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BRSVX vs. AVUV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

BRSVX vs. AVUV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Bridgeway Small Cap Value Fund (BRSVX) and Avantis U.S. Small Cap Value ETF (AVUV). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
8.41%
9.08%
BRSVX
AVUV

Returns By Period

In the year-to-date period, BRSVX achieves a 9.65% return, which is significantly lower than AVUV's 13.78% return.


BRSVX

YTD

9.65%

1M

1.98%

6M

8.41%

1Y

24.40%

5Y (annualized)

17.05%

10Y (annualized)

8.19%

AVUV

YTD

13.78%

1M

2.79%

6M

9.08%

1Y

27.70%

5Y (annualized)

16.32%

10Y (annualized)

N/A

Key characteristics


BRSVXAVUV
Sharpe Ratio1.161.33
Sortino Ratio1.772.03
Omega Ratio1.211.25
Calmar Ratio1.742.56
Martin Ratio5.306.72
Ulcer Index4.72%4.18%
Daily Std Dev21.63%21.10%
Max Drawdown-67.58%-49.42%
Current Drawdown-3.80%-3.75%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


BRSVX vs. AVUV - Expense Ratio Comparison

BRSVX has a 0.83% expense ratio, which is higher than AVUV's 0.25% expense ratio.


BRSVX
Bridgeway Small Cap Value Fund
Expense ratio chart for BRSVX: current value at 0.83% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.83%
Expense ratio chart for AVUV: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%

Correlation

-0.50.00.51.01.0

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.

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.


Sharpe ratio
The chart of Sharpe ratio for BRSVX, currently valued at 1.16, compared to the broader market0.002.004.001.161.33
The chart of Sortino ratio for BRSVX, currently valued at 1.77, compared to the broader market0.005.0010.001.772.03
The chart of Omega ratio for BRSVX, currently valued at 1.21, compared to the broader market1.002.003.004.001.211.25
The chart of Calmar ratio for BRSVX, currently valued at 1.74, compared to the broader market0.005.0010.0015.0020.0025.001.742.56
The chart of Martin ratio for BRSVX, currently valued at 5.30, compared to the broader market0.0020.0040.0060.0080.00100.005.306.72
BRSVX
AVUV

The current BRSVX Sharpe Ratio is 1.16, which is comparable to the AVUV Sharpe Ratio of 1.33. The chart below compares the historical Sharpe Ratios of BRSVX and AVUV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio0.000.501.001.502.00JuneJulyAugustSeptemberOctoberNovember
1.16
1.33
BRSVX
AVUV

Dividends

BRSVX vs. AVUV - Dividend Comparison

BRSVX's dividend yield for the trailing twelve months is around 3.25%, more than AVUV's 1.55% yield.


TTM20232022202120202019201820172016201520142013
BRSVX
Bridgeway Small Cap Value Fund
3.25%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
1.55%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.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-3.80%
-3.75%
BRSVX
AVUV

Volatility

BRSVX vs. AVUV - Volatility Comparison

Bridgeway Small Cap Value Fund (BRSVX) and Avantis U.S. Small Cap Value ETF (AVUV) have volatilities of 8.42% and 8.44%, 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.


4.00%5.00%6.00%7.00%8.00%9.00%10.00%JuneJulyAugustSeptemberOctoberNovember
8.42%
8.44%
BRSVX
AVUV