BSVO vs. MYLD

Last updated Jul 18, 2026

BSVO (EA Bridgeway Omni Small-Cap Value ETF) and MYLD (Cambria Micro And Smallcap Shareholder Yield ETF) are both Small Cap Value Equities funds. Both are actively managed. Over the past year, BSVO returned 40.07% vs 40.22% for MYLD. Their correlation of 0.93 suggests significant overlap in exposure. BSVO charges 0.47%/yr vs 0.59%/yr for MYLD.

Performance

BSVO vs. MYLD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in EA Bridgeway Omni Small-Cap Value ETF (BSVO) and Cambria Micro And Smallcap Shareholder Yield ETF (MYLD). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both stocks are quite close, with BSVO having a 26.22% return and MYLD slightly lower at 25.50%.

BSVO

• 1D: -0.98%
• 1M: 5.15%
• 6M: 17.95%
• YTD: 26.22%
• 1Y: 40.07%
• 3Y*: 17.84%
• 5Y*: —
• 10Y*: —

MYLD

• 1D: -0.73%
• 1M: 8.71%
• 6M: 17.92%
• YTD: 25.50%
• 1Y: 40.22%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

BSVO vs. MYLD - Yearly Performance Comparison

	2026 (YTD)	2025	2024
BSVO EA Bridgeway Omni Small-Cap Value ETF	26.22%	9.21%	7.37%
MYLD Cambria Micro And Smallcap Shareholder Yield ETF	25.50%	10.48%	6.53%

Correlation

The correlation between BSVO and MYLD is 0.90, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.90
Correlation (All Time) Calculated using the full available price history since Jan 4, 2024	0.93

The correlation between BSVO and MYLD has been stable across timeframes, ranging from 0.90 to 0.93 - a consistent structural relationship.

Return for Risk

BSVO vs. MYLD — Risk / Return Rank

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

BSVO

BSVO Risk / Return Rank: 87
BSVO Sharpe Ratio Rank: 85
BSVO Sortino Ratio Rank: 86
BSVO Omega Ratio Rank: 82
BSVO Calmar Ratio Rank: 93
BSVO Martin Ratio Rank: 86

MYLD

MYLD Risk / Return Rank: 86
MYLD Sharpe Ratio Rank: 88
MYLD Sortino Ratio Rank: 89
MYLD Omega Ratio Rank: 85
MYLD Calmar Ratio Rank: 89
MYLD Martin Ratio Rank: 81

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. MYLD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for EA Bridgeway Omni Small-Cap Value ETF (BSVO) and Cambria Micro And Smallcap Shareholder Yield ETF (MYLD). 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	MYLD	Difference
Sharpe ratio: Return per unit of total volatility	2.19	2.23	-0.04
Sortino ratio: Return per unit of downside risk	3.13	3.23	-0.10
Omega ratio: Gain probability vs. loss probability	1.38	1.40	-0.01
Calmar ratio: Return relative to maximum drawdown	4.84	4.07	+0.77
Martin ratio: Return relative to average drawdown	13.86	11.84	+2.02

BSVO vs. MYLD - Sharpe Ratio Comparison

The current BSVO Sharpe Ratio is 2.19, which is comparable to the MYLD Sharpe Ratio of 2.23. The chart below compares the historical Sharpe Ratios of BSVO and MYLD, 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. MYLD - Drawdown Comparison

The maximum BSVO drawdown since its inception was -28.67%, roughly equal to the maximum MYLD drawdown of -28.23%. Use the drawdown chart below to compare losses from any high point for BSVO and MYLD.

Drawdown Indicators

	BSVO	MYLD	Difference
Max Drawdown Largest peak-to-trough decline	-28.67%	-28.23%	-0.44%
Max Drawdown (1Y) Largest decline over 1 year	-8.31%	-9.92%	+1.61%
Max Drawdown (3Y) Largest decline over 3 years	-28.67%	—	—
Current Drawdown Current decline from peak	-0.98%	-0.73%	-0.25%
Average Drawdown Average peak-to-trough decline	-5.55%	-5.74%	+0.19%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.90%	3.41%	-0.51%

Volatility

BSVO vs. MYLD - Volatility Comparison

The current volatility for EA Bridgeway Omni Small-Cap Value ETF (BSVO) is 3.55%, while Cambria Micro And Smallcap Shareholder Yield ETF (MYLD) has a volatility of 4.48%. This indicates that BSVO experiences smaller price fluctuations and is considered to be less risky than MYLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BSVO	MYLD	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.55%	4.48%	-0.93%
Volatility (6M) Calculated over the trailing 6-month period	12.13%	12.16%	-0.03%
Volatility (1Y) Calculated over the trailing 1-year period	18.45%	18.20%	+0.25%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	21.49%	19.79%	+1.70%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.49%	19.79%	+1.70%

BSVO vs. MYLD - Expense Ratio Comparison

BSVO has a 0.47% expense ratio, which is lower than MYLD's 0.59% expense ratio.

Dividends

BSVO vs. MYLD - Dividend Comparison

BSVO's dividend yield for the trailing twelve months is around 1.20%, less than MYLD's 2.10% yield.

Position	TTM	2025	2024	2023
BSVO EA Bridgeway Omni Small-Cap Value ETF	1.20%	1.52%	1.61%	1.43%
MYLD Cambria Micro And Smallcap Shareholder Yield ETF	2.10%	6.22%	3.26%	0.00%

Frequently Asked Questions

Can I hold both BSVO and MYLD in my portfolio?

With a correlation of 0.90, BSVO and MYLD 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.

Which is riskier, BSVO or MYLD?

MYLD has higher volatility (4.48%) compared to BSVO (3.55%). In terms of maximum drawdown, BSVO dropped -28.67% vs MYLD's -28.23%.

Which ETF is better, BSVO or MYLD?

On 1-year performance, MYLD leads with 40.22% vs 40.07% for BSVO. On fees, BSVO is cheaper at 0.47% per year. On volatility, BSVO has been the lower-risk option at 3.55%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, BSVO or MYLD?

Over the 1-year period, MYLD has performed better with a 40.22% return vs 40.07%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, BSVO or MYLD?

BSVO is cheaper with a 0.47% expense ratio, compared with 0.59% for MYLD.

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

MYLD has the higher dividend yield at 2.10%, compared with 1.20% for BSVO.

What is the main difference between BSVO and MYLD?

They also come from different issuers: Bridgeway and Cambria. Their fees differ too: 0.47% for BSVO and 0.59% for MYLD.

Which has better risk-adjusted returns?

MYLD currently has the higher Sharpe Ratio (2.23 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.