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

Correlation

The correlation between BRSVX and BUFSX is 0.80, 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. BUFSX - Performance Comparison

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

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Key characteristics

Sharpe Ratio

BRSVX:

-0.25

BUFSX:

-0.13

Sortino Ratio

BRSVX:

-0.34

BUFSX:

-0.10

Omega Ratio

BRSVX:

0.96

BUFSX:

0.99

Calmar Ratio

BRSVX:

-0.30

BUFSX:

-0.10

Martin Ratio

BRSVX:

-0.74

BUFSX:

-0.51

Ulcer Index

BRSVX:

11.17%

BUFSX:

8.91%

Daily Std Dev

BRSVX:

24.35%

BUFSX:

24.57%

Max Drawdown

BRSVX:

-67.58%

BUFSX:

-53.24%

Current Drawdown

BRSVX:

-19.26%

BUFSX:

-37.48%

Returns By Period

In the year-to-date period, BRSVX achieves a -10.52% return, which is significantly lower than BUFSX's -8.33% return. Over the past 10 years, BRSVX has outperformed BUFSX with an annualized return of 8.55%, while BUFSX has yielded a comparatively lower 7.57% annualized return.


BRSVX

YTD

-10.52%

1M

3.12%

6M

-18.06%

1Y

-6.61%

3Y*

2.27%

5Y*

20.45%

10Y*

8.55%

BUFSX

YTD

-8.33%

1M

3.96%

6M

-13.40%

1Y

-4.21%

3Y*

1.20%

5Y*

3.01%

10Y*

7.57%

*Annualized

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Bridgeway Small Cap Value Fund

Buffalo Small Cap Fund

BRSVX vs. BUFSX - Expense Ratio Comparison

BRSVX has a 0.83% expense ratio, which is lower than BUFSX's 1.01% expense ratio.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

BRSVX vs. BUFSX — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BRSVX
The Risk-Adjusted Performance Rank of BRSVX is 55
Overall Rank
The Sharpe Ratio Rank of BRSVX is 66
Sharpe Ratio Rank
The Sortino Ratio Rank of BRSVX is 55
Sortino Ratio Rank
The Omega Ratio Rank of BRSVX is 66
Omega Ratio Rank
The Calmar Ratio Rank of BRSVX is 44
Calmar Ratio Rank
The Martin Ratio Rank of BRSVX is 55
Martin Ratio Rank

BUFSX
The Risk-Adjusted Performance Rank of BUFSX is 1010
Overall Rank
The Sharpe Ratio Rank of BUFSX is 99
Sharpe Ratio Rank
The Sortino Ratio Rank of BUFSX is 1010
Sortino Ratio Rank
The Omega Ratio Rank of BUFSX is 1010
Omega Ratio Rank
The Calmar Ratio Rank of BUFSX is 1111
Calmar Ratio Rank
The Martin Ratio Rank of BUFSX is 88
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

BRSVX vs. BUFSX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Bridgeway Small Cap Value Fund (BRSVX) and Buffalo Small Cap Fund (BUFSX). 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.


The current BRSVX Sharpe Ratio is -0.25, which is lower than the BUFSX Sharpe Ratio of -0.13. The chart below compares the historical Sharpe Ratios of BRSVX and BUFSX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

BRSVX vs. BUFSX - Dividend Comparison

BRSVX's dividend yield for the trailing twelve months is around 8.47%, while BUFSX has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
BRSVX
Bridgeway Small Cap Value Fund
8.47%7.58%2.64%0.96%4.55%0.84%2.38%21.58%0.87%0.98%1.97%0.74%
BUFSX
Buffalo Small Cap Fund
0.00%0.00%0.00%0.00%13.53%9.01%9.14%31.02%30.30%25.19%70.18%10.32%

Drawdowns

BRSVX vs. BUFSX - Drawdown Comparison

The maximum BRSVX drawdown since its inception was -67.58%, which is greater than BUFSX's maximum drawdown of -53.24%. Use the drawdown chart below to compare losses from any high point for BRSVX and BUFSX.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

BRSVX vs. BUFSX - Volatility Comparison

Bridgeway Small Cap Value Fund (BRSVX) and Buffalo Small Cap Fund (BUFSX) have volatilities of 6.04% and 5.88%, 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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