BSVO vs. XSMO
Compare and contrast key facts about EA Bridgeway Omni Small-Cap Value ETF (BSVO) and Invesco S&P SmallCap Momentum ETF (XSMO).
BSVO and XSMO 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. XSMO is a passively managed fund by Invesco that tracks the performance of the S&P SmallCap 600 Index. It was launched on Mar 3, 2005.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BSVO or XSMO.
Key characteristics
| BSVO | XSMO | |
|---|---|---|
| YTD Return | 6.92% | 20.74% |
| 1Y Return | 24.96% | 42.04% |
| Sharpe Ratio | 1.24 | 2.09 |
| Sortino Ratio | 1.88 | 2.87 |
| Omega Ratio | 1.22 | 1.36 |
| Calmar Ratio | 2.16 | 1.81 |
| Martin Ratio | 5.55 | 13.20 |
| Ulcer Index | 4.87% | 3.30% |
| Daily Std Dev | 21.74% | 20.83% |
| Max Drawdown | -12.52% | -58.07% |
| Current Drawdown | -2.33% | 0.00% |
Correlation
The correlation between BSVO and XSMO is 0.87, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
BSVO vs. XSMO - Performance Comparison
In the year-to-date period, BSVO achieves a 6.92% return, which is significantly lower than XSMO's 20.74% 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. XSMO - Expense Ratio Comparison
BSVO has a 0.47% expense ratio, which is higher than XSMO's 0.39% expense ratio.
Risk-Adjusted Performance
BSVO vs. XSMO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for EA Bridgeway Omni Small-Cap Value ETF (BSVO) and Invesco S&P SmallCap Momentum ETF (XSMO). 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. XSMO - Dividend Comparison
BSVO's dividend yield for the trailing twelve months is around 1.34%, more than XSMO's 0.49% 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% |
XSMO Invesco S&P SmallCap Momentum ETF | 0.49% | 0.96% | 1.19% | 0.30% | 0.82% | 0.69% | 0.66% | 0.27% | 0.30% | 0.35% | 1.31% | 0.91% |
Drawdowns
BSVO vs. XSMO - Drawdown Comparison
The maximum BSVO drawdown since its inception was -12.52%, smaller than the maximum XSMO drawdown of -58.07%. Use the drawdown chart below to compare losses from any high point for BSVO and XSMO. For additional features, visit the drawdowns tool.
Volatility
BSVO vs. XSMO - Volatility Comparison
EA Bridgeway Omni Small-Cap Value ETF (BSVO) has a higher volatility of 4.97% compared to Invesco S&P SmallCap Momentum ETF (XSMO) at 4.69%. This indicates that BSVO's price experiences larger fluctuations and is considered to be riskier than XSMO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.