BSVO vs. USVM

Last updated Jun 4, 2026

BSVO (EA Bridgeway Omni Small-Cap Value ETF) and USVM (VictoryShares US Small Mid Cap Value Momentum ETF) are both exchange-traded funds - BSVO is a Small Cap Value Equities fund actively managed by Bridgeway, while USVM is a Momentum fund tracking the Nasdaq Victory US Small Mid Cap Value Momentum Index. BSVO is actively managed, while USVM is passively managed. Over the past 3 years, BSVO returned 18.56%/yr vs 19.79%/yr for USVM. Their correlation of 0.91 suggests significant overlap in exposure. BSVO charges 0.47%/yr vs 0.29%/yr for USVM.

Performance

BSVO vs. USVM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in EA Bridgeway Omni Small-Cap Value ETF (BSVO) and VictoryShares US Small Mid Cap Value Momentum ETF (USVM). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, BSVO achieves a 18.09% return, which is significantly higher than USVM's 15.26% return.

BSVO

• 1D: -1.86%
• 1M: 0.33%
• YTD: 18.09%
• 6M: 17.20%
• 1Y: 41.30%
• 3Y*: 18.56%
• 5Y*: —
• 10Y*: —

USVM

• 1D: -0.40%
• 1M: 2.60%
• YTD: 15.26%
• 6M: 15.00%
• 1Y: 30.42%
• 3Y*: 19.79%
• 5Y*: 9.74%
• 10Y*: —

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

BSVO vs. USVM - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
BSVO EA Bridgeway Omni Small-Cap Value ETF	18.09%	9.21%	4.68%	22.38%
USVM VictoryShares US Small Mid Cap Value Momentum ETF	15.26%	10.56%	16.59%	21.13%

Correlation

The correlation between BSVO and USVM is 0.92, 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	0.92
Correlation (3Y) Calculated over the trailing 3-year period	0.91
Correlation (All Time) Calculated using the full available price history since Mar 14, 2023	0.91

The correlation between BSVO and USVM has been stable across timeframes, ranging from 0.91 to 0.92 - a consistent structural relationship.

BSVO vs. USVM - Sectors Allocation Comparison

Sectors	BSVO	USVM
Financial Services	32.3%	22.0%
Energy	15.8%	4.4%
Consumer Cyclical	14.3%	11.1%
Industrials	13.8%	12.1%
Basic Materials	6.0%	1.8%
Technology	4.9%	11.6%
Consumer Defensive	4.8%	5.0%
Communication Services	3.9%	2.8%
Healthcare	3.6%	11.0%
Real Estate	0.6%	11.9%
Utilities	-	6.4%

Return for Risk

BSVO vs. USVM — Risk / Return Rank

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

BSVO

BSVO Risk / Return Rank: 72
BSVO Sharpe Ratio Rank: 66
BSVO Sortino Ratio Rank: 68
BSVO Omega Ratio Rank: 63
BSVO Calmar Ratio Rank: 87
BSVO Martin Ratio Rank: 75

USVM

USVM Risk / Return Rank: 65
USVM Sharpe Ratio Rank: 60
USVM Sortino Ratio Rank: 63
USVM Omega Ratio Rank: 57
USVM Calmar Ratio Rank: 73
USVM Martin Ratio Rank: 73

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. USVM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for EA Bridgeway Omni Small-Cap Value ETF (BSVO) and VictoryShares US Small Mid Cap Value Momentum ETF (USVM). 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	USVM	Difference
Sharpe ratio: Return per unit of total volatility	2.21	2.05	+0.16
Sortino ratio: Return per unit of downside risk	3.14	2.98	+0.16
Omega ratio: Gain probability vs. loss probability	1.38	1.36	+0.03
Calmar ratio: Return relative to maximum drawdown	4.99	3.66	+1.34
Martin ratio: Return relative to average drawdown	14.22	13.76	+0.46
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

BSVO vs. USVM - Sharpe Ratio Comparison

The current BSVO Sharpe Ratio is 2.21, which is comparable to the USVM Sharpe Ratio of 2.05. The chart below compares the historical Sharpe Ratios of BSVO and USVM, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	BSVO	USVM	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.21	2.05	+0.16
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.50	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.78	0.49	+0.29

Drawdowns

BSVO vs. USVM - Drawdown Comparison

The maximum BSVO drawdown since its inception was -28.67%, smaller than the maximum USVM drawdown of -42.38%. Use the drawdown chart below to compare losses from any high point for BSVO and USVM.

Drawdown Indicators

	BSVO	USVM	Difference
Max Drawdown Largest peak-to-trough decline	-28.67%	-42.38%	+13.71%
Max Drawdown (1Y) Largest decline over 1 year	-8.31%	-8.36%	+0.05%
Max Drawdown (3Y) Largest decline over 3 years	-28.67%	-24.34%	-4.33%
Max Drawdown (5Y) Largest decline over 5 years	—	-25.27%	—
Current Drawdown Current decline from peak	-1.86%	-0.57%	-1.29%
Average Drawdown Average peak-to-trough decline	-5.73%	-7.90%	+2.17%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.91%	2.22%	+0.69%

Volatility

BSVO vs. USVM - Volatility Comparison

EA Bridgeway Omni Small-Cap Value ETF (BSVO) has a higher volatility of 4.77% compared to VictoryShares US Small Mid Cap Value Momentum ETF (USVM) at 4.50%. This indicates that BSVO's price experiences larger fluctuations and is considered to be riskier than USVM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BSVO	USVM	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.77%	4.50%	+0.27%
Volatility (6M) Calculated over the trailing 6-month period	11.95%	10.73%	+1.22%
Volatility (1Y) Calculated over the trailing 1-year period	18.88%	14.93%	+3.95%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	21.72%	19.65%	+2.07%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.72%	22.01%	-0.29%

BSVO vs. USVM - Expense Ratio Comparison

BSVO has a 0.47% expense ratio, which is higher than USVM's 0.29% expense ratio.

Dividends

BSVO vs. USVM - Dividend Comparison

BSVO's dividend yield for the trailing twelve months is around 1.29%, less than USVM's 1.76% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
BSVO EA Bridgeway Omni Small-Cap Value ETF	1.29%	1.52%	1.61%	1.43%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
USVM VictoryShares US Small Mid Cap Value Momentum ETF	1.76%	1.84%	1.75%	1.63%	1.43%	0.70%	1.21%	1.77%	1.43%	0.65%

Frequently Asked Questions

Can I hold both BSVO and USVM in my portfolio?

With a correlation of 0.92, BSVO and USVM 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 USVM?

BSVO has higher volatility (4.77%) compared to USVM (4.50%). In terms of maximum drawdown, BSVO dropped -28.67% vs USVM's -42.38%.

Which ETF is better, BSVO or USVM?

On 3-year performance, USVM leads with 19.79% vs 18.56% for BSVO. On fees, USVM is cheaper at 0.29% per year. On volatility, USVM has been the lower-risk option at 4.50%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, BSVO or USVM?

Over the 3-year period, USVM has performed better with a 19.79% return vs 18.56%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, BSVO or USVM?

USVM is cheaper with a 0.29% expense ratio, compared with 0.47% for BSVO.

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

USVM has the higher dividend yield at 1.76%, compared with 1.29% for BSVO.

What is the main difference between BSVO and USVM?

BSVO is categorized as Small Cap Value Equities, while USVM is Momentum. They also come from different issuers: Bridgeway and Victory Capital. Their fees differ too: 0.47% for BSVO and 0.29% for USVM.

Which has better risk-adjusted returns?

BSVO currently has the higher Sharpe Ratio (2.21 vs 2.05), 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.