BRUSX vs. BRSIX
BRUSX (Bridgeway Ultra Small Company Fund) and BRSIX (Bridgeway Ultra Small Company Market Fund) are both Small Cap Value Equities funds from Bridgeway. Over the past 10 years, BRUSX returned 9.05%/yr vs 7.51%/yr for BRSIX. Their correlation of 0.90 means they have usually moved in the same direction. BRUSX charges 1.26%/yr vs 0.78%/yr for BRSIX.
Performance
BRUSX vs. BRSIX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, BRUSX achieves a 9.35% return, which is significantly lower than BRSIX's 12.68% return. Over the past 10 years, BRUSX has outperformed BRSIX with an annualized return of 9.05%, while BRSIX has yielded a comparatively lower 7.51% annualized return.
BRUSX
- 1D
- 1.16%
- 1M
- -2.63%
- 6M
- 6.19%
- YTD
- 9.35%
- 1Y
- 25.97%
- 3Y*
- 12.97%
- 5Y*
- 3.35%
- 10Y*
- 9.05%
- ALL TIME*
- 11.63%
BRSIX
- 1D
- 0.00%
- 1M
- -7.25%
- 6M
- 8.92%
- YTD
- 12.68%
- 1Y
- 43.07%
- 3Y*
- 16.11%
- 5Y*
- 0.01%
- 10Y*
- 7.51%
- ALL TIME*
- 9.26%
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 |
BRUSX vs. BRSIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BRUSX Bridgeway Ultra Small Company Fund | 9.35% | 7.13% | 17.57% | 18.14% | -10.99% | 13.85% | 33.43% | 9.52% | -15.77% | 3.86% |
BRSIX Bridgeway Ultra Small Company Market Fund | 12.68% | 20.09% | 14.92% | 11.46% | -23.43% | -1.93% | 25.50% | 15.34% | -17.23% | 12.29% |
Correlation
The correlation between BRUSX and BRSIX 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. | 0.93 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.93 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.93 |
Correlation (All Time) Calculated using the full available price history since Jul 31, 1997 | 0.90 |
The correlation between BRUSX and BRSIX has been stable across timeframes, ranging from 0.90 to 0.93 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
BRUSX vs. BRSIX — Risk / Return Rank
BRUSX
BRSIX
BRUSX vs. BRSIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Bridgeway Ultra Small Company Fund (BRUSX) and Bridgeway Ultra Small Company Market Fund (BRSIX). 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.
| BRUSX | BRSIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.67 | ||
| Sortino ratioReturn per unit of downside risk | -0.85 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.27 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 1.61 | 3.34 | -1.73 |
| Martin ratioReturn relative to average drawdown | 4.68 | 9.75 | -5.07 |
Loading charts...
Drawdowns
BRUSX vs. BRSIX - Drawdown Comparison
The maximum BRUSX drawdown since its inception was -60.38%, roughly equal to the maximum BRSIX drawdown of -61.79%. Use the drawdown chart below to compare losses from any high point for BRUSX and BRSIX.
Loading charts...
Drawdown Indicators
| BRUSX | BRSIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.38% | -61.79% | +1.41% |
Max Drawdown (1Y)Largest decline over 1 year | -12.87% | -11.46% | -1.41% |
Max Drawdown (3Y)Largest decline over 3 years | -27.73% | -30.80% | +3.07% |
Max Drawdown (5Y)Largest decline over 5 years | -38.95% | -52.26% | +13.31% |
Max Drawdown (10Y)Largest decline over 10 years | -55.77% | -54.09% | -1.68% |
Current DrawdownCurrent decline from peak | -4.05% | -8.71% | +4.66% |
Average DrawdownAverage peak-to-trough decline | -13.49% | -15.58% | +2.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.43% | 3.93% | +0.50% |
Volatility
BRUSX vs. BRSIX - Volatility Comparison
Bridgeway Ultra Small Company Fund (BRUSX) has a higher volatility of 4.08% compared to Bridgeway Ultra Small Company Market Fund (BRSIX) at 3.82%. This indicates that BRUSX's price experiences larger fluctuations and is considered to be riskier than BRSIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| BRUSX | BRSIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.08% | 3.82% | +0.26% |
Volatility (6M)Calculated over the trailing 6-month period | 14.68% | 16.02% | -1.34% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.45% | 23.36% | -1.91% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.19% | 24.52% | -1.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.35% | 24.18% | -0.83% |
BRUSX vs. BRSIX - Expense Ratio Comparison
BRUSX has a 1.26% expense ratio, which is higher than BRSIX's 0.78% expense ratio.
Dividends
BRUSX vs. BRSIX - Dividend Comparison
BRUSX's dividend yield for the trailing twelve months is around 9.65%, more than BRSIX's 8.56% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BRSIX Bridgeway Ultra Small Company Market Fund | 8.56% | 1.03% | 0.62% | 0.89% | 2.12% | 1.32% | 3.46% | 1.30% | 16.12% | 13.71% | 8.25% | 12.77% |
BRUSX Bridgeway Ultra Small Company Fund | 9.65% | 10.56% | 2.46% | 4.97% | 18.41% | 7.70% | 1.53% | 1.14% | 13.87% | 1.99% | 1.12% | 1.03% |
Frequently Asked Questions
With a correlation of 0.92, BRUSX and BRSIX 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.
BRUSX has higher volatility (4.08%) compared to BRSIX (3.82%). In terms of maximum drawdown, BRUSX dropped -60.38% vs BRSIX's -61.79%.
BRSIX currently has the higher Sharpe Ratio (1.64 vs 0.97), 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.
Find the right allocation for BRUSX and BRSIX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer