BSVO vs. BSMC

Last updated Aug 4, 2026

BSVO (EA Bridgeway Omni Small-Cap Value ETF) and BSMC (Brandes U.S. Small-Mid Cap Value ETF) are both Small Cap Value Equities funds. Both are actively managed. Over the past year, BSVO returned 49.97% vs 32.91% for BSMC. Their correlation of 0.86 means they have usually moved in the same direction. BSVO charges 0.47%/yr vs 0.70%/yr for BSMC.

Performance

BSVO vs. BSMC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in EA Bridgeway Omni Small-Cap Value ETF (BSVO) and Brandes U.S. Small-Mid Cap Value ETF (BSMC). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, BSVO achieves a 27.67% return, which is significantly higher than BSMC's 17.58% return.

BSVO

• 1D: 1.62%
• 1M: 3.17%
• 6M: 16.16%
• YTD: 27.67%
• 1Y: 49.97%
• 3Y*: 16.92%
• 5Y*: —
• 10Y*: —
• ALL TIME*: 18.53%

BSMC

• 1D: 1.16%
• 1M: 3.08%
• 6M: 10.68%
• YTD: 17.58%
• 1Y: 32.91%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 19.93%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
BSMC Brandes U.S. Small-Mid Cap Value ETF	$434.93K	$465.46K	$441.00K
BSVO EA Bridgeway Omni Small-Cap Value ETF	$3.29M	$4.03M	$4.10M

BSVO vs. BSMC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
BSVO EA Bridgeway Omni Small-Cap Value ETF	27.67%	9.21%	4.68%	20.84%
BSMC Brandes U.S. Small-Mid Cap Value ETF	17.58%	15.52%	10.21%	11.69%

Correlation

The correlation between BSVO and BSMC is 0.81, 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.	0.81
Correlation (All Time) Calculated using the full available price history since Oct 5, 2023	0.86

The correlation between BSVO and BSMC has been stable across timeframes, ranging from 0.81 to 0.86 - a consistent structural relationship.

BSVO vs. BSMC - Sectors Allocation Comparison

Sectors	BSVO	BSMC
Financial Services	34.7%	10.5%
Consumer Cyclical	15.7%	7.6%
Industrials	13.0%	16.0%
Energy	12.5%	6.4%
Technology	6.1%	15.1%
Consumer Defensive	4.9%	13.7%
Basic Materials	4.8%	3.8%
Communication Services	4.1%	3.6%
Healthcare	3.7%	23.3%
Real Estate	0.7%	-
Utilities	-	-

Return for Risk

BSVO vs. BSMC — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

BSVO

BSVO Risk / Return Rank: 94
BSVO Sharpe Ratio Rank: 95
BSVO Sortino Ratio Rank: 94
BSVO Omega Ratio Rank: 93
BSVO Calmar Ratio Rank: 96
BSVO Martin Ratio Rank: 94

BSMC

BSMC Risk / Return Rank: 88
BSMC Sharpe Ratio Rank: 89
BSMC Sortino Ratio Rank: 90
BSMC Omega Ratio Rank: 86
BSMC Calmar Ratio Rank: 87
BSMC Martin Ratio Rank: 87

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

BSVO vs. BSMC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for EA Bridgeway Omni Small-Cap Value ETF (BSVO) and Brandes U.S. Small-Mid Cap Value ETF (BSMC). 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.

	BSVO	BSMC	Difference
Sharpe ratio: Return per unit of total volatility	2.80	2.29	+0.51
Sortino ratio: Return per unit of downside risk	3.95	3.32	+0.63
Omega ratio: Gain probability vs. loss probability	1.49	1.40	+0.09
Calmar ratio: Return relative to maximum drawdown	6.04	3.67	+2.37
Martin ratio: Return relative to average drawdown	18.67	13.55	+5.12

BSVO vs. BSMC - Sharpe Ratio Comparison

The current BSVO Sharpe Ratio is 2.80, which is comparable to the BSMC Sharpe Ratio of 2.29. The chart below compares the historical Sharpe Ratios of BSVO and BSMC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

BSVO vs. BSMC - Drawdown Comparison

The maximum BSVO drawdown since its inception was -28.67%, which is greater than BSMC's maximum drawdown of -19.15%. Use the drawdown chart below to compare losses from any high point for BSVO and BSMC.

Drawdown Indicators

	BSVO	BSMC	Difference
Max Drawdown Largest peak-to-trough decline	-28.67%	-19.15%	-9.52%
Max Drawdown (1Y) Largest decline over 1 year	-8.31%	-9.02%	+0.71%
Max Drawdown (3Y) Largest decline over 3 years	-28.67%	—	—
Current Drawdown Current decline from peak	0.00%	-0.27%	+0.27%
Average Drawdown Average peak-to-trough decline	-5.49%	-2.57%	-2.92%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.68%	2.44%	+0.24%

Volatility

BSVO vs. BSMC - Volatility Comparison

The current volatility for EA Bridgeway Omni Small-Cap Value ETF (BSVO) is 3.74%, while Brandes U.S. Small-Mid Cap Value ETF (BSMC) has a volatility of 4.10%. This indicates that BSVO experiences smaller price fluctuations and is considered to be less risky than BSMC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BSVO	BSMC	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.74%	4.10%	-0.36%
Volatility (6M) Calculated over the trailing 6-month period	11.58%	10.46%	+1.12%
Volatility (1Y) Calculated over the trailing 1-year period	17.94%	14.45%	+3.49%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	21.41%	15.96%	+5.45%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.41%	15.96%	+5.45%

BSVO vs. BSMC - Expense Ratio Comparison

BSVO has a 0.47% expense ratio, which is lower than BSMC's 0.70% expense ratio.

Dividends

BSVO vs. BSMC - Dividend Comparison

BSVO's dividend yield for the trailing twelve months is around 1.19%, more than BSMC's 0.89% yield.

Position	TTM	2025	2024	2023
BSMC Brandes U.S. Small-Mid Cap Value ETF	0.89%	1.17%	1.02%	0.15%
BSVO EA Bridgeway Omni Small-Cap Value ETF	1.19%	1.52%	1.61%	1.43%

Frequently Asked Questions

Can I hold both BSVO and BSMC in my portfolio?

BSVO and BSMC have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, BSVO or BSMC?

BSMC has higher volatility (4.10%) compared to BSVO (3.74%). In terms of maximum drawdown, BSVO dropped -28.67% vs BSMC's -19.15%.

Which ETF is better, BSVO or BSMC?

On 1-year performance, BSVO leads with 49.97% vs 32.91% for BSMC. On fees, BSVO is cheaper at 0.47% per year. On volatility, BSVO has been the lower-risk option at 3.74%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, BSVO or BSMC?

Over the 1-year period, BSVO has performed better with a 49.97% return vs 32.91%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, BSVO or BSMC?

BSVO is cheaper with a 0.47% expense ratio, compared with 0.70% for BSMC.

Which ETF pays a higher dividend yield, BSVO or BSMC?

BSVO has the higher dividend yield at 1.19%, compared with 0.89% for BSMC.

What is the main difference between BSVO and BSMC?

They also come from different issuers: Bridgeway and Brandes. Their fees differ too: 0.47% for BSVO and 0.70% for BSMC.

Which has better risk-adjusted returns?

BSVO currently has the higher Sharpe Ratio (2.80 vs 2.29), 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.