BRSVX vs. QSMLX
Compare and contrast key facts about Bridgeway Small Cap Value Fund (BRSVX) and AQR Small Cap Multi-Style Fund (QSMLX).
BRSVX is managed by Bridgeway. It was launched on Oct 31, 2003. QSMLX is managed by AQR Funds. It was launched on Mar 26, 2013.
Performance
BRSVX vs. QSMLX - Performance Comparison
Loading graphics...
BRSVX vs. QSMLX - 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% |
QSMLX AQR Small Cap Multi-Style Fund | -0.44% | 17.41% | 11.02% | 24.01% | -18.31% | 26.54% | 17.99% | 20.42% | -14.26% | 9.33% |
Returns By Period
In the year-to-date period, BRSVX achieves a 2.10% return, which is significantly higher than QSMLX's -0.44% return. Over the past 10 years, BRSVX has outperformed QSMLX with an annualized return of 11.08%, while QSMLX has yielded a comparatively lower 10.41% annualized return.
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%
QSMLX
- 1D
- -1.53%
- 1M
- -7.52%
- YTD
- -0.44%
- 6M
- 0.79%
- 1Y
- 25.04%
- 3Y*
- 16.69%
- 5Y*
- 7.23%
- 10Y*
- 10.41%
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. QSMLX - Expense Ratio Comparison
BRSVX has a 0.83% expense ratio, which is higher than QSMLX's 0.72% expense ratio.
Return for Risk
BRSVX vs. QSMLX — Risk / Return Rank
BRSVX
QSMLX
BRSVX vs. QSMLX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Bridgeway Small Cap Value Fund (BRSVX) and AQR Small Cap Multi-Style Fund (QSMLX). 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 | QSMLX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.87 | 1.15 | -0.28 |
Sortino ratioReturn per unit of downside risk | 1.36 | 1.69 | -0.33 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.22 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.30 | 1.92 | -0.62 |
Martin ratioReturn relative to average drawdown | 4.39 | 7.14 | -2.75 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| BRSVX | QSMLX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.87 | 1.15 | -0.28 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.28 | 0.32 | -0.05 |
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 | 0.39 | -0.04 |
Correlation
The correlation between BRSVX and QSMLX is 0.94, 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. QSMLX - Dividend Comparison
BRSVX's dividend yield for the trailing twelve months is around 2.05%, less than QSMLX's 10.36% 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% |
QSMLX AQR Small Cap Multi-Style Fund | 10.36% | 10.31% | 13.88% | 6.74% | 0.87% | 6.13% | 1.77% | 0.97% | 13.57% | 10.71% | 2.53% | 0.22% |
Drawdowns
BRSVX vs. QSMLX - Drawdown Comparison
The maximum BRSVX drawdown since its inception was -67.58%, which is greater than QSMLX's maximum drawdown of -44.38%. Use the drawdown chart below to compare losses from any high point for BRSVX and QSMLX.
Loading graphics...
Drawdown Indicators
| BRSVX | QSMLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.58% | -44.38% | -23.20% |
Max Drawdown (1Y)Largest decline over 1 year | -12.94% | -12.18% | -0.76% |
Max Drawdown (5Y)Largest decline over 5 years | -30.52% | -30.21% | -0.31% |
Max Drawdown (10Y)Largest decline over 10 years | -51.67% | -44.38% | -7.29% |
Current DrawdownCurrent decline from peak | -7.94% | -9.33% | +1.39% |
Average DrawdownAverage peak-to-trough decline | -13.74% | -8.28% | -5.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.83% | 3.27% | +0.56% |
Volatility
BRSVX vs. QSMLX - Volatility Comparison
The current volatility for Bridgeway Small Cap Value Fund (BRSVX) is 5.33%, while AQR Small Cap Multi-Style Fund (QSMLX) has a volatility of 6.75%. This indicates that BRSVX experiences smaller price fluctuations and is considered to be less risky than QSMLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| BRSVX | QSMLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.33% | 6.75% | -1.42% |
Volatility (6M)Calculated over the trailing 6-month period | 13.35% | 14.50% | -1.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.17% | 22.62% | -0.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.37% | 22.50% | -0.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.22% | 23.14% | +1.08% |