BRSVX vs. DFSVX
Compare and contrast key facts about Bridgeway Small Cap Value Fund (BRSVX) and DFA U.S. Small Cap Value Portfolio I (DFSVX).
BRSVX is managed by Bridgeway. It was launched on Oct 31, 2003. DFSVX is managed by Dimensional. It was launched on Mar 2, 1993.
Performance
BRSVX vs. DFSVX - Performance Comparison
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BRSVX vs. DFSVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BRSVX Bridgeway Small Cap Value Fund | 2.10% | 5.51% | -0.22% | 14.20% | -7.76% | 67.87% | 12.04% | 15.00% | -13.09% | 7.09% |
DFSVX DFA U.S. Small Cap Value Portfolio I | 4.70% | 8.37% | 9.58% | 19.02% | -3.57% | 39.97% | 2.24% | 18.15% | -15.13% | 6.82% |
Returns By Period
In the year-to-date period, BRSVX achieves a 2.10% return, which is significantly lower than DFSVX's 4.70% return. Both investments have delivered pretty close results over the past 10 years, with BRSVX having a 11.08% annualized return and DFSVX not far behind at 10.61%.
BRSVX
- 1D
- -0.53%
- 1M
- -5.81%
- YTD
- 2.10%
- 6M
- 3.94%
- 1Y
- 19.12%
- 3Y*
- 6.43%
- 5Y*
- 6.15%
- 10Y*
- 11.08%
DFSVX
- 1D
- -0.56%
- 1M
- -5.28%
- YTD
- 4.70%
- 6M
- 8.23%
- 1Y
- 23.60%
- 3Y*
- 13.98%
- 5Y*
- 9.57%
- 10Y*
- 10.61%
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BRSVX vs. DFSVX - Expense Ratio Comparison
BRSVX has a 0.83% expense ratio, which is higher than DFSVX's 0.30% expense ratio.
Return for Risk
BRSVX vs. DFSVX — Risk / Return Rank
BRSVX
DFSVX
BRSVX vs. DFSVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Bridgeway Small Cap Value Fund (BRSVX) and DFA U.S. Small Cap Value Portfolio I (DFSVX). 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.
| BRSVX | DFSVX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.87 | 1.03 | -0.16 |
Sortino ratioReturn per unit of downside risk | 1.36 | 1.55 | -0.19 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.22 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.30 | 1.34 | -0.04 |
Martin ratioReturn relative to average drawdown | 4.39 | 4.99 | -0.60 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| BRSVX | DFSVX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.87 | 1.03 | -0.16 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.28 | 0.44 | -0.17 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.46 | 0.45 | +0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.34 | 0.51 | -0.17 |
Correlation
The correlation between BRSVX and DFSVX is 0.95, 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.
Dividends
BRSVX vs. DFSVX - Dividend Comparison
BRSVX's dividend yield for the trailing twelve months is around 2.05%, more than DFSVX's 1.66% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BRSVX Bridgeway Small Cap Value Fund | 2.05% | 2.10% | 3.35% | 2.64% | 0.96% | 4.55% | 0.84% | 2.38% | 21.58% | 0.87% | 0.97% | 1.96% |
DFSVX DFA U.S. Small Cap Value Portfolio I | 1.66% | 1.69% | 1.47% | 3.67% | 6.77% | 10.40% | 1.96% | 2.83% | 7.54% | 5.18% | 4.18% | 5.29% |
Drawdowns
BRSVX vs. DFSVX - Drawdown Comparison
The maximum BRSVX drawdown since its inception was -67.58%, roughly equal to the maximum DFSVX drawdown of -66.70%. Use the drawdown chart below to compare losses from any high point for BRSVX and DFSVX.
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Drawdown Indicators
| BRSVX | DFSVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.58% | -66.70% | -0.88% |
Max Drawdown (1Y)Largest decline over 1 year | -12.94% | -15.11% | +2.17% |
Max Drawdown (5Y)Largest decline over 5 years | -30.52% | -27.69% | -2.83% |
Max Drawdown (10Y)Largest decline over 10 years | -51.67% | -52.12% | +0.45% |
Current DrawdownCurrent decline from peak | -7.94% | -7.77% | -0.17% |
Average DrawdownAverage peak-to-trough decline | -13.74% | -9.51% | -4.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.83% | 4.14% | -0.31% |
Volatility
BRSVX vs. DFSVX - Volatility Comparison
Bridgeway Small Cap Value Fund (BRSVX) has a higher volatility of 5.33% compared to DFA U.S. Small Cap Value Portfolio I (DFSVX) at 5.00%. This indicates that BRSVX's price experiences larger fluctuations and is considered to be riskier than DFSVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BRSVX | DFSVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.33% | 5.00% | +0.33% |
Volatility (6M)Calculated over the trailing 6-month period | 13.35% | 12.75% | +0.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.17% | 23.31% | -1.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.37% | 21.67% | +0.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.22% | 23.92% | +0.30% |