BRSVX vs. VSIIX
Compare and contrast key facts about Bridgeway Small Cap Value Fund (BRSVX) and Vanguard Small-Cap Value Index Fund Institutional Shares (VSIIX).
BRSVX is managed by Bridgeway. It was launched on Oct 31, 2003. VSIIX is managed by Vanguard. It was launched on Dec 7, 1999.
Performance
BRSVX vs. VSIIX - Performance Comparison
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BRSVX vs. VSIIX - 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% |
VSIIX Vanguard Small-Cap Value Index Fund Institutional Shares | 0.79% | 9.10% | 11.37% | 17.06% | -9.31% | 28.12% | 5.81% | 22.81% | -12.24% | 11.80% |
Returns By Period
In the year-to-date period, BRSVX achieves a 2.10% return, which is significantly higher than VSIIX's 0.79% return. Over the past 10 years, BRSVX has outperformed VSIIX with an annualized return of 11.08%, while VSIIX has yielded a comparatively lower 9.85% 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%
VSIIX
- 1D
- -0.41%
- 1M
- -7.11%
- YTD
- 0.79%
- 6M
- 2.85%
- 1Y
- 16.28%
- 3Y*
- 12.52%
- 5Y*
- 7.36%
- 10Y*
- 9.85%
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BRSVX vs. VSIIX - Expense Ratio Comparison
BRSVX has a 0.83% expense ratio, which is higher than VSIIX's 0.06% expense ratio.
Return for Risk
BRSVX vs. VSIIX — Risk / Return Rank
BRSVX
VSIIX
BRSVX vs. VSIIX - 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 Index Fund Institutional Shares (VSIIX). 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 | VSIIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.87 | 0.82 | +0.05 |
Sortino ratioReturn per unit of downside risk | 1.36 | 1.28 | +0.08 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.17 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.30 | 1.04 | +0.27 |
Martin ratioReturn relative to average drawdown | 4.39 | 4.29 | +0.10 |
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 | VSIIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.87 | 0.82 | +0.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.28 | 0.37 | -0.10 |
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 | 0.42 | -0.08 |
Correlation
The correlation between BRSVX and VSIIX 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. VSIIX - Dividend Comparison
BRSVX's dividend yield for the trailing twelve months is around 2.05%, more than VSIIX's 1.96% 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% |
VSIIX Vanguard Small-Cap Value Index Fund Institutional Shares | 1.96% | 1.96% | 1.99% | 2.10% | 2.04% | 1.76% | 1.69% | 2.07% | 2.36% | 1.80% | 1.77% | 1.99% |
Drawdowns
BRSVX vs. VSIIX - Drawdown Comparison
The maximum BRSVX drawdown since its inception was -67.58%, which is greater than VSIIX's maximum drawdown of -62.05%. Use the drawdown chart below to compare losses from any high point for BRSVX and VSIIX.
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Drawdown Indicators
| BRSVX | VSIIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.58% | -62.05% | -5.53% |
Max Drawdown (1Y)Largest decline over 1 year | -12.94% | -14.16% | +1.22% |
Max Drawdown (5Y)Largest decline over 5 years | -30.52% | -24.09% | -6.43% |
Max Drawdown (10Y)Largest decline over 10 years | -51.67% | -45.38% | -6.29% |
Current DrawdownCurrent decline from peak | -7.94% | -8.24% | +0.30% |
Average DrawdownAverage peak-to-trough decline | -13.74% | -8.57% | -5.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.83% | 3.42% | +0.41% |
Volatility
BRSVX vs. VSIIX - Volatility Comparison
Bridgeway Small Cap Value Fund (BRSVX) has a higher volatility of 5.33% compared to Vanguard Small-Cap Value Index Fund Institutional Shares (VSIIX) at 4.89%. This indicates that BRSVX's price experiences larger fluctuations and is considered to be riskier than VSIIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BRSVX | VSIIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.33% | 4.89% | +0.44% |
Volatility (6M)Calculated over the trailing 6-month period | 13.35% | 11.02% | +2.33% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.17% | 20.61% | +1.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.37% | 19.83% | +2.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.22% | 21.81% | +2.41% |