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BRUSX vs. VFMV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BRUSX and VFMV 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. VFMV

Last updated May 31, 2025

Compare and contrast key facts about Bridgeway Ultra Small Company Fund (BRUSX) and Vanguard U.S. Minimum Volatility ETF (VFMV).

BRUSX is managed by Bridgeway. It was launched on Aug 5, 1994. VFMV is managed by Vanguard. It was launched on Feb 13, 2018.

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BRUSX or VFMV.

Performance

BRUSX vs. VFMV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Bridgeway Ultra Small Company Fund (BRUSX) and Vanguard U.S. Minimum Volatility ETF (VFMV). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

BRUSX:

0.24

VFMV:

1.22

Sortino Ratio

BRUSX:

0.52

VFMV:

1.67

Omega Ratio

BRUSX:

1.06

VFMV:

1.24

Calmar Ratio

BRUSX:

0.24

VFMV:

1.49

Martin Ratio

BRUSX:

0.70

VFMV:

6.04

Ulcer Index

BRUSX:

9.50%

VFMV:

2.55%

Daily Std Dev

BRUSX:

26.79%

VFMV:

13.12%

Max Drawdown

BRUSX:

-68.22%

VFMV:

-33.64%

Current Drawdown

BRUSX:

-13.63%

VFMV:

-0.76%

Returns By Period

In the year-to-date period, BRUSX achieves a -9.90% return, which is significantly lower than VFMV's 5.63% return.

BRUSX

YTD

-9.90%

1M

7.25%

6M

-10.76%

1Y

6.31%

3Y*

6.32%

5Y*

18.88%

10Y*

6.14%

VFMV

YTD

5.63%

1M

2.33%

6M

0.11%

1Y

15.87%

3Y*

10.14%

5Y*

11.70%

10Y*

N/A

*Annualized

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Bridgeway Ultra Small Company Fund

Vanguard U.S. Minimum Volatility ETF

BRUSX vs. VFMV - Expense Ratio Comparison

BRUSX has a 1.26% expense ratio, which is higher than VFMV's 0.13% expense ratio.

BRUSX
Bridgeway Ultra Small Company Fund
VFMV
Vanguard U.S. Minimum Volatility ETF
Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

BRUSX vs. VFMV — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
BRUSX
The Risk-Adjusted Performance Rank of BRUSX is 2323
Overall Rank
The Sharpe Ratio Rank of BRUSX is 1919
Sharpe Ratio Rank
The Sortino Ratio Rank of BRUSX is 2626
Sortino Ratio Rank
The Omega Ratio Rank of BRUSX is 2323
Omega Ratio Rank
The Calmar Ratio Rank of BRUSX is 2626
Calmar Ratio Rank
The Martin Ratio Rank of BRUSX is 2222
Martin Ratio Rank
VFMV
The Risk-Adjusted Performance Rank of VFMV is 8585
Overall Rank
The Sharpe Ratio Rank of VFMV is 8484
Sharpe Ratio Rank
The Sortino Ratio Rank of VFMV is 8383
Sortino Ratio Rank
The Omega Ratio Rank of VFMV is 8484
Omega Ratio Rank
The Calmar Ratio Rank of VFMV is 8888
Calmar Ratio Rank
The Martin Ratio Rank of VFMV is 8686
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

BRUSX vs. VFMV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Bridgeway Ultra Small Company Fund (BRUSX) and Vanguard U.S. Minimum Volatility ETF (VFMV). 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.

The current BRUSX Sharpe Ratio is 0.24, which is lower than the VFMV Sharpe Ratio of 1.22. The chart below compares the historical Sharpe Ratios of BRUSX and VFMV, 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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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

BRUSX vs. VFMV - Dividend Comparison

BRUSX's dividend yield for the trailing twelve months is around 2.73%, more than VFMV's 1.49% yield.

TTM20242023202220212020201920182017201620152014
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%
VFMV
Vanguard U.S. Minimum Volatility ETF		1.49%1.46%2.20%2.08%1.31%2.14%2.43%2.30%0.00%0.00%0.00%0.00%

Drawdowns

BRUSX vs. VFMV - Drawdown Comparison

The maximum BRUSX drawdown since its inception was -68.22%, which is greater than VFMV's maximum drawdown of -33.64%. Use the drawdown chart below to compare losses from any high point for BRUSX and VFMV.

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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

BRUSX vs. VFMV - Volatility Comparison

Bridgeway Ultra Small Company Fund (BRUSX) has a higher volatility of 6.80% compared to Vanguard U.S. Minimum Volatility ETF (VFMV) at 3.33%. This indicates that BRUSX's price experiences larger fluctuations and is considered to be riskier than VFMV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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