DFSVX vs. BRSIX
Compare and contrast key facts about DFA U.S. Small Cap Value Portfolio I (DFSVX) and Bridgeway Ultra Small Company Market Fund (BRSIX).
DFSVX is managed by Dimensional. It was launched on Mar 2, 1993. BRSIX is managed by Bridgeway. It was launched on Jul 31, 1997.
Performance
DFSVX vs. BRSIX - Performance Comparison
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DFSVX vs. BRSIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DFSVX DFA U.S. Small Cap Value Portfolio I | 6.83% | 8.37% | 9.58% | 19.02% | -3.57% | 39.97% | 2.24% | 18.15% | -15.13% | 6.82% |
BRSIX Bridgeway Ultra Small Company Market Fund | -0.59% | 20.09% | 14.92% | 11.46% | -23.43% | -1.93% | 25.50% | 15.34% | -17.23% | 12.29% |
Returns By Period
In the year-to-date period, DFSVX achieves a 6.83% return, which is significantly higher than BRSIX's -0.59% return. Over the past 10 years, DFSVX has outperformed BRSIX with an annualized return of 10.84%, while BRSIX has yielded a comparatively lower 6.88% annualized return.
DFSVX
- 1D
- 2.04%
- 1M
- -3.75%
- YTD
- 6.83%
- 6M
- 9.84%
- 1Y
- 25.75%
- 3Y*
- 14.75%
- 5Y*
- 9.70%
- 10Y*
- 10.84%
BRSIX
- 1D
- 2.90%
- 1M
- -6.20%
- YTD
- -0.59%
- 6M
- 7.04%
- 1Y
- 45.79%
- 3Y*
- 15.32%
- 5Y*
- -3.06%
- 10Y*
- 6.88%
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DFSVX vs. BRSIX - Expense Ratio Comparison
DFSVX has a 0.30% expense ratio, which is lower than BRSIX's 0.78% expense ratio.
Return for Risk
DFSVX vs. BRSIX — Risk / Return Rank
DFSVX
BRSIX
DFSVX vs. BRSIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA U.S. Small Cap Value Portfolio I (DFSVX) and Bridgeway Ultra Small Company Market Fund (BRSIX). 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.
| DFSVX | BRSIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.13 | 1.68 | -0.55 |
Sortino ratioReturn per unit of downside risk | 1.67 | 2.33 | -0.66 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.28 | -0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.56 | 3.11 | -1.55 |
Martin ratioReturn relative to average drawdown | 5.75 | 10.21 | -4.46 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DFSVX | BRSIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.13 | 1.68 | -0.55 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.45 | -0.13 | +0.58 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.45 | 0.29 | +0.17 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.51 | 0.41 | +0.10 |
Correlation
The correlation between DFSVX and BRSIX is 0.86, 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.
Dividends
DFSVX vs. BRSIX - Dividend Comparison
DFSVX's dividend yield for the trailing twelve months is around 1.63%, more than BRSIX's 1.03% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFSVX DFA U.S. Small Cap Value Portfolio I | 1.63% | 1.69% | 1.47% | 3.67% | 6.77% | 10.40% | 1.96% | 2.83% | 7.54% | 5.18% | 4.18% | 5.29% |
BRSIX Bridgeway Ultra Small Company Market Fund | 1.03% | 1.03% | 0.62% | 0.89% | 2.12% | 1.32% | 3.46% | 1.30% | 16.12% | 13.71% | 8.25% | 12.77% |
Drawdowns
DFSVX vs. BRSIX - Drawdown Comparison
The maximum DFSVX drawdown since its inception was -66.70%, which is greater than BRSIX's maximum drawdown of -61.79%. Use the drawdown chart below to compare losses from any high point for DFSVX and BRSIX.
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Drawdown Indicators
| DFSVX | BRSIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -66.70% | -61.79% | -4.91% |
Max Drawdown (1Y)Largest decline over 1 year | -15.11% | -13.57% | -1.54% |
Max Drawdown (5Y)Largest decline over 5 years | -27.69% | -53.66% | +25.97% |
Max Drawdown (10Y)Largest decline over 10 years | -52.12% | -54.09% | +1.97% |
Current DrawdownCurrent decline from peak | -5.89% | -19.26% | +13.37% |
Average DrawdownAverage peak-to-trough decline | -9.51% | -15.68% | +6.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.09% | 4.13% | -0.04% |
Volatility
DFSVX vs. BRSIX - Volatility Comparison
The current volatility for DFA U.S. Small Cap Value Portfolio I (DFSVX) is 5.46%, while Bridgeway Ultra Small Company Market Fund (BRSIX) has a volatility of 7.65%. This indicates that DFSVX experiences smaller price fluctuations and is considered to be less risky than BRSIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DFSVX | BRSIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.46% | 7.65% | -2.19% |
Volatility (6M)Calculated over the trailing 6-month period | 12.88% | 17.47% | -4.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.35% | 26.50% | -3.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.68% | 24.44% | -2.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.92% | 24.01% | -0.09% |