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BSVO vs. ISCV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

BSVO vs. ISCV

Last updated Aug 4, 2026
Documentation

BSVO (EA Bridgeway Omni Small-Cap Value ETF) and ISCV (iShares Morningstar Small Cap Value ETF) are both Small Cap Value Equities funds. BSVO is actively managed, while ISCV is passively managed. Over the past 3 years, BSVO returned 16.92%/yr vs 14.82%/yr for ISCV. Their correlation of 0.94 means they have usually moved in the same direction. BSVO charges 0.47%/yr vs 0.06%/yr for ISCV.

Performance

BSVO vs. ISCV - 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 Morningstar Small Cap Value ETF (ISCV). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BSVO achieves a 27.67% return, which is significantly higher than ISCV's 18.54% 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%

ISCV

1D
1.31%
1M
2.21%
6M
12.61%
YTD
18.54%
1Y
34.04%
3Y*
14.82%
5Y*
9.96%
10Y*
8.94%
ALL TIME*
9.04%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)

BSVO

EA Bridgeway Omni Small-Cap Value ETF
$3.29M$4.03M$4.10M

ISCV

iShares Morningstar Small Cap Value ETF
$724.59K$713.11K$865.77K

BSVO vs. ISCV - Yearly Performance Comparison

2026 (YTD)202520242023
BSVO
EA Bridgeway Omni Small-Cap Value ETF		27.67%9.21%4.68%21.95%
ISCV
iShares Morningstar Small Cap Value ETF		18.54%10.38%9.31%16.10%

Correlation

The correlation between BSVO and ISCV is 0.90, 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.

0.90

Correlation (3Y)
Balances recent behavior with more history.

0.94

Correlation (All Time)
Calculated using the full available price history since Mar 13, 2023

0.94

The correlation between BSVO and ISCV has been stable across timeframes, ranging from 0.90 to 0.94 - a consistent structural relationship.

BSVO vs. ISCV - Sectors Allocation Comparison

Sectors
BSVO
ISCV

Financial Services

34.7%
22.4%

Consumer Cyclical

15.7%
14.6%

Industrials

13.0%
12.7%

Energy

12.5%
5.0%

Technology

6.1%
8.4%

Consumer Defensive

4.9%
4.7%

Basic Materials

4.8%
3.1%

Communication Services

4.1%
2.5%

Healthcare

3.7%
11.4%

Real Estate

0.7%
11.3%

Utilities

-

3.9%

Financial Services

BSVO
34.7%
ISCV
22.4%

Consumer Cyclical

BSVO
15.7%
ISCV
14.6%

Industrials

BSVO
13.0%
ISCV
12.7%

Energy

BSVO
12.5%
ISCV
5.0%

Technology

BSVO
6.1%
ISCV
8.4%

Consumer Defensive

BSVO
4.9%
ISCV
4.7%

Basic Materials

BSVO
4.8%
ISCV
3.1%

Communication Services

BSVO
4.1%
ISCV
2.5%

Healthcare

BSVO
3.7%
ISCV
11.4%

Real Estate

BSVO
0.7%
ISCV
11.3%

Utilities

BSVO

-

ISCV
3.9%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

EA Bridgeway Omni Small-Cap Value ETF

iShares Morningstar Small Cap Value ETF

Often compared with BSVO:
BSVO vs. AVUVBSVO vs. EBSBSVO vs. BTDRBSVO vs. SMLVBSVO vs. KREBSVO vs. XSMOBSVO vs. SPMO
Often compared with ISCV:
ISCV vs. AVUVISCV vs. IJSISCV vs. VIOVISCV vs. SPSMISCV vs. SLYVISCV vs. VTIISCV vs. SCHD

Return for Risk

BSVO vs. ISCV — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.
BSVO
BSVO Risk / Return Rank: 9494
Overall Rank
BSVO Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
BSVO Sortino Ratio Rank: 9494
Sortino Ratio Rank
BSVO Omega Ratio Rank: 9393
Omega Ratio Rank
BSVO Calmar Ratio Rank: 9696
Calmar Ratio Rank
BSVO Martin Ratio Rank: 9494
Martin Ratio Rank
ISCV
ISCV Risk / Return Rank: 8888
Overall Rank
ISCV Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
ISCV Sortino Ratio Rank: 9090
Sortino Ratio Rank
ISCV Omega Ratio Rank: 8686
Omega Ratio Rank
ISCV Calmar Ratio Rank: 8888
Calmar Ratio Rank
ISCV Martin Ratio Rank: 8888
Martin Ratio Rank
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. ISCV - 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 Morningstar Small Cap Value ETF (ISCV). 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.

BSVOISCVDifference
Sharpe ratioReturn per unit of total volatility
2.80
2.19

+0.61

Sortino ratioReturn per unit of downside risk
3.95
3.22

+0.73

Omega ratioGain probability vs. loss probability

1.49

1.38

+0.10

Calmar ratioReturn relative to maximum drawdown

6.04

3.70

+2.34

Martin ratioReturn relative to average drawdown

18.67

13.71

+4.97

BSVO vs. ISCV - Sharpe Ratio Comparison

The current BSVO Sharpe Ratio is 2.80, which is comparable to the ISCV Sharpe Ratio of 2.19. The chart below compares the historical Sharpe Ratios of BSVO and ISCV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Drawdowns

BSVO vs. ISCV - Drawdown Comparison

The maximum BSVO drawdown since its inception was -28.67%, smaller than the maximum ISCV drawdown of -63.14%. Use the drawdown chart below to compare losses from any high point for BSVO and ISCV.

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Drawdown Indicators

BSVOISCVDifference

Max Drawdown

Largest peak-to-trough decline

-28.67%

-63.14%

+34.47%

Max Drawdown (1Y)

Largest decline over 1 year

-8.31%

-9.25%

+0.94%

Max Drawdown (3Y)

Largest decline over 3 years

-28.67%

-25.35%

-3.32%

Max Drawdown (5Y)

Largest decline over 5 years

—

-25.35%

—

Max Drawdown (10Y)

Largest decline over 10 years

—

-51.56%

—

Current Drawdown

Current decline from peak

0.00%

-0.07%

+0.07%

Average Drawdown

Average peak-to-trough decline

-5.49%

-9.08%

+3.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.68%

2.49%

+0.19%

Volatility

BSVO vs. ISCV - Volatility Comparison

EA Bridgeway Omni Small-Cap Value ETF (BSVO) and iShares Morningstar Small Cap Value ETF (ISCV) have volatilities of 3.74% and 3.65%, 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

BSVOISCVDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.74%

3.65%

+0.09%

Volatility (6M)

Calculated over the trailing 6-month period

11.58%

10.32%

+1.26%

Volatility (1Y)

Calculated over the trailing 1-year period

17.94%

15.65%

+2.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.41%

20.60%

+0.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.41%

23.21%

-1.80%

BSVO vs. ISCV - Expense Ratio Comparison

BSVO has a 0.47% expense ratio, which is higher than ISCV's 0.06% expense ratio.

Dividends

BSVO vs. ISCV - Dividend Comparison

BSVO's dividend yield for the trailing twelve months is around 1.19%, less than ISCV's 1.80% yield.

PositionTTM20252024202320222021202020192018201720162015
BSVO
EA Bridgeway Omni Small-Cap Value ETF		1.19%1.52%1.61%1.43%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ISCV
iShares Morningstar Small Cap Value ETF		1.80%2.04%2.01%2.21%2.12%1.95%2.01%2.36%2.48%1.74%2.49%2.60%

Frequently Asked Questions

With a correlation of 0.90, BSVO and ISCV move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

BSVO has higher volatility (3.74%) compared to ISCV (3.65%). In terms of maximum drawdown, BSVO dropped -28.67% vs ISCV's -63.14%.

On 3-year performance, BSVO leads with 16.92% vs 14.82% for ISCV. On fees, ISCV is cheaper at 0.06% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, BSVO has performed better with a 16.92% return vs 14.82%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

ISCV is cheaper with a 0.06% expense ratio, compared with 0.47% for BSVO.

ISCV has the higher dividend yield at 1.80%, compared with 1.19% for BSVO.

They also come from different issuers: Bridgeway and iShares. Their fees differ too: 0.47% for BSVO and 0.06% for ISCV.

BSVO currently has the higher Sharpe Ratio (2.80 vs 2.19), 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.

Portfolio Optimizer

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