BSVO vs. SVAL

Last updated Aug 4, 2026

BSVO (EA Bridgeway Omni Small-Cap Value ETF) and SVAL (iShares US Small Cap Value Factor ETF) are both Small Cap Value Equities funds. BSVO is actively managed, while SVAL is passively managed. Over the past 3 years, BSVO returned 16.92%/yr vs 16.75%/yr for SVAL. Their 0.96 correlation means they have historically moved very closely together. BSVO charges 0.47%/yr vs 0.20%/yr for SVAL.

Performance

BSVO vs. SVAL - 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 US Small Cap Value Factor ETF (SVAL). 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 27.67% return and SVAL slightly lower at 27.21%.

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%

SVAL

• 1D: 1.52%
• 1M: 4.18%
• 6M: 17.15%
• YTD: 27.21%
• 1Y: 45.92%
• 3Y*: 16.75%
• 5Y*: 10.55%
• 10Y*: —
• ALL TIME*: 17.90%

*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)
BSVO EA Bridgeway Omni Small-Cap Value ETF	$3.29M	$4.03M	$4.10M
SVAL iShares US Small Cap Value Factor ETF	$601.28K	$631.77K	$591.93K

BSVO vs. SVAL - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
BSVO EA Bridgeway Omni Small-Cap Value ETF	27.67%	9.21%	4.68%	21.95%
SVAL iShares US Small Cap Value Factor ETF	27.21%	8.23%	7.54%	14.13%

Correlation

The correlation between BSVO and SVAL is 0.96 - they have historically moved very closely together. At this level, their price movements offset little of one another.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.96
Correlation (3Y) Balances recent behavior with more history.	0.96
Correlation (All Time) Calculated using the full available price history since Mar 13, 2023	0.96

The correlation between BSVO and SVAL has been stable across timeframes, ranging from 0.96 to 0.96 - a consistent structural relationship.

BSVO vs. SVAL - Sectors Allocation Comparison

Sectors	BSVO	SVAL
Financial Services	34.7%	22.7%
Consumer Cyclical	15.7%	11.8%
Industrials	13.0%	12.9%
Energy	12.5%	10.0%
Technology	6.1%	10.4%
Consumer Defensive	4.9%	4.3%
Basic Materials	4.8%	4.7%
Communication Services	4.1%	3.0%
Healthcare	3.7%	12.0%
Real Estate	0.7%	4.7%
Utilities	-	3.4%

Return for Risk

BSVO vs. SVAL — 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

SVAL

SVAL Risk / Return Rank: 94
SVAL Sharpe Ratio Rank: 94
SVAL Sortino Ratio Rank: 94
SVAL Omega Ratio Rank: 93
SVAL Calmar Ratio Rank: 94
SVAL Martin Ratio Rank: 93

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. SVAL - 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 US Small Cap Value Factor ETF (SVAL). 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	SVAL	Difference
Sharpe ratio: Return per unit of total volatility	2.80	2.73	+0.08
Sortino ratio: Return per unit of downside risk	3.95	3.94	+0.01
Omega ratio: Gain probability vs. loss probability	1.49	1.48	+0.01
Calmar ratio: Return relative to maximum drawdown	6.04	5.16	+0.88
Martin ratio: Return relative to average drawdown	18.67	17.43	+1.24

BSVO vs. SVAL - Sharpe Ratio Comparison

The current BSVO Sharpe Ratio is 2.80, which is comparable to the SVAL Sharpe Ratio of 2.73. The chart below compares the historical Sharpe Ratios of BSVO and SVAL, 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. SVAL - Drawdown Comparison

The maximum BSVO drawdown since its inception was -28.67%, roughly equal to the maximum SVAL drawdown of -27.44%. Use the drawdown chart below to compare losses from any high point for BSVO and SVAL.

Drawdown Indicators

	BSVO	SVAL	Difference
Max Drawdown Largest peak-to-trough decline	-28.67%	-27.44%	-1.23%
Max Drawdown (1Y) Largest decline over 1 year	-8.31%	-8.94%	+0.63%
Max Drawdown (3Y) Largest decline over 3 years	-28.67%	-27.44%	-1.23%
Max Drawdown (5Y) Largest decline over 5 years	—	-27.44%	—
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-5.49%	-8.28%	+2.79%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.68%	2.64%	+0.04%

Volatility

BSVO vs. SVAL - Volatility Comparison

EA Bridgeway Omni Small-Cap Value ETF (BSVO) has a higher volatility of 3.74% compared to iShares US Small Cap Value Factor ETF (SVAL) at 3.40%. This indicates that BSVO's price experiences larger fluctuations and is considered to be riskier than SVAL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BSVO	SVAL	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.74%	3.40%	+0.34%
Volatility (6M) Calculated over the trailing 6-month period	11.58%	11.07%	+0.51%
Volatility (1Y) Calculated over the trailing 1-year period	17.94%	16.95%	+0.99%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	21.41%	22.02%	-0.61%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.41%	23.04%	-1.63%

BSVO vs. SVAL - Expense Ratio Comparison

BSVO has a 0.47% expense ratio, which is higher than SVAL's 0.20% expense ratio.

Dividends

BSVO vs. SVAL - Dividend Comparison

BSVO's dividend yield for the trailing twelve months is around 1.19%, less than SVAL's 2.01% yield.

Position	TTM	2025	2024	2023	2022	2021	2020
BSVO EA Bridgeway Omni Small-Cap Value ETF	1.19%	1.52%	1.61%	1.43%	0.00%	0.00%	0.00%
SVAL iShares US Small Cap Value Factor ETF	2.01%	2.33%	1.82%	2.25%	2.09%	2.33%	0.28%

Frequently Asked Questions

Can I hold both BSVO and SVAL in my portfolio?

With a correlation of 0.96, BSVO and SVAL 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 SVAL?

BSVO has higher volatility (3.74%) compared to SVAL (3.40%). In terms of maximum drawdown, BSVO dropped -28.67% vs SVAL's -27.44%.

Which ETF is better, BSVO or SVAL?

On 3-year performance, BSVO leads with 16.92% vs 16.75% for SVAL. On fees, SVAL is cheaper at 0.20% per year. On volatility, SVAL has been the lower-risk option at 3.40%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, BSVO or SVAL?

Over the 3-year period, BSVO has performed better with a 16.92% return vs 16.75%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, BSVO or SVAL?

SVAL is cheaper with a 0.20% expense ratio, compared with 0.47% for BSVO.

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

SVAL has the higher dividend yield at 2.01%, compared with 1.19% for BSVO.

What is the main difference between BSVO and SVAL?

They also come from different issuers: Bridgeway and iShares. Their fees differ too: 0.47% for BSVO and 0.20% for SVAL.

Which has better risk-adjusted returns?

BSVO currently has the higher Sharpe Ratio (2.80 vs 2.73), 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.