BRSVX vs. VBR
Compare and contrast key facts about Bridgeway Small Cap Value Fund (BRSVX) and Vanguard Small-Cap Value ETF (VBR).
BRSVX is managed by Bridgeway. It was launched on Oct 31, 2003. VBR is a passively managed fund by Vanguard that tracks the performance of the MSCI US Small Cap Value Index. It was launched on Jan 26, 2004.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BRSVX or VBR.
Key characteristics
| BRSVX | VBR | |
|---|---|---|
| YTD Return | 3.53% | 14.18% |
| 1Y Return | 20.08% | 30.79% |
| 3Y Return (Ann) | 1.20% | 5.22% |
| 5Y Return (Ann) | 15.99% | 10.93% |
| 10Y Return (Ann) | 9.82% | 9.10% |
| Sharpe Ratio | 1.00 | 1.76 |
| Sortino Ratio | 1.53 | 2.52 |
| Omega Ratio | 1.18 | 1.31 |
| Calmar Ratio | 1.26 | 2.26 |
| Martin Ratio | 4.47 | 9.93 |
| Ulcer Index | 4.72% | 2.96% |
| Daily Std Dev | 21.07% | 16.66% |
| Max Drawdown | -67.58% | -62.01% |
| Current Drawdown | -6.16% | -1.28% |
Correlation
The correlation between BRSVX and VBR 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.
Performance
BRSVX vs. VBR - Performance Comparison
In the year-to-date period, BRSVX achieves a 3.53% return, which is significantly lower than VBR's 14.18% return. Over the past 10 years, BRSVX has outperformed VBR with an annualized return of 9.82%, while VBR has yielded a comparatively lower 9.10% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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BRSVX vs. VBR - Expense Ratio Comparison
BRSVX has a 0.83% expense ratio, which is higher than VBR's 0.07% expense ratio.
Risk-Adjusted Performance
BRSVX vs. VBR - Risk-Adjusted Performance 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.
Dividends
BRSVX vs. VBR - Dividend Comparison
BRSVX's dividend yield for the trailing twelve months is around 2.55%, more than VBR's 1.97% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BRSVX Bridgeway Small Cap Value Fund | 2.55% | 2.64% | 0.96% | 4.55% | 0.84% | 2.38% | 21.58% | 0.87% | 0.97% | 1.96% | 0.74% | 0.39% |
VBR Vanguard Small-Cap Value ETF | 1.97% | 2.12% | 2.03% | 1.75% | 1.68% | 2.06% | 2.35% | 1.79% | 1.77% | 1.99% | 1.77% | 1.87% |
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 -62.01%. Use the drawdown chart below to compare losses from any high point for BRSVX and VBR. For additional features, visit the drawdowns tool.
Volatility
BRSVX vs. VBR - Volatility Comparison
Bridgeway Small Cap Value Fund (BRSVX) has a higher volatility of 4.86% compared to Vanguard Small-Cap Value ETF (VBR) at 3.80%. 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.