Correlation
The correlation between BRUSX and FZROX is 0.67, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
BRUSX vs. FZROX
Compare and contrast key facts about Bridgeway Ultra Small Company Fund (BRUSX) and Fidelity ZERO Total Market Index Fund (FZROX).
BRUSX is managed by Bridgeway. It was launched on Aug 5, 1994. FZROX is managed by Fidelity.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BRUSX or FZROX.
Performance
BRUSX vs. FZROX - Performance Comparison
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Key characteristics
BRUSX:
0.24
FZROX:
0.70
BRUSX:
0.52
FZROX:
1.00
BRUSX:
1.06
FZROX:
1.15
BRUSX:
0.24
FZROX:
0.64
BRUSX:
0.70
FZROX:
2.42
BRUSX:
9.50%
FZROX:
5.17%
BRUSX:
26.79%
FZROX:
20.15%
BRUSX:
-68.22%
FZROX:
-34.96%
BRUSX:
-13.63%
FZROX:
-3.85%
Returns By Period
In the year-to-date period, BRUSX achieves a -9.90% return, which is significantly lower than FZROX's 0.59% return.
BRUSX
-9.90%
7.25%
-10.76%
6.31%
6.32%
18.88%
6.14%
FZROX
0.59%
6.44%
-2.40%
13.91%
13.86%
15.39%
N/A
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BRUSX vs. FZROX - Expense Ratio Comparison
BRUSX has a 1.26% expense ratio, which is higher than FZROX's 0.00% expense ratio.
Risk-Adjusted Performance
BRUSX vs. FZROX — Risk-Adjusted Performance Rank
BRUSX
FZROX
BRUSX vs. FZROX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Bridgeway Ultra Small Company Fund (BRUSX) and Fidelity ZERO Total Market Index Fund (FZROX). 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.
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Dividends
BRUSX vs. FZROX - Dividend Comparison
BRUSX's dividend yield for the trailing twelve months is around 2.73%, more than FZROX's 1.15% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BRUSX Bridgeway Ultra Small Company Fund | 2.73% | 2.46% | 4.97% | 18.41% | 24.24% | 1.53% | 1.14% | 13.87% | 1.99% | 1.12% | 1.04% | 25.75% |
FZROX Fidelity ZERO Total Market Index Fund | 1.15% | 1.16% | 1.36% | 1.57% | 1.25% | 1.27% | 1.51% | 0.74% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
BRUSX vs. FZROX - Drawdown Comparison
The maximum BRUSX drawdown since its inception was -68.22%, which is greater than FZROX's maximum drawdown of -34.96%. Use the drawdown chart below to compare losses from any high point for BRUSX and FZROX.
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Volatility
BRUSX vs. FZROX - Volatility Comparison
Bridgeway Ultra Small Company Fund (BRUSX) has a higher volatility of 6.80% compared to Fidelity ZERO Total Market Index Fund (FZROX) at 4.99%. This indicates that BRUSX's price experiences larger fluctuations and is considered to be riskier than FZROX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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