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BSVO vs. IJS
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BSVO vs. IJS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in EA Bridgeway Omni Small-Cap Value ETF (BSVO) and iShares S&P SmallCap 600 Value ETF (IJS). The values are adjusted to include any dividend payments, if applicable.

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BSVO vs. IJS - Yearly Performance Comparison


2026 (YTD)202520242023
BSVO
EA Bridgeway Omni Small-Cap Value ETF
8.88%9.21%4.68%22.38%
IJS
iShares S&P SmallCap 600 Value ETF
4.34%6.54%7.33%14.67%

Returns By Period

In the year-to-date period, BSVO achieves a 8.88% return, which is significantly higher than IJS's 4.34% return.


BSVO

1D
1.76%
1M
-2.02%
YTD
8.88%
6M
13.66%
1Y
32.43%
3Y*
14.82%
5Y*
10Y*

IJS

1D
2.19%
1M
-3.37%
YTD
4.34%
6M
7.80%
1Y
23.41%
3Y*
9.98%
5Y*
4.72%
10Y*
9.34%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BSVO vs. IJS - Expense Ratio Comparison

BSVO has a 0.47% expense ratio, which is higher than IJS's 0.25% expense ratio.


Return for Risk

BSVO vs. IJS — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BSVO
BSVO Risk / Return Rank: 7676
Overall Rank
BSVO Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
BSVO Sortino Ratio Rank: 7878
Sortino Ratio Rank
BSVO Omega Ratio Rank: 7373
Omega Ratio Rank
BSVO Calmar Ratio Rank: 7979
Calmar Ratio Rank
BSVO Martin Ratio Rank: 7575
Martin Ratio Rank

IJS
IJS Risk / Return Rank: 6161
Overall Rank
IJS Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
IJS Sortino Ratio Rank: 6262
Sortino Ratio Rank
IJS Omega Ratio Rank: 5757
Omega Ratio Rank
IJS Calmar Ratio Rank: 6464
Calmar Ratio Rank
IJS Martin Ratio Rank: 6262
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BSVO vs. IJS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for EA Bridgeway Omni Small-Cap Value ETF (BSVO) and iShares S&P SmallCap 600 Value ETF (IJS). 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.


BSVOIJSDifference

Sharpe ratio

Return per unit of total volatility

1.37

0.99

+0.38

Sortino ratio

Return per unit of downside risk

1.98

1.51

+0.47

Omega ratio

Gain probability vs. loss probability

1.27

1.20

+0.07

Calmar ratio

Return relative to maximum drawdown

2.15

1.52

+0.63

Martin ratio

Return relative to average drawdown

7.86

5.74

+2.12

BSVO vs. IJS - Sharpe Ratio Comparison

The current BSVO Sharpe Ratio is 1.37, which is higher than the IJS Sharpe Ratio of 0.99. The chart below compares the historical Sharpe Ratios of BSVO and IJS, 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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Sharpe Ratios by Period


BSVOIJSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.37

0.99

+0.38

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.21

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.40

Sharpe Ratio (All Time)

Calculated using the full available price history

0.68

0.39

+0.29

Correlation

The correlation between BSVO and IJS is 0.95, 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. IJS - Dividend Comparison

BSVO's dividend yield for the trailing twelve months is around 1.40%, less than IJS's 1.42% yield.


TTM20252024202320222021202020192018201720162015
BSVO
EA Bridgeway Omni Small-Cap Value ETF
1.40%1.52%1.61%1.43%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IJS
iShares S&P SmallCap 600 Value ETF
1.42%1.62%1.78%1.42%1.46%1.52%1.00%1.66%1.75%1.41%1.22%1.59%

Drawdowns

BSVO vs. IJS - Drawdown Comparison

The maximum BSVO drawdown since its inception was -28.67%, smaller than the maximum IJS drawdown of -60.11%. Use the drawdown chart below to compare losses from any high point for BSVO and IJS.


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Drawdown Indicators


BSVOIJSDifference

Max Drawdown

Largest peak-to-trough decline

-28.67%

-60.11%

+31.44%

Max Drawdown (1Y)

Largest decline over 1 year

-14.92%

-15.68%

+0.76%

Max Drawdown (5Y)

Largest decline over 5 years

-28.65%

Max Drawdown (10Y)

Largest decline over 10 years

-47.68%

Current Drawdown

Current decline from peak

-4.34%

-6.22%

+1.88%

Average Drawdown

Average peak-to-trough decline

-6.00%

-9.95%

+3.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.07%

4.14%

-0.07%

Volatility

BSVO vs. IJS - Volatility Comparison

EA Bridgeway Omni Small-Cap Value ETF (BSVO) and iShares S&P SmallCap 600 Value ETF (IJS) have volatilities of 5.59% and 5.39%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BSVOIJSDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.59%

5.39%

+0.20%

Volatility (6M)

Calculated over the trailing 6-month period

13.48%

13.52%

-0.04%

Volatility (1Y)

Calculated over the trailing 1-year period

23.76%

23.75%

+0.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.04%

22.14%

-0.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.04%

23.61%

-1.57%