BSVO vs. VOOG
Compare and contrast key facts about EA Bridgeway Omni Small-Cap Value ETF (BSVO) and Vanguard S&P 500 Growth ETF (VOOG).
BSVO and VOOG are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. BSVO is an actively managed fund by Bridgeway. It was launched on Dec 31, 2010. VOOG is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Growth Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BSVO or VOOG.
Key characteristics
| BSVO | VOOG | |
|---|---|---|
| YTD Return | 6.92% | 29.52% |
| 1Y Return | 24.96% | 38.79% |
| Sharpe Ratio | 1.24 | 2.28 |
| Sortino Ratio | 1.88 | 3.00 |
| Omega Ratio | 1.22 | 1.41 |
| Calmar Ratio | 2.16 | 1.83 |
| Martin Ratio | 5.55 | 11.60 |
| Ulcer Index | 4.87% | 3.32% |
| Daily Std Dev | 21.74% | 16.86% |
| Max Drawdown | -12.52% | -32.73% |
| Current Drawdown | -2.33% | -0.91% |
Correlation
The correlation between BSVO and VOOG is 0.45, 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.
Performance
BSVO vs. VOOG - Performance Comparison
In the year-to-date period, BSVO achieves a 6.92% return, which is significantly lower than VOOG's 29.52% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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BSVO vs. VOOG - Expense Ratio Comparison
BSVO has a 0.47% expense ratio, which is higher than VOOG's 0.10% expense ratio.
Risk-Adjusted Performance
BSVO vs. VOOG - Risk-Adjusted Performance 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.
Dividends
BSVO vs. VOOG - Dividend Comparison
BSVO's dividend yield for the trailing twelve months is around 1.34%, more than VOOG's 0.62% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BSVO EA Bridgeway Omni Small-Cap Value ETF | 1.34% | 1.43% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VOOG Vanguard S&P 500 Growth ETF | 0.62% | 1.12% | 0.93% | 0.53% | 0.88% | 1.26% | 1.34% | 1.32% | 1.47% | 1.56% | 1.28% | 1.46% |
Drawdowns
BSVO vs. VOOG - Drawdown Comparison
The maximum BSVO drawdown since its inception was -12.52%, 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. For additional features, visit the drawdowns tool.
Volatility
BSVO vs. VOOG - Volatility Comparison
EA Bridgeway Omni Small-Cap Value ETF (BSVO) has a higher volatility of 4.97% compared to Vanguard S&P 500 Growth ETF (VOOG) at 3.95%. This indicates that BSVO's price experiences larger fluctuations and is considered to be riskier than VOOG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.