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IWC vs. BRSIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IWC vs. BRSIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Microcap ETF (IWC) and Bridgeway Ultra Small Company Market Fund (BRSIX). The values are adjusted to include any dividend payments, if applicable.

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IWC vs. BRSIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IWC
iShares Microcap ETF
1.36%22.45%13.63%8.99%-21.93%18.67%20.88%22.20%-13.13%12.79%
BRSIX
Bridgeway Ultra Small Company Market Fund
-3.39%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, IWC achieves a 1.36% return, which is significantly higher than BRSIX's -3.39% return. Over the past 10 years, IWC has outperformed BRSIX with an annualized return of 10.08%, while BRSIX has yielded a comparatively lower 6.58% annualized return.


IWC

1D
4.11%
1M
-4.95%
YTD
1.36%
6M
7.71%
1Y
45.56%
3Y*
16.51%
5Y*
2.52%
10Y*
10.08%

BRSIX

1D
-1.13%
1M
-7.88%
YTD
-3.39%
6M
4.17%
1Y
40.23%
3Y*
14.23%
5Y*
-3.16%
10Y*
6.58%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IWC vs. BRSIX - Expense Ratio Comparison

IWC has a 0.60% expense ratio, which is lower than BRSIX's 0.78% expense ratio.


Return for Risk

IWC vs. BRSIX — Risk / Return Rank

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

IWC
IWC Risk / Return Rank: 8787
Overall Rank
IWC Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
IWC Sortino Ratio Rank: 8888
Sortino Ratio Rank
IWC Omega Ratio Rank: 7979
Omega Ratio Rank
IWC Calmar Ratio Rank: 9292
Calmar Ratio Rank
IWC Martin Ratio Rank: 8989
Martin Ratio Rank

BRSIX
BRSIX Risk / Return Rank: 8080
Overall Rank
BRSIX Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
BRSIX Sortino Ratio Rank: 8282
Sortino Ratio Rank
BRSIX Omega Ratio Rank: 6767
Omega Ratio Rank
BRSIX Calmar Ratio Rank: 8989
Calmar Ratio Rank
BRSIX Martin Ratio Rank: 8282
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

IWC vs. BRSIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Microcap ETF (IWC) 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.


IWCBRSIXDifference

Sharpe ratio

Return per unit of total volatility

1.74

1.45

+0.29

Sortino ratio

Return per unit of downside risk

2.38

2.07

+0.31

Omega ratio

Gain probability vs. loss probability

1.30

1.25

+0.05

Calmar ratio

Return relative to maximum drawdown

3.27

2.41

+0.86

Martin ratio

Return relative to average drawdown

10.63

8.20

+2.42

IWC vs. BRSIX - Sharpe Ratio Comparison

The current IWC Sharpe Ratio is 1.74, which is comparable to the BRSIX Sharpe Ratio of 1.45. The chart below compares the historical Sharpe Ratios of IWC and BRSIX, 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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Sharpe Ratios by Period


IWCBRSIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.74

1.45

+0.29

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.10

-0.13

+0.23

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.42

0.28

+0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.28

0.41

-0.12

Correlation

The correlation between IWC and BRSIX is 0.95, 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

IWC vs. BRSIX - Dividend Comparison

IWC's dividend yield for the trailing twelve months is around 1.06%, which matches BRSIX's 1.06% yield.


TTM20252024202320222021202020192018201720162015
IWC
iShares Microcap ETF
1.06%1.10%1.06%1.17%1.18%0.78%0.98%1.19%1.01%1.09%1.16%1.49%
BRSIX
Bridgeway Ultra Small Company Market Fund
1.06%1.03%0.62%0.89%2.12%1.32%3.46%1.30%16.12%13.71%8.25%12.77%

Drawdowns

IWC vs. BRSIX - Drawdown Comparison

The maximum IWC drawdown since its inception was -64.61%, roughly equal to the maximum BRSIX drawdown of -61.79%. Use the drawdown chart below to compare losses from any high point for IWC and BRSIX.


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Drawdown Indicators


IWCBRSIXDifference

Max Drawdown

Largest peak-to-trough decline

-64.61%

-61.79%

-2.82%

Max Drawdown (1Y)

Largest decline over 1 year

-13.35%

-13.57%

+0.22%

Max Drawdown (5Y)

Largest decline over 5 years

-40.68%

-53.66%

+12.98%

Max Drawdown (10Y)

Largest decline over 10 years

-47.21%

-54.09%

+6.88%

Current Drawdown

Current decline from peak

-8.83%

-21.53%

+12.70%

Average Drawdown

Average peak-to-trough decline

-15.39%

-15.68%

+0.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.11%

4.20%

-0.09%

Volatility

IWC vs. BRSIX - Volatility Comparison

iShares Microcap ETF (IWC) has a higher volatility of 9.16% compared to Bridgeway Ultra Small Company Market Fund (BRSIX) at 7.06%. This indicates that IWC's price experiences larger fluctuations and is considered to be riskier 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


IWCBRSIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.16%

7.06%

+2.10%

Volatility (6M)

Calculated over the trailing 6-month period

18.06%

17.25%

+0.81%

Volatility (1Y)

Calculated over the trailing 1-year period

26.33%

26.41%

-0.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.40%

24.41%

-0.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.30%

24.00%

+0.30%