BRUSX vs. TQQQ
Compare and contrast key facts about Bridgeway Ultra Small Company Fund (BRUSX) and ProShares UltraPro QQQ (TQQQ).
BRUSX is managed by Bridgeway. It was launched on Aug 5, 1994. TQQQ is a passively managed fund by ProShares that tracks the performance of the NASDAQ-100 Index (300%). It was launched on Feb 9, 2010.
Performance
BRUSX vs. TQQQ - Performance Comparison
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BRUSX vs. TQQQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
TQQQ ProShares UltraPro QQQ | -20.81% | 34.35% | 58.27% | 198.04% | -79.09% | 82.98% | 110.05% | 133.84% | -19.79% | 118.06% |
Returns By Period
In the year-to-date period, BRUSX achieves a -6.03% return, which is significantly higher than TQQQ's -20.81% return. Over the past 10 years, BRUSX has underperformed TQQQ with an annualized return of 7.70%, while TQQQ has yielded a comparatively higher 34.82% 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%
TQQQ
- 1D
- 10.00%
- 1M
- -15.69%
- YTD
- -20.81%
- 6M
- -19.12%
- 1Y
- 46.49%
- 3Y*
- 45.09%
- 5Y*
- 12.72%
- 10Y*
- 34.82%
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BRUSX vs. TQQQ - Expense Ratio Comparison
BRUSX has a 1.26% expense ratio, which is higher than TQQQ's 0.95% expense ratio.
Return for Risk
BRUSX vs. TQQQ — Risk / Return Rank
BRUSX
TQQQ
BRUSX vs. TQQQ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Bridgeway Ultra Small Company Fund (BRUSX) and ProShares UltraPro QQQ (TQQQ). 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.
| BRUSX | TQQQ | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.58 | 0.69 | -0.12 |
Sortino ratioReturn per unit of downside risk | 0.95 | 1.37 | -0.42 |
Omega ratioGain probability vs. loss probability | 1.12 | 1.19 | -0.08 |
Calmar ratioReturn relative to maximum drawdown | 0.78 | 1.25 | -0.48 |
Martin ratioReturn relative to average drawdown | 2.21 | 3.87 | -1.65 |
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
| BRUSX | TQQQ | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.58 | 0.69 | -0.12 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.09 | 0.19 | -0.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.33 | 0.53 | -0.20 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.64 | -0.15 |
Correlation
The correlation between BRUSX and TQQQ is 0.62, 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.
Dividends
BRUSX vs. TQQQ - Dividend Comparison
BRUSX's dividend yield for the trailing twelve months is around 11.23%, more than TQQQ's 0.76% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
TQQQ ProShares UltraPro QQQ | 0.76% | 0.65% | 1.27% | 1.26% | 0.57% | 0.00% | 0.00% | 0.06% | 0.11% | 0.00% | 0.00% | 0.01% |
Drawdowns
BRUSX vs. TQQQ - Drawdown Comparison
The maximum BRUSX drawdown since its inception was -60.38%, smaller than the maximum TQQQ drawdown of -81.66%. Use the drawdown chart below to compare losses from any high point for BRUSX and TQQQ.
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Drawdown Indicators
| BRUSX | TQQQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -60.38% | -81.66% | +21.28% |
Max Drawdown (1Y)Largest decline over 1 year | -14.33% | -36.97% | +22.64% |
Max Drawdown (5Y)Largest decline over 5 years | -39.83% | -81.66% | +41.83% |
Max Drawdown (10Y)Largest decline over 10 years | -55.77% | -81.66% | +25.89% |
Current DrawdownCurrent decline from peak | -12.20% | -30.66% | +18.46% |
Average DrawdownAverage peak-to-trough decline | -13.61% | -18.66% | +5.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.06% | 12.00% | -6.94% |
Volatility
BRUSX vs. TQQQ - Volatility Comparison
The current volatility for Bridgeway Ultra Small Company Fund (BRUSX) is 6.39%, while ProShares UltraPro QQQ (TQQQ) has a volatility of 19.43%. This indicates that BRUSX experiences smaller price fluctuations and is considered to be less risky than TQQQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BRUSX | TQQQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.39% | 19.43% | -13.04% |
Volatility (6M)Calculated over the trailing 6-month period | 15.33% | 38.32% | -22.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.80% | 67.26% | -42.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.39% | 66.55% | -43.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.28% | 65.83% | -42.55% |