BRSVX vs. BUFSX
Compare and contrast key facts about Bridgeway Small Cap Value Fund (BRSVX) and Buffalo Small Cap Fund (BUFSX).
BRSVX is managed by Bridgeway. It was launched on Oct 31, 2003. BUFSX is managed by Buffalo. It was launched on Apr 14, 1998.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BRSVX or BUFSX.
Performance
BRSVX vs. BUFSX - Performance Comparison
Returns By Period
In the year-to-date period, BRSVX achieves a 13.23% return, which is significantly higher than BUFSX's 11.54% return. Over the past 10 years, BRSVX has outperformed BUFSX with an annualized return of 8.37%, while BUFSX has yielded a comparatively lower -7.59% annualized return.
BRSVX
13.23%
9.32%
13.97%
28.97%
17.69%
8.37%
BUFSX
11.54%
6.06%
10.60%
23.24%
2.04%
-7.59%
Key characteristics
BRSVX | BUFSX | |
---|---|---|
Sharpe Ratio | 1.34 | 1.17 |
Sortino Ratio | 2.00 | 1.73 |
Omega Ratio | 1.24 | 1.21 |
Calmar Ratio | 2.04 | 0.34 |
Martin Ratio | 6.12 | 5.99 |
Ulcer Index | 4.73% | 3.88% |
Daily Std Dev | 21.68% | 19.78% |
Max Drawdown | -67.58% | -77.02% |
Current Drawdown | -0.66% | -60.69% |
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BRSVX vs. BUFSX - Expense Ratio Comparison
BRSVX has a 0.83% expense ratio, which is lower than BUFSX's 1.01% expense ratio.
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.
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.
Dividends
BRSVX vs. BUFSX - Dividend Comparison
BRSVX's dividend yield for the trailing twelve months is around 3.15%, while BUFSX has not paid dividends to shareholders.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Bridgeway Small Cap Value Fund | 3.15% | 3.57% | 0.96% | 0.28% | 0.84% | 2.38% | 1.25% | 0.87% | 0.98% | 1.97% | 0.74% | 0.46% |
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.
Volatility
BRSVX vs. BUFSX - Volatility Comparison
Bridgeway Small Cap Value Fund (BRSVX) has a higher volatility of 8.49% compared to Buffalo Small Cap Fund (BUFSX) at 7.58%. 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.