BRSVX vs. VSMVX
BRSVX (Bridgeway Small Cap Value Fund) and VSMVX (Vanguard S&P Small-Cap 600 Value Index Fund Institutional Shares) are both Small Cap Value Equities funds. Over the past 10 years, BRSVX returned 12.06%/yr vs 10.18%/yr for VSMVX. Their 0.96 correlation means they have historically moved very closely together. BRSVX charges 0.83%/yr vs 0.08%/yr for VSMVX.
Performance
BRSVX vs. VSMVX - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with BRSVX having a 20.69% return and VSMVX slightly lower at 20.21%. Over the past 10 years, BRSVX has outperformed VSMVX with an annualized return of 12.06%, while VSMVX has yielded a comparatively lower 10.18% annualized return.
BRSVX
- 1D
- 0.00%
- 1M
- 0.84%
- 6M
- 13.88%
- YTD
- 20.69%
- 1Y
- 37.27%
- 3Y*
- 9.27%
- 5Y*
- 8.44%
- 10Y*
- 12.06%
- ALL TIME*
- 9.16%
VSMVX
- 1D
- 0.00%
- 1M
- 0.29%
- 6M
- 12.92%
- YTD
- 20.21%
- 1Y
- 39.48%
- 3Y*
- 12.36%
- 5Y*
- 8.02%
- 10Y*
- 10.18%
- ALL TIME*
- 11.29%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
BRSVX vs. VSMVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BRSVX Bridgeway Small Cap Value Fund | 20.69% | 5.51% | -0.22% | 14.20% | -7.76% | 67.87% | 12.04% | 15.00% | -13.09% | 7.09% |
VSMVX Vanguard S&P Small-Cap 600 Value Index Fund Institutional Shares | 20.21% | 6.38% | 7.53% | 14.85% | -11.12% | 30.85% | 2.79% | 24.47% | -12.67% | 11.64% |
Correlation
The correlation between BRSVX and VSMVX is 0.92, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.92 |
Correlation (3Y) Balances recent behavior with more history. | 0.95 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.96 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.96 |
Correlation (All Time) Calculated using the full available price history since Dec 17, 2012 | 0.96 |
The correlation between BRSVX and VSMVX has been stable across timeframes, ranging from 0.92 to 0.96 - a consistent structural relationship.
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Return for Risk
BRSVX vs. VSMVX — Risk / Return Rank
BRSVX
VSMVX
BRSVX vs. VSMVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Bridgeway Small Cap Value Fund (BRSVX) and Vanguard S&P Small-Cap 600 Value Index Fund Institutional Shares (VSMVX). 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 | VSMVX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.13 | ||
| Sortino ratioReturn per unit of downside risk | -0.14 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.35 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 3.69 | 3.84 | -0.15 |
| Martin ratioReturn relative to average drawdown | 11.44 | 13.25 | -1.82 |
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Drawdowns
BRSVX vs. VSMVX - Drawdown Comparison
The maximum BRSVX drawdown since its inception was -67.58%, which is greater than VSMVX's maximum drawdown of -47.61%. Use the drawdown chart below to compare losses from any high point for BRSVX and VSMVX.
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Drawdown Indicators
| BRSVX | VSMVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.58% | -47.61% | -19.97% |
Max Drawdown (1Y)Largest decline over 1 year | -9.11% | -9.33% | +0.22% |
Max Drawdown (3Y)Largest decline over 3 years | -30.52% | -28.81% | -1.71% |
Max Drawdown (5Y)Largest decline over 5 years | -30.52% | -28.81% | -1.71% |
Max Drawdown (10Y)Largest decline over 10 years | -51.67% | -47.61% | -4.06% |
Current DrawdownCurrent decline from peak | -1.18% | -1.61% | +0.43% |
Average DrawdownAverage peak-to-trough decline | -13.56% | -7.56% | -6.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.94% | 2.70% | +0.24% |
Volatility
BRSVX vs. VSMVX - Volatility Comparison
Bridgeway Small Cap Value Fund (BRSVX) and Vanguard S&P Small-Cap 600 Value Index Fund Institutional Shares (VSMVX) have volatilities of 3.43% and 3.51%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BRSVX | VSMVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.43% | 3.51% | -0.08% |
Volatility (6M)Calculated over the trailing 6-month period | 12.74% | 11.21% | +1.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.92% | 17.83% | +0.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.86% | 21.76% | +0.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.18% | 24.07% | +0.11% |
BRSVX vs. VSMVX - Expense Ratio Comparison
BRSVX has a 0.83% expense ratio, which is higher than VSMVX's 0.08% expense ratio.
Dividends
BRSVX vs. VSMVX - Dividend Comparison
BRSVX's dividend yield for the trailing twelve months is around 6.81%, more than VSMVX's 1.74% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BRSVX Bridgeway Small Cap Value Fund | 6.81% | 2.10% | 3.35% | 2.64% | 0.96% | 4.55% | 0.84% | 2.38% | 21.58% | 0.87% | 0.97% | 1.96% |
VSMVX Vanguard S&P Small-Cap 600 Value Index Fund Institutional Shares | 1.74% | 1.45% | 1.85% | 1.92% | 1.88% | 1.66% | 1.46% | 1.65% | 1.89% | 1.55% | 1.26% | 1.42% |
Frequently Asked Questions
With a correlation of 0.92, BRSVX and VSMVX 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.
VSMVX has higher volatility (3.51%) compared to BRSVX (3.43%). In terms of maximum drawdown, BRSVX dropped -67.58% vs VSMVX's -47.61%.
VSMVX currently has the higher Sharpe Ratio (2.01 vs 1.88), 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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