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BRUSX vs. BRAGX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BRUSX vs. BRAGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Bridgeway Ultra Small Company Fund (BRUSX) and Bridgeway Aggressive Investors 1 Fund (BRAGX). The values are adjusted to include any dividend payments, if applicable.

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BRUSX vs. BRAGX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BRUSX
Bridgeway Ultra Small Company Fund
-6.03%7.13%17.57%18.14%-10.99%13.85%33.43%9.52%-15.77%3.86%
BRAGX
Bridgeway Aggressive Investors 1 Fund
-5.37%18.09%35.79%23.13%-22.41%10.96%14.35%21.86%-22.42%18.44%

Returns By Period

In the year-to-date period, BRUSX achieves a -6.03% return, which is significantly lower than BRAGX's -5.37% return. Over the past 10 years, BRUSX has underperformed BRAGX with an annualized return of 7.70%, while BRAGX has yielded a comparatively higher 9.42% annualized return.


BRUSX

1D
-0.70%
1M
-8.64%
YTD
-6.03%
6M
-8.04%
1Y
15.35%
3Y*
10.40%
5Y*
2.10%
10Y*
7.70%

BRAGX

1D
-1.12%
1M
-6.58%
YTD
-5.37%
6M
-3.43%
1Y
18.40%
3Y*
20.43%
5Y*
8.26%
10Y*
9.42%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BRUSX vs. BRAGX - Expense Ratio Comparison

BRUSX has a 1.26% expense ratio, which is higher than BRAGX's 0.39% expense ratio.


Return for Risk

BRUSX vs. BRAGX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BRUSX
BRUSX Risk / Return Rank: 2323
Overall Rank
BRUSX Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
BRUSX Sortino Ratio Rank: 2424
Sortino Ratio Rank
BRUSX Omega Ratio Rank: 1919
Omega Ratio Rank
BRUSX Calmar Ratio Rank: 2727
Calmar Ratio Rank
BRUSX Martin Ratio Rank: 2121
Martin Ratio Rank

BRAGX
BRAGX Risk / Return Rank: 5151
Overall Rank
BRAGX Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
BRAGX Sortino Ratio Rank: 4747
Sortino Ratio Rank
BRAGX Omega Ratio Rank: 4949
Omega Ratio Rank
BRAGX Calmar Ratio Rank: 5252
Calmar Ratio Rank
BRAGX Martin Ratio Rank: 6161
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BRUSX vs. BRAGX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Bridgeway Ultra Small Company Fund (BRUSX) and Bridgeway Aggressive Investors 1 Fund (BRAGX). 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.


BRUSXBRAGXDifference

Sharpe ratio

Return per unit of total volatility

0.58

0.88

-0.30

Sortino ratio

Return per unit of downside risk

0.95

1.35

-0.40

Omega ratio

Gain probability vs. loss probability

1.12

1.20

-0.08

Calmar ratio

Return relative to maximum drawdown

0.78

1.24

-0.47

Martin ratio

Return relative to average drawdown

2.21

5.83

-3.62

BRUSX vs. BRAGX - Sharpe Ratio Comparison

The current BRUSX Sharpe Ratio is 0.58, which is lower than the BRAGX Sharpe Ratio of 0.88. The chart below compares the historical Sharpe Ratios of BRUSX and BRAGX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


BRUSXBRAGXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.58

0.88

-0.30

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.09

0.41

-0.32

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.33

0.44

-0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

0.45

+0.03

Correlation

The correlation between BRUSX and BRAGX is 0.76, 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

BRUSX vs. BRAGX - Dividend Comparison

BRUSX's dividend yield for the trailing twelve months is around 11.23%, less than BRAGX's 19.97% yield.


TTM20252024202320222021202020192018201720162015
BRUSX
Bridgeway Ultra Small Company Fund
11.23%10.56%2.46%4.97%18.41%7.70%1.53%1.14%13.87%1.99%1.12%1.03%
BRAGX
Bridgeway Aggressive Investors 1 Fund
19.97%18.90%3.19%0.88%1.46%1.18%1.01%1.30%11.62%0.00%0.56%0.05%

Drawdowns

BRUSX vs. BRAGX - Drawdown Comparison

The maximum BRUSX drawdown since its inception was -60.38%, smaller than the maximum BRAGX drawdown of -67.04%. Use the drawdown chart below to compare losses from any high point for BRUSX and BRAGX.


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Drawdown Indicators


BRUSXBRAGXDifference

Max Drawdown

Largest peak-to-trough decline

-60.38%

-67.04%

+6.66%

Max Drawdown (1Y)

Largest decline over 1 year

-14.33%

-13.13%

-1.20%

Max Drawdown (5Y)

Largest decline over 5 years

-39.83%

-35.92%

-3.91%

Max Drawdown (10Y)

Largest decline over 10 years

-55.77%

-46.74%

-9.03%

Current Drawdown

Current decline from peak

-12.20%

-8.08%

-4.12%

Average Drawdown

Average peak-to-trough decline

-13.61%

-16.06%

+2.45%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.06%

2.79%

+2.27%

Volatility

BRUSX vs. BRAGX - Volatility Comparison

Bridgeway Ultra Small Company Fund (BRUSX) has a higher volatility of 6.39% compared to Bridgeway Aggressive Investors 1 Fund (BRAGX) at 5.09%. This indicates that BRUSX's price experiences larger fluctuations and is considered to be riskier than BRAGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BRUSXBRAGXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.39%

5.09%

+1.30%

Volatility (6M)

Calculated over the trailing 6-month period

15.33%

11.62%

+3.71%

Volatility (1Y)

Calculated over the trailing 1-year period

24.80%

21.25%

+3.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.39%

20.40%

+2.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.28%

21.36%

+1.92%