BSVO vs. FYT
Compare and contrast key facts about EA Bridgeway Omni Small-Cap Value ETF (BSVO) and First Trust Small Cap Value AlphaDEX Fund (FYT).
BSVO and FYT are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. BSVO is an actively managed fund by Bridgeway. It was launched on Dec 31, 2010. FYT is a passively managed fund by First Trust that tracks the performance of the NASDAQ AlphaDEX Small Cap Value Index. It was launched on Apr 18, 2011.
Performance
BSVO vs. FYT - Performance Comparison
Loading graphics...
BSVO vs. FYT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
BSVO EA Bridgeway Omni Small-Cap Value ETF | 9.12% | 9.21% | 4.68% | 22.38% |
FYT First Trust Small Cap Value AlphaDEX Fund | 9.26% | 4.00% | 3.24% | 24.11% |
Returns By Period
The year-to-date returns for both investments are quite close, with BSVO having a 9.12% return and FYT slightly higher at 9.26%.
BSVO
- 1D
- 0.21%
- 1M
- -2.48%
- YTD
- 9.12%
- 6M
- 13.72%
- 1Y
- 32.58%
- 3Y*
- 14.90%
- 5Y*
- —
- 10Y*
- —
FYT
- 1D
- -0.10%
- 1M
- -2.41%
- YTD
- 9.26%
- 6M
- 10.62%
- 1Y
- 25.69%
- 3Y*
- 12.30%
- 5Y*
- 5.52%
- 10Y*
- 9.67%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
BSVO vs. FYT - Expense Ratio Comparison
BSVO has a 0.47% expense ratio, which is lower than FYT's 0.72% expense ratio.
Return for Risk
BSVO vs. FYT — Risk / Return Rank
BSVO
FYT
BSVO vs. FYT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for EA Bridgeway Omni Small-Cap Value ETF (BSVO) and First Trust Small Cap Value AlphaDEX Fund (FYT). 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.
| BSVO | FYT | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.38 | 1.07 | +0.31 |
Sortino ratioReturn per unit of downside risk | 1.99 | 1.66 | +0.33 |
Omega ratioGain probability vs. loss probability | 1.27 | 1.22 | +0.05 |
Calmar ratioReturn relative to maximum drawdown | 2.19 | 1.71 | +0.49 |
Martin ratioReturn relative to average drawdown | 8.02 | 6.19 | +1.83 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| BSVO | FYT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.38 | 1.07 | +0.31 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.24 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.37 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.68 | 0.38 | +0.30 |
Correlation
The correlation between BSVO and FYT is 0.96, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
BSVO vs. FYT - Dividend Comparison
BSVO's dividend yield for the trailing twelve months is around 1.39%, more than FYT's 1.19% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BSVO EA Bridgeway Omni Small-Cap Value ETF | 1.39% | 1.52% | 1.61% | 1.43% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
FYT First Trust Small Cap Value AlphaDEX Fund | 1.19% | 0.94% | 2.07% | 1.50% | 1.36% | 1.19% | 0.96% | 1.44% | 1.78% | 1.16% | 1.16% | 0.96% |
Drawdowns
BSVO vs. FYT - Drawdown Comparison
The maximum BSVO drawdown since its inception was -28.67%, smaller than the maximum FYT drawdown of -50.48%. Use the drawdown chart below to compare losses from any high point for BSVO and FYT.
Loading graphics...
Drawdown Indicators
| BSVO | FYT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.67% | -50.48% | +21.81% |
Max Drawdown (1Y)Largest decline over 1 year | -14.92% | -15.05% | +0.13% |
Max Drawdown (5Y)Largest decline over 5 years | — | -28.90% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -50.48% | — |
Current DrawdownCurrent decline from peak | -4.13% | -4.13% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -5.99% | -8.62% | +2.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.08% | 4.15% | -0.07% |
Volatility
BSVO vs. FYT - Volatility Comparison
EA Bridgeway Omni Small-Cap Value ETF (BSVO) has a higher volatility of 5.52% compared to First Trust Small Cap Value AlphaDEX Fund (FYT) at 4.66%. This indicates that BSVO's price experiences larger fluctuations and is considered to be riskier than FYT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| BSVO | FYT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.52% | 4.66% | +0.86% |
Volatility (6M)Calculated over the trailing 6-month period | 13.48% | 12.93% | +0.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.76% | 24.21% | -0.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.02% | 22.64% | -0.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.02% | 25.98% | -3.96% |