HDSVX vs. BOSVX
HDSVX (Hodges Small Intrinsic Value Fund) and BOSVX (Bridgeway Omni Small-Cap Value Fund) are both Small Cap Value Equities funds. Over the past 10 years, HDSVX returned 9.94%/yr vs 11.55%/yr for BOSVX. Their correlation of 0.92 means they have usually moved in the same direction. HDSVX charges 1.29%/yr vs 0.60%/yr for BOSVX.
Performance
HDSVX vs. BOSVX - Performance Comparison
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Returns By Period
In the year-to-date period, HDSVX achieves a 18.16% return, which is significantly lower than BOSVX's 25.29% return. Over the past 10 years, HDSVX has underperformed BOSVX with an annualized return of 9.94%, while BOSVX has yielded a comparatively higher 11.55% annualized return.
HDSVX
- 1D
- 1.16%
- 1M
- -0.73%
- 6M
- 11.45%
- YTD
- 18.16%
- 1Y
- 28.90%
- 3Y*
- 9.25%
- 5Y*
- 8.12%
- 10Y*
- 9.94%
- ALL TIME*
- 9.10%
BOSVX
- 1D
- -0.09%
- 1M
- 1.56%
- 6M
- 15.98%
- YTD
- 25.29%
- 1Y
- 48.66%
- 3Y*
- 16.20%
- 5Y*
- 12.22%
- 10Y*
- 11.55%
- ALL TIME*
- 12.04%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
HDSVX vs. BOSVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
HDSVX Hodges Small Intrinsic Value Fund | 18.16% | -0.73% | 7.82% | 18.32% | -9.87% | 43.97% | 6.60% | 29.42% | -22.85% | 8.77% |
BOSVX Bridgeway Omni Small-Cap Value Fund | 25.29% | 9.78% | 4.21% | 18.18% | -4.27% | 48.03% | 0.83% | 13.90% | -17.15% | 5.91% |
Correlation
The correlation between HDSVX and BOSVX is 0.85, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.85 |
Correlation (3Y) Balances recent behavior with more history. | 0.90 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.92 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.92 |
Correlation (All Time) Calculated using the full available price history since Dec 31, 2013 | 0.92 |
The correlation between HDSVX and BOSVX has been stable across timeframes, ranging from 0.85 to 0.92 - a consistent structural relationship.
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Return for Risk
HDSVX vs. BOSVX — Risk / Return Rank
HDSVX
BOSVX
HDSVX vs. BOSVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Hodges Small Intrinsic Value Fund (HDSVX) and Bridgeway Omni Small-Cap Value Fund (BOSVX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| HDSVX | BOSVX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.08 | ||
| Sortino ratioReturn per unit of downside risk | -1.38 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.41 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | 2.03 | 5.24 | -3.21 |
| Martin ratioReturn relative to average drawdown | 5.60 | 16.64 | -11.04 |
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Drawdowns
HDSVX vs. BOSVX - Drawdown Comparison
The maximum HDSVX drawdown since its inception was -58.65%, roughly equal to the maximum BOSVX drawdown of -57.14%. Use the drawdown chart below to compare losses from any high point for HDSVX and BOSVX.
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Drawdown Indicators
| HDSVX | BOSVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.65% | -57.14% | -1.51% |
Max Drawdown (1Y)Largest decline over 1 year | -11.90% | -8.27% | -3.63% |
Max Drawdown (3Y)Largest decline over 3 years | -28.24% | -28.71% | +0.47% |
Max Drawdown (5Y)Largest decline over 5 years | -28.24% | -28.71% | +0.47% |
Max Drawdown (10Y)Largest decline over 10 years | -58.65% | -57.14% | -1.51% |
Current DrawdownCurrent decline from peak | -4.13% | -1.17% | -2.96% |
Average DrawdownAverage peak-to-trough decline | -8.70% | -8.50% | -0.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.32% | 2.61% | +1.71% |
Volatility
HDSVX vs. BOSVX - Volatility Comparison
Hodges Small Intrinsic Value Fund (HDSVX) has a higher volatility of 4.88% compared to Bridgeway Omni Small-Cap Value Fund (BOSVX) at 3.47%. This indicates that HDSVX's price experiences larger fluctuations and is considered to be riskier than BOSVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| HDSVX | BOSVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.88% | 3.47% | +1.41% |
Volatility (6M)Calculated over the trailing 6-month period | 13.91% | 12.91% | +1.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.14% | 19.03% | +1.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.07% | 22.32% | -0.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.35% | 24.97% | +0.38% |
HDSVX vs. BOSVX - Expense Ratio Comparison
HDSVX has a 1.29% expense ratio, which is higher than BOSVX's 0.60% expense ratio.
Dividends
HDSVX vs. BOSVX - Dividend Comparison
HDSVX's dividend yield for the trailing twelve months is around 0.93%, less than BOSVX's 7.97% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BOSVX Bridgeway Omni Small-Cap Value Fund | 7.97% | 9.99% | 9.71% | 8.55% | 21.96% | 4.12% | 1.21% | 0.99% | 10.36% | 6.66% | 0.89% | 1.00% |
HDSVX Hodges Small Intrinsic Value Fund | 0.93% | 1.09% | 9.55% | 0.06% | 2.93% | 6.17% | 0.00% | 0.02% | 9.82% | 2.93% | 0.00% | 0.81% |
Frequently Asked Questions
HDSVX and BOSVX have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
HDSVX has higher volatility (4.88%) compared to BOSVX (3.47%). In terms of maximum drawdown, HDSVX dropped -58.65% vs BOSVX's -57.14%.
BOSVX currently has the higher Sharpe Ratio (2.29 vs 1.21), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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