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BUFSX vs. BRSVX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BUFSX and BRSVX is 0.80, 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

BUFSX vs. BRSVX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Buffalo Small Cap Fund (BUFSX) and Bridgeway Small Cap Value Fund (BRSVX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

BUFSX:

-0.07

BRSVX:

-0.42

Sortino Ratio

BUFSX:

0.10

BRSVX:

-0.36

Omega Ratio

BUFSX:

1.01

BRSVX:

0.96

Calmar Ratio

BUFSX:

-0.02

BRSVX:

-0.28

Martin Ratio

BUFSX:

-0.15

BRSVX:

-0.66

Ulcer Index

BUFSX:

8.67%

BRSVX:

13.34%

Daily Std Dev

BUFSX:

24.46%

BRSVX:

24.70%

Max Drawdown

BUFSX:

-77.02%

BRSVX:

-67.58%

Current Drawdown

BUFSX:

-65.21%

BRSVX:

-20.96%

Returns By Period

In the year-to-date period, BUFSX achieves a -6.32% return, which is significantly higher than BRSVX's -7.61% return. Over the past 10 years, BUFSX has underperformed BRSVX with an annualized return of -8.03%, while BRSVX has yielded a comparatively higher 5.87% annualized return.


BUFSX

YTD

-6.32%

1M

9.42%

6M

-10.41%

1Y

-1.76%

5Y*

0.31%

10Y*

-8.03%

BRSVX

YTD

-7.61%

1M

10.33%

6M

-18.59%

1Y

-10.21%

5Y*

21.49%

10Y*

5.87%

*Annualized

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BUFSX vs. BRSVX - Expense Ratio Comparison

BUFSX has a 1.01% expense ratio, which is higher than BRSVX's 0.83% expense ratio.


Risk-Adjusted Performance

BUFSX vs. BRSVX — Risk-Adjusted Performance Rank

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

BUFSX
The Risk-Adjusted Performance Rank of BUFSX is 1616
Overall Rank
The Sharpe Ratio Rank of BUFSX is 1414
Sharpe Ratio Rank
The Sortino Ratio Rank of BUFSX is 1717
Sortino Ratio Rank
The Omega Ratio Rank of BUFSX is 1616
Omega Ratio Rank
The Calmar Ratio Rank of BUFSX is 1616
Calmar Ratio Rank
The Martin Ratio Rank of BUFSX is 1414
Martin Ratio Rank

BRSVX
The Risk-Adjusted Performance Rank of BRSVX is 55
Overall Rank
The Sharpe Ratio Rank of BRSVX is 44
Sharpe Ratio Rank
The Sortino Ratio Rank of BRSVX is 55
Sortino Ratio Rank
The Omega Ratio Rank of BRSVX is 66
Omega Ratio Rank
The Calmar Ratio Rank of BRSVX is 44
Calmar Ratio Rank
The Martin Ratio Rank of BRSVX is 55
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

BUFSX vs. BRSVX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Buffalo Small Cap Fund (BUFSX) and Bridgeway Small Cap Value Fund (BRSVX). 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.


The current BUFSX Sharpe Ratio is -0.07, which is higher than the BRSVX Sharpe Ratio of -0.42. The chart below compares the historical Sharpe Ratios of BUFSX and BRSVX, 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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Dividends

BUFSX vs. BRSVX - Dividend Comparison

BUFSX has not paid dividends to shareholders, while BRSVX's dividend yield for the trailing twelve months is around 1.81%.


TTM20242023202220212020201920182017201620152014
BUFSX
Buffalo Small Cap Fund
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
BRSVX
Bridgeway Small Cap Value Fund
1.81%1.68%3.57%0.96%0.28%0.84%2.38%1.25%0.87%0.98%1.97%0.74%

Drawdowns

BUFSX vs. BRSVX - Drawdown Comparison

The maximum BUFSX drawdown since its inception was -77.02%, which is greater than BRSVX's maximum drawdown of -67.58%. Use the drawdown chart below to compare losses from any high point for BUFSX and BRSVX. For additional features, visit the drawdowns tool.


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Volatility

BUFSX vs. BRSVX - Volatility Comparison

Buffalo Small Cap Fund (BUFSX) has a higher volatility of 6.94% compared to Bridgeway Small Cap Value Fund (BRSVX) at 6.11%. This indicates that BUFSX's price experiences larger fluctuations and is considered to be riskier than BRSVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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