BRSVX vs. VBR
BRSVX (Bridgeway Small Cap Value Fund) and VBR (Vanguard Small-Cap Value ETF) are both Small Cap Value Equities funds. Over the past 10 years, BRSVX returned 12.58%/yr vs 11.01%/yr for VBR. Their correlation of 0.93 suggests significant overlap in exposure. BRSVX charges 0.83%/yr vs 0.05%/yr for VBR.
Performance
BRSVX vs. VBR - Performance Comparison
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Returns By Period
In the year-to-date period, BRSVX achieves a 18.67% return, which is significantly higher than VBR's 13.29% return. Over the past 10 years, BRSVX has outperformed VBR with an annualized return of 12.58%, while VBR has yielded a comparatively lower 11.01% annualized return.
BRSVX
- 1D
- 0.53%
- 1M
- 4.02%
- YTD
- 18.67%
- 6M
- 16.77%
- 1Y
- 35.60%
- 3Y*
- 12.49%
- 5Y*
- 7.39%
- 10Y*
- 12.58%
VBR
- 1D
- -0.11%
- 1M
- 2.54%
- YTD
- 13.29%
- 6M
- 11.72%
- 1Y
- 26.18%
- 3Y*
- 16.90%
- 5Y*
- 8.59%
- 10Y*
- 11.01%
BRSVX vs. VBR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BRSVX Bridgeway Small Cap Value Fund | 18.67% | 5.51% | -0.22% | 14.20% | -7.76% | 67.87% | 12.04% | 15.00% | -13.09% | 7.09% |
VBR Vanguard Small-Cap Value ETF | 13.29% | 9.09% | 12.40% | 16.00% | -9.38% | 28.08% | 5.90% | 22.78% | -12.28% | 11.81% |
Correlation
The correlation between BRSVX and VBR is 0.92, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.92 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.94 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.95 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.94 |
Correlation (All Time) Calculated using the full available price history since Jan 30, 2004 | 0.93 |
The correlation between BRSVX and VBR has been stable across timeframes, ranging from 0.92 to 0.95 - a consistent structural relationship.
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Return for Risk
BRSVX vs. VBR — Risk / Return Rank
BRSVX
VBR
BRSVX vs. VBR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Bridgeway Small Cap Value Fund (BRSVX) and Vanguard Small-Cap Value ETF (VBR). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| BRSVX | VBR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.36 | ||
| Sortino ratioReturn per unit of downside risk | +0.49 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.30 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 4.24 | 2.97 | +1.27 |
| Martin ratioReturn relative to average drawdown | 12.80 | 10.49 | +2.31 |
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Drawdowns
BRSVX vs. VBR - Drawdown Comparison
The maximum BRSVX drawdown since its inception was -67.58%, which is greater than VBR's maximum drawdown of -61.98%. Use the drawdown chart below to compare losses from any high point for BRSVX and VBR.
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Drawdown Indicators
| BRSVX | VBR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.58% | -61.98% | -5.60% |
Max Drawdown (1Y)Largest decline over 1 year | -9.11% | -8.85% | -0.26% |
Max Drawdown (3Y)Largest decline over 3 years | -30.52% | -24.19% | -6.33% |
Max Drawdown (5Y)Largest decline over 5 years | -30.52% | -24.19% | -6.33% |
Max Drawdown (10Y)Largest decline over 10 years | -51.67% | -45.28% | -6.39% |
Current DrawdownCurrent decline from peak | -0.20% | -1.14% | +0.94% |
Average DrawdownAverage peak-to-trough decline | -13.62% | -8.25% | -5.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.01% | 2.50% | +0.51% |
Volatility
BRSVX vs. VBR - Volatility Comparison
Bridgeway Small Cap Value Fund (BRSVX) has a higher volatility of 4.91% compared to Vanguard Small-Cap Value ETF (VBR) at 3.98%. This indicates that BRSVX's price experiences larger fluctuations and is considered to be riskier than VBR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BRSVX | VBR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.91% | 3.98% | +0.93% |
Volatility (6M)Calculated over the trailing 6-month period | 13.17% | 10.66% | +2.51% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.58% | 15.30% | +3.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.10% | 19.73% | +2.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.26% | 21.71% | +2.55% |
BRSVX vs. VBR - Expense Ratio Comparison
BRSVX has a 0.83% expense ratio, which is higher than VBR's 0.05% expense ratio.
Dividends
BRSVX vs. VBR - Dividend Comparison
BRSVX's dividend yield for the trailing twelve months is around 1.77%, more than VBR's 1.73% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BRSVX Bridgeway Small Cap Value Fund | 1.77% | 2.10% | 3.35% | 2.64% | 0.96% | 4.55% | 0.84% | 2.38% | 21.58% | 0.87% | 0.97% | 1.96% |
VBR Vanguard Small-Cap Value ETF | 1.73% | 1.95% | 1.98% | 2.12% | 2.03% | 1.75% | 1.68% | 2.06% | 2.35% | 1.79% | 1.77% | 1.99% |
Frequently Asked Questions
With a correlation of 0.92, BRSVX and VBR move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
BRSVX has higher volatility (4.91%) compared to VBR (3.98%). In terms of maximum drawdown, BRSVX dropped -67.58% vs VBR's -61.98%.
BRSVX currently has the higher Sharpe Ratio (2.08 vs 1.72), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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