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

Correlation

The correlation between BRSVX and BUFSX is 0.82, 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.


-0.50.00.51.00.8

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.

0.00%5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
0.51%
7.93%
BRSVX
BUFSX

Key characteristics

Sharpe Ratio

BRSVX:

-0.14

BUFSX:

0.32

Sortino Ratio

BRSVX:

-0.04

BUFSX:

0.59

Omega Ratio

BRSVX:

1.00

BUFSX:

1.07

Calmar Ratio

BRSVX:

-0.19

BUFSX:

0.10

Martin Ratio

BRSVX:

-0.57

BUFSX:

1.59

Ulcer Index

BRSVX:

5.34%

BUFSX:

3.99%

Daily Std Dev

BRSVX:

22.34%

BUFSX:

19.67%

Max Drawdown

BRSVX:

-67.58%

BUFSX:

-77.02%

Current Drawdown

BRSVX:

-15.85%

BUFSX:

-62.67%

Returns By Period

In the year-to-date period, BRSVX achieves a -3.30% return, which is significantly lower than BUFSX's 5.95% return. Over the past 10 years, BRSVX has outperformed BUFSX with an annualized return of 6.56%, while BUFSX has yielded a comparatively lower -7.33% annualized return.


BRSVX

YTD

-3.30%

1M

-14.60%

6M

0.51%

1Y

-3.67%

5Y*

13.16%

10Y*

6.56%

BUFSX

YTD

5.95%

1M

-5.02%

6M

7.94%

1Y

5.72%

5Y*

1.72%

10Y*

-7.33%

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. BUFSX - Expense Ratio Comparison

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


BUFSX
Buffalo Small Cap Fund
Expense ratio chart for BUFSX: current value at 1.01% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.01%
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%

Risk-Adjusted Performance

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.


Sharpe ratio
The chart of Sharpe ratio for BRSVX, currently valued at -0.14, compared to the broader market-1.000.001.002.003.004.00-0.140.32
The chart of Sortino ratio for BRSVX, currently valued at -0.04, compared to the broader market-2.000.002.004.006.008.0010.00-0.040.59
The chart of Omega ratio for BRSVX, currently valued at 1.00, compared to the broader market0.501.001.502.002.503.003.501.001.07
The chart of Calmar ratio for BRSVX, currently valued at -0.19, compared to the broader market0.002.004.006.008.0010.0012.0014.00-0.190.10
The chart of Martin ratio for BRSVX, currently valued at -0.57, compared to the broader market0.0020.0040.0060.00-0.571.59
BRSVX
BUFSX

The current BRSVX Sharpe Ratio is -0.14, which is lower than the BUFSX Sharpe Ratio of 0.32. 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.


Rolling 12-month Sharpe Ratio0.000.501.001.50JulyAugustSeptemberOctoberNovemberDecember
-0.14
0.32
BRSVX
BUFSX

Dividends

BRSVX vs. BUFSX - Dividend Comparison

Neither BRSVX nor BUFSX has paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
BRSVX
Bridgeway Small Cap Value Fund
0.00%3.57%0.96%0.28%0.84%2.38%1.25%0.87%0.98%1.97%0.74%0.46%
BUFSX
Buffalo Small Cap Fund
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

BRSVX vs. BUFSX - Drawdown Comparison

The maximum BRSVX drawdown since its inception was -67.58%, smaller than the maximum BUFSX drawdown of -77.02%. Use the drawdown chart below to compare losses from any high point for BRSVX and BUFSX. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-15.85%
-62.67%
BRSVX
BUFSX

Volatility

BRSVX vs. BUFSX - Volatility Comparison

Bridgeway Small Cap Value Fund (BRSVX) has a higher volatility of 8.11% compared to Buffalo Small Cap Fund (BUFSX) at 5.23%. This indicates that BRSVX's price experiences larger fluctuations and is considered to be riskier than BUFSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
8.11%
5.23%
BRSVX
BUFSX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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