RWJ vs. BSVO
Compare and contrast key facts about Invesco S&P SmallCap 600 Revenue ETF (RWJ) and EA Bridgeway Omni Small-Cap Value ETF (BSVO).
RWJ and BSVO are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. RWJ is a passively managed fund by Invesco that tracks the performance of the S&P SmallCap 600 Revenue-Weighted Index. It was launched on Feb 22, 2008. BSVO is an actively managed fund by Bridgeway. It was launched on Dec 31, 2010.
Performance
RWJ vs. BSVO - Performance Comparison
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RWJ vs. BSVO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
RWJ Invesco S&P SmallCap 600 Revenue ETF | 4.08% | 7.75% | 11.81% | 15.96% |
BSVO EA Bridgeway Omni Small-Cap Value ETF | 9.12% | 9.21% | 4.68% | 22.38% |
Returns By Period
In the year-to-date period, RWJ achieves a 4.08% return, which is significantly lower than BSVO's 9.12% return.
RWJ
- 1D
- 0.12%
- 1M
- -3.36%
- YTD
- 4.08%
- 6M
- 4.51%
- 1Y
- 25.44%
- 3Y*
- 11.97%
- 5Y*
- 6.89%
- 10Y*
- 12.14%
BSVO
- 1D
- 0.21%
- 1M
- -2.48%
- YTD
- 9.12%
- 6M
- 13.72%
- 1Y
- 32.58%
- 3Y*
- 14.90%
- 5Y*
- —
- 10Y*
- —
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RWJ vs. BSVO - Expense Ratio Comparison
RWJ has a 0.39% expense ratio, which is lower than BSVO's 0.47% expense ratio.
Return for Risk
RWJ vs. BSVO — Risk / Return Rank
RWJ
BSVO
RWJ vs. BSVO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco S&P SmallCap 600 Revenue ETF (RWJ) and EA Bridgeway Omni Small-Cap Value ETF (BSVO). 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.
| RWJ | BSVO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.01 | 1.38 | -0.37 |
Sortino ratioReturn per unit of downside risk | 1.56 | 1.99 | -0.43 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.27 | -0.06 |
Calmar ratioReturn relative to maximum drawdown | 1.59 | 2.19 | -0.60 |
Martin ratioReturn relative to average drawdown | 5.68 | 8.02 | -2.33 |
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
| RWJ | BSVO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.01 | 1.38 | -0.37 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.29 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.47 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 0.68 | -0.24 |
Correlation
The correlation between RWJ and BSVO 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
RWJ vs. BSVO - Dividend Comparison
RWJ's dividend yield for the trailing twelve months is around 1.13%, less than BSVO's 1.39% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RWJ Invesco S&P SmallCap 600 Revenue ETF | 1.13% | 1.11% | 1.15% | 1.34% | 1.02% | 0.61% | 0.89% | 1.22% | 1.44% | 1.11% | 0.60% | 0.74% |
BSVO EA Bridgeway Omni Small-Cap Value ETF | 1.39% | 1.52% | 1.61% | 1.43% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
RWJ vs. BSVO - Drawdown Comparison
The maximum RWJ drawdown since its inception was -55.97%, which is greater than BSVO's maximum drawdown of -28.67%. Use the drawdown chart below to compare losses from any high point for RWJ and BSVO.
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Drawdown Indicators
| RWJ | BSVO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.97% | -28.67% | -27.30% |
Max Drawdown (1Y)Largest decline over 1 year | -16.11% | -14.92% | -1.19% |
Max Drawdown (5Y)Largest decline over 5 years | -29.29% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -51.33% | — | — |
Current DrawdownCurrent decline from peak | -7.38% | -4.13% | -3.25% |
Average DrawdownAverage peak-to-trough decline | -9.31% | -5.99% | -3.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.52% | 4.08% | +0.44% |
Volatility
RWJ vs. BSVO - Volatility Comparison
Invesco S&P SmallCap 600 Revenue ETF (RWJ) has a higher volatility of 6.11% compared to EA Bridgeway Omni Small-Cap Value ETF (BSVO) at 5.52%. This indicates that RWJ's price experiences larger fluctuations and is considered to be riskier than BSVO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RWJ | BSVO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.11% | 5.52% | +0.59% |
Volatility (6M)Calculated over the trailing 6-month period | 13.97% | 13.48% | +0.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.39% | 23.76% | +1.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.88% | 22.02% | +1.86% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.16% | 22.02% | +4.14% |