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BSVO vs. VOOG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BSVO vs. VOOG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in EA Bridgeway Omni Small-Cap Value ETF (BSVO) and Vanguard S&P 500 Growth ETF (VOOG). The values are adjusted to include any dividend payments, if applicable.

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BSVO vs. VOOG - Yearly Performance Comparison


2026 (YTD)202520242023
BSVO
EA Bridgeway Omni Small-Cap Value ETF
9.12%9.21%4.68%22.38%
VOOG
Vanguard S&P 500 Growth ETF
-6.97%22.11%35.89%27.58%

Returns By Period

In the year-to-date period, BSVO achieves a 9.12% return, which is significantly higher than VOOG's -6.97% return.


BSVO

1D
0.21%
1M
-2.48%
YTD
9.12%
6M
13.72%
1Y
32.58%
3Y*
14.90%
5Y*
10Y*

VOOG

1D
1.30%
1M
-4.28%
YTD
-6.97%
6M
-5.29%
1Y
23.21%
3Y*
22.32%
5Y*
12.46%
10Y*
15.86%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BSVO vs. VOOG - Expense Ratio Comparison

BSVO has a 0.47% expense ratio, which is higher than VOOG's 0.07% expense ratio.


Return for Risk

BSVO vs. VOOG — Risk / Return Rank

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

BSVO
BSVO Risk / Return Rank: 7373
Overall Rank
BSVO Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
BSVO Sortino Ratio Rank: 7575
Sortino Ratio Rank
BSVO Omega Ratio Rank: 7070
Omega Ratio Rank
BSVO Calmar Ratio Rank: 7676
Calmar Ratio Rank
BSVO Martin Ratio Rank: 7272
Martin Ratio Rank

VOOG
VOOG Risk / Return Rank: 6262
Overall Rank
VOOG Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
VOOG Sortino Ratio Rank: 6161
Sortino Ratio Rank
VOOG Omega Ratio Rank: 6060
Omega Ratio Rank
VOOG Calmar Ratio Rank: 6767
Calmar Ratio Rank
VOOG Martin Ratio Rank: 6666
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. VOOG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for EA Bridgeway Omni Small-Cap Value ETF (BSVO) and Vanguard S&P 500 Growth ETF (VOOG). 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.


BSVOVOOGDifference

Sharpe ratio

Return per unit of total volatility

1.38

1.05

+0.33

Sortino ratio

Return per unit of downside risk

1.99

1.62

+0.37

Omega ratio

Gain probability vs. loss probability

1.27

1.23

+0.04

Calmar ratio

Return relative to maximum drawdown

2.19

1.76

+0.43

Martin ratio

Return relative to average drawdown

8.02

6.81

+1.21

BSVO vs. VOOG - Sharpe Ratio Comparison

The current BSVO Sharpe Ratio is 1.38, which is higher than the VOOG Sharpe Ratio of 1.05. The chart below compares the historical Sharpe Ratios of BSVO and VOOG, 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


BSVOVOOGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.38

1.05

+0.33

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.59

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.77

Sharpe Ratio (All Time)

Calculated using the full available price history

0.68

0.84

-0.16

Correlation

The correlation between BSVO and VOOG is 0.47, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

BSVO vs. VOOG - Dividend Comparison

BSVO's dividend yield for the trailing twelve months is around 1.39%, more than VOOG's 0.53% yield.


TTM20252024202320222021202020192018201720162015
BSVO
EA Bridgeway Omni Small-Cap Value ETF
1.39%1.52%1.61%1.43%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VOOG
Vanguard S&P 500 Growth ETF
0.53%0.49%0.49%1.12%0.93%0.53%0.88%1.26%1.34%1.32%1.47%1.56%

Drawdowns

BSVO vs. VOOG - Drawdown Comparison

The maximum BSVO drawdown since its inception was -28.67%, smaller than the maximum VOOG drawdown of -32.73%. Use the drawdown chart below to compare losses from any high point for BSVO and VOOG.


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Drawdown Indicators


BSVOVOOGDifference

Max Drawdown

Largest peak-to-trough decline

-28.67%

-32.73%

+4.06%

Max Drawdown (1Y)

Largest decline over 1 year

-14.92%

-13.71%

-1.21%

Max Drawdown (5Y)

Largest decline over 5 years

-32.73%

Max Drawdown (10Y)

Largest decline over 10 years

-32.73%

Current Drawdown

Current decline from peak

-4.13%

-9.07%

+4.94%

Average Drawdown

Average peak-to-trough decline

-5.99%

-5.01%

-0.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.08%

3.54%

+0.54%

Volatility

BSVO vs. VOOG - Volatility Comparison

The current volatility for EA Bridgeway Omni Small-Cap Value ETF (BSVO) is 5.52%, while Vanguard S&P 500 Growth ETF (VOOG) has a volatility of 7.28%. This indicates that BSVO experiences smaller price fluctuations and is considered to be less risky than VOOG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BSVOVOOGDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.52%

7.28%

-1.76%

Volatility (6M)

Calculated over the trailing 6-month period

13.48%

12.68%

+0.80%

Volatility (1Y)

Calculated over the trailing 1-year period

23.76%

22.28%

+1.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.02%

21.16%

+0.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.02%

20.65%

+1.37%