BRSVX vs. AVUV
Compare and contrast key facts about Bridgeway Small Cap Value Fund (BRSVX) and Avantis U.S. Small Cap Value ETF (AVUV).
BRSVX is managed by Bridgeway. It was launched on Oct 31, 2003. AVUV is an actively managed fund by American Century Investments. It was launched on Sep 24, 2019.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BRSVX or AVUV.
Key characteristics
| BRSVX | AVUV | |
|---|---|---|
| YTD Return | 13.99% | 18.21% |
| 1Y Return | 36.76% | 40.46% |
| 3Y Return (Ann) | 4.11% | 9.87% |
| 5Y Return (Ann) | 17.64% | 16.70% |
| Sharpe Ratio | 1.69 | 1.94 |
| Sortino Ratio | 2.48 | 2.83 |
| Omega Ratio | 1.30 | 1.35 |
| Calmar Ratio | 2.03 | 3.85 |
| Martin Ratio | 8.03 | 10.17 |
| Ulcer Index | 4.70% | 4.16% |
| Daily Std Dev | 22.34% | 21.74% |
| Max Drawdown | -67.58% | -49.42% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between BRSVX and AVUV is 0.96, 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.
Performance
BRSVX vs. AVUV - Performance Comparison
In the year-to-date period, BRSVX achieves a 13.99% return, which is significantly lower than AVUV's 18.21% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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BRSVX vs. AVUV - Expense Ratio Comparison
BRSVX has a 0.83% expense ratio, which is higher than AVUV's 0.25% expense ratio.
Risk-Adjusted Performance
BRSVX vs. AVUV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Bridgeway Small Cap Value Fund (BRSVX) and Avantis U.S. Small Cap Value ETF (AVUV). 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.
Dividends
BRSVX vs. AVUV - Dividend Comparison
BRSVX's dividend yield for the trailing twelve months is around 3.13%, more than AVUV's 1.49% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BRSVX Bridgeway Small Cap Value Fund | 3.13% | 3.57% | 0.96% | 0.28% | 0.84% | 2.38% | 1.25% | 0.87% | 0.98% | 1.97% | 0.74% | 0.46% |
AVUV Avantis U.S. Small Cap Value ETF | 1.49% | 1.65% | 1.74% | 1.28% | 1.21% | 0.38% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
BRSVX vs. AVUV - Drawdown Comparison
The maximum BRSVX drawdown since its inception was -67.58%, which is greater than AVUV's maximum drawdown of -49.42%. Use the drawdown chart below to compare losses from any high point for BRSVX and AVUV. For additional features, visit the drawdowns tool.
Volatility
BRSVX vs. AVUV - Volatility Comparison
Bridgeway Small Cap Value Fund (BRSVX) and Avantis U.S. Small Cap Value ETF (AVUV) have volatilities of 8.70% and 8.55%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.