown | 2.41 | 1.04 | +1.38 |
Martin ratioReturn relative to average drawdown | 8.20 | 4.29 | +3.91 |
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 | VSIIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.45 | 0.82 | +0.64 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.13 | 0.37 | -0.50 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.28 | 0.45 | -0.18 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.41 | 0.42 | -0.02 |
Correlation
The correlation between BRSIX and VSIIX is 0.85, 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. VSIIX - Dividend Comparison
BRSIX's dividend yield for the trailing twelve months is around 1.06%, less than VSIIX's 1.96% 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% |
VSIIX Vanguard Small-Cap Value Index Fund Institutional Shares | 1.96% | 1.96% | 1.99% | 2.10% | 2.04% | 1.76% | 1.69% | 2.07% | 2.36% | 1.80% | 1.77% | 1.99% |
Drawdowns
BRSIX vs. VSIIX - Drawdown Comparison
The maximum BRSIX drawdown since its inception was -61.79%, roughly equal to the maximum VSIIX drawdown of -62.05%. Use the drawdown chart below to compare losses from any high point for BRSIX and VSIIX.
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Drawdown Indicators
| BRSIX | VSIIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.79% | -62.05% | +0.26% |
Max Drawdown (1Y)Largest decline over 1 year | -13.57% | -14.16% | +0.59% |
Max Drawdown (5Y)Largest decline over 5 years | -53.66% | -24.09% | -29.57% |
Max Drawdown (10Y)Largest decline over 10 years | -54.09% | -45.38% | -8.71% |
Current DrawdownCurrent decline from peak | -21.53% | -8.24% | -13.29% |
Average DrawdownAverage peak-to-trough decline | -15.68% | -8.57% | -7.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.20% | 3.42% | +0.78% |
Volatility
BRSIX vs. VSIIX - Volatility Comparison
Bridgeway Ultra Small Company Market Fund (BRSIX) has a higher volatility of 7.06% compared to Vanguard Small-Cap Value Index Fund Institutional Shares (VSIIX) at 4.89%. This indicates that BRSIX's price experiences larger fluctuations and is considered to be riskier than VSIIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BRSIX | VSIIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.06% | 4.89% | +2.17% |
Volatility (6M)Calculated over the trailing 6-month period | 17.25% | 11.02% | +6.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.41% | 20.61% | +5.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.41% | 19.83% | +4.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.00% | 21.81% | +2.19% |