BRSVX vs. PRVIX
Compare and contrast key facts about Bridgeway Small Cap Value Fund (BRSVX) and T. Rowe Price Small-Cap Value Fund Class I (PRVIX).
BRSVX is managed by Bridgeway. It was launched on Oct 31, 2003. PRVIX is a passively managed fund by T. Rowe Price that tracks the performance of the Russell 2000 Value Index. It was launched on Aug 28, 2015.
Performance
BRSVX vs. PRVIX - Performance Comparison
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BRSVX vs. PRVIX - 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% |
PRVIX T. Rowe Price Small-Cap Value Fund Class I | 1.00% | 21.38% | 10.96% | 12.46% | -18.42% | 25.60% | 12.58% | 25.95% | -11.49% | 12.86% |
Returns By Period
In the year-to-date period, BRSVX achieves a 2.10% return, which is significantly higher than PRVIX's 1.00% return. Both investments have delivered pretty close results over the past 10 years, with BRSVX having a 11.08% annualized return and PRVIX not far behind at 10.74%.
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%
PRVIX
- 1D
- -0.92%
- 1M
- -6.73%
- YTD
- 1.00%
- 6M
- 15.65%
- 1Y
- 29.88%
- 3Y*
- 15.16%
- 5Y*
- 6.86%
- 10Y*
- 10.74%
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BRSVX vs. PRVIX - Expense Ratio Comparison
BRSVX has a 0.83% expense ratio, which is higher than PRVIX's 0.66% expense ratio.
Return for Risk
BRSVX vs. PRVIX — Risk / Return Rank
BRSVX
PRVIX
BRSVX vs. PRVIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Bridgeway Small Cap Value Fund (BRSVX) and T. Rowe Price Small-Cap Value Fund Class I (PRVIX). 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 | PRVIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.87 | 1.30 | -0.43 |
Sortino ratioReturn per unit of downside risk | 1.36 | 2.08 | -0.72 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.28 | -0.10 |
Calmar ratioReturn relative to maximum drawdown | 1.30 | 1.93 | -0.63 |
Martin ratioReturn relative to average drawdown | 4.39 | 8.07 | -3.68 |
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 | PRVIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.87 | 1.30 | -0.43 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.28 | 0.34 | -0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.46 | 0.51 | -0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.34 | 0.50 | -0.16 |
Correlation
The correlation between BRSVX and PRVIX is 0.93, 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. PRVIX - Dividend Comparison
BRSVX's dividend yield for the trailing twelve months is around 2.05%, less than PRVIX's 22.88% 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% |
PRVIX T. Rowe Price Small-Cap Value Fund Class I | 22.88% | 23.11% | 9.96% | 3.40% | 5.54% | 7.15% | 2.12% | 4.72% | 9.61% | 3.79% | 3.88% | 22.61% |
Drawdowns
BRSVX vs. PRVIX - Drawdown Comparison
The maximum BRSVX drawdown since its inception was -67.58%, which is greater than PRVIX's maximum drawdown of -40.95%. Use the drawdown chart below to compare losses from any high point for BRSVX and PRVIX.
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Drawdown Indicators
| BRSVX | PRVIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.58% | -40.95% | -26.63% |
Max Drawdown (1Y)Largest decline over 1 year | -12.94% | -14.06% | +1.12% |
Max Drawdown (5Y)Largest decline over 5 years | -30.52% | -28.00% | -2.52% |
Max Drawdown (10Y)Largest decline over 10 years | -51.67% | -40.95% | -10.72% |
Current DrawdownCurrent decline from peak | -7.94% | -8.14% | +0.20% |
Average DrawdownAverage peak-to-trough decline | -13.74% | -8.44% | -5.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.83% | 3.65% | +0.18% |
Volatility
BRSVX vs. PRVIX - Volatility Comparison
The current volatility for Bridgeway Small Cap Value Fund (BRSVX) is 5.33%, while T. Rowe Price Small-Cap Value Fund Class I (PRVIX) has a volatility of 6.11%. This indicates that BRSVX experiences smaller price fluctuations and is considered to be less risky than PRVIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BRSVX | PRVIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.33% | 6.11% | -0.78% |
Volatility (6M)Calculated over the trailing 6-month period | 13.35% | 15.98% | -2.63% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.17% | 23.85% | -1.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.37% | 20.43% | +1.94% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.22% | 21.29% | +2.93% |