BRSVX vs. BOSVX
BRSVX (Bridgeway Small Cap Value Fund) and BOSVX (Bridgeway Omni Small-Cap Value Fund) are both Small Cap Value Equities funds from Bridgeway. Over the past 10 years, BRSVX returned 12.58%/yr vs 11.89%/yr for BOSVX. With a 0.96 correlation, they move nearly in lockstep. BRSVX charges 0.83%/yr vs 0.60%/yr for BOSVX.
Performance
BRSVX vs. BOSVX - Performance Comparison
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Returns By Period
In the year-to-date period, BRSVX achieves a 18.67% return, which is significantly lower than BOSVX's 20.89% return. Over the past 10 years, BRSVX has outperformed BOSVX with an annualized return of 12.58%, while BOSVX has yielded a comparatively lower 11.89% annualized return.
BRSVX
- 1D
- 0.53%
- 1M
- 4.02%
- YTD
- 18.67%
- 6M
- 16.77%
- 1Y
- 35.60%
- 3Y*
- 12.49%
- 5Y*
- 7.39%
- 10Y*
- 12.58%
BOSVX
- 1D
- 0.18%
- 1M
- 2.61%
- YTD
- 20.89%
- 6M
- 19.06%
- 1Y
- 43.53%
- 3Y*
- 19.51%
- 5Y*
- 10.57%
- 10Y*
- 11.89%
BRSVX vs. BOSVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BRSVX Bridgeway Small Cap Value Fund | 18.67% | 5.51% | -0.22% | 14.20% | -7.76% | 67.87% | 12.04% | 15.00% | -13.09% | 7.09% |
BOSVX Bridgeway Omni Small-Cap Value Fund | 20.89% | 9.78% | 4.21% | 18.18% | -4.27% | 48.03% | 0.83% | 13.90% | -17.15% | 5.91% |
Correlation
The correlation between BRSVX and BOSVX is 0.96 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.96 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.97 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.97 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.96 |
Correlation (All Time) Calculated using the full available price history since Aug 31, 2011 | 0.96 |
The correlation between BRSVX and BOSVX has been stable across timeframes, ranging from 0.96 to 0.97 - a consistent structural relationship.
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Return for Risk
BRSVX vs. BOSVX — Risk / Return Rank
BRSVX
BOSVX
BRSVX vs. BOSVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Bridgeway Small Cap Value Fund (BRSVX) and Bridgeway Omni Small-Cap Value Fund (BOSVX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| BRSVX | BOSVX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.20 | ||
| Sortino ratioReturn per unit of downside risk | -0.17 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.40 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 4.24 | 5.47 | -1.23 |
| Martin ratioReturn relative to average drawdown | 12.80 | 15.97 | -3.17 |
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Drawdowns
BRSVX vs. BOSVX - Drawdown Comparison
The maximum BRSVX drawdown since its inception was -67.58%, which is greater than BOSVX's maximum drawdown of -57.14%. Use the drawdown chart below to compare losses from any high point for BRSVX and BOSVX.
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Drawdown Indicators
| BRSVX | BOSVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.58% | -57.14% | -10.44% |
Max Drawdown (1Y)Largest decline over 1 year | -9.11% | -8.27% | -0.84% |
Max Drawdown (3Y)Largest decline over 3 years | -30.52% | -28.71% | -1.81% |
Max Drawdown (5Y)Largest decline over 5 years | -30.52% | -28.71% | -1.81% |
Max Drawdown (10Y)Largest decline over 10 years | -51.67% | -57.14% | +5.47% |
Current DrawdownCurrent decline from peak | -0.20% | -2.05% | +1.85% |
Average DrawdownAverage peak-to-trough decline | -13.62% | -8.55% | -5.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.01% | 2.83% | +0.18% |
Volatility
BRSVX vs. BOSVX - Volatility Comparison
Bridgeway Small Cap Value Fund (BRSVX) and Bridgeway Omni Small-Cap Value Fund (BOSVX) have volatilities of 4.91% and 4.73%, 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.
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Volatility by Period
| BRSVX | BOSVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.91% | 4.73% | +0.18% |
Volatility (6M)Calculated over the trailing 6-month period | 13.17% | 13.55% | -0.38% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.58% | 19.83% | -1.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.10% | 22.56% | -0.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.26% | 25.06% | -0.80% |
BRSVX vs. BOSVX - Expense Ratio Comparison
BRSVX has a 0.83% expense ratio, which is higher than BOSVX's 0.60% expense ratio.
Dividends
BRSVX vs. BOSVX - Dividend Comparison
BRSVX's dividend yield for the trailing twelve months is around 1.77%, less than BOSVX's 8.26% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BOSVX Bridgeway Omni Small-Cap Value Fund | 8.26% | 9.99% | 9.71% | 8.55% | 21.96% | 4.12% | 1.21% | 0.99% | 10.36% | 6.66% | 0.89% | 1.00% |
BRSVX Bridgeway Small Cap Value Fund | 1.77% | 2.10% | 3.35% | 2.64% | 0.96% | 4.55% | 0.84% | 2.38% | 21.58% | 0.87% | 0.97% | 1.96% |
Frequently Asked Questions
With a correlation of 0.96, BRSVX and BOSVX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
BRSVX has higher volatility (4.91%) compared to BOSVX (4.73%). In terms of maximum drawdown, BRSVX dropped -67.58% vs BOSVX's -57.14%.
BOSVX currently has the higher Sharpe Ratio (2.28 vs 2.08), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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