SCAP vs. BSVO

Last updated Jun 4, 2026

SCAP (Infracap Small Cap Income ETF) and BSVO (EA Bridgeway Omni Small-Cap Value ETF) are both Small Cap Value Equities funds. Both are actively managed. Over the past year, SCAP returned 27.11% vs 41.30% for BSVO. Their correlation of 0.88 suggests significant overlap in exposure. SCAP charges 0.80%/yr vs 0.47%/yr for BSVO.

Performance

SCAP vs. BSVO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Infracap Small Cap Income ETF (SCAP) and EA Bridgeway Omni Small-Cap Value ETF (BSVO). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, SCAP achieves a 9.64% return, which is significantly lower than BSVO's 18.09% return.

SCAP

• 1D: -0.95%
• 1M: 2.95%
• YTD: 9.64%
• 6M: 9.93%
• 1Y: 27.11%
• 3Y*: —
• 5Y*: —
• 10Y*: —

BSVO

• 1D: -1.86%
• 1M: 0.33%
• YTD: 18.09%
• 6M: 17.20%
• 1Y: 41.30%
• 3Y*: 18.56%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

SCAP vs. BSVO - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
SCAP Infracap Small Cap Income ETF	9.64%	11.85%	16.39%	6.21%
BSVO EA Bridgeway Omni Small-Cap Value ETF	18.09%	9.21%	4.68%	8.87%

Correlation

The correlation between SCAP and BSVO is 0.85, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.85
Correlation (All Time) Calculated using the full available price history since Dec 13, 2023	0.88

The correlation between SCAP and BSVO has been stable across timeframes, ranging from 0.85 to 0.88 - a consistent structural relationship.

SCAP vs. BSVO - Sectors Allocation Comparison

Sectors	SCAP	BSVO
Industrials	22.6%	13.8%
Financial Services	20.5%	32.3%
Consumer Cyclical	13.7%	14.3%
Real Estate	10.6%	0.6%
Basic Materials	8.5%	6.0%
Technology	7.5%	4.9%
Energy	5.1%	15.8%
Communication Services	3.1%	3.9%
Healthcare	2.9%	3.6%
Consumer Defensive	2.8%	4.8%
Utilities	2.7%	-

Return for Risk

SCAP vs. BSVO — Risk / Return Rank

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

SCAP

SCAP Risk / Return Rank: 48
SCAP Sharpe Ratio Rank: 49
SCAP Sortino Ratio Rank: 48
SCAP Omega Ratio Rank: 48
SCAP Calmar Ratio Rank: 48
SCAP Martin Ratio Rank: 47

BSVO

BSVO Risk / Return Rank: 72
BSVO Sharpe Ratio Rank: 66
BSVO Sortino Ratio Rank: 68
BSVO Omega Ratio Rank: 63
BSVO Calmar Ratio Rank: 87
BSVO Martin Ratio Rank: 75

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.

SCAP vs. BSVO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Infracap Small Cap Income ETF (SCAP) 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.

	SCAP	BSVO	Difference
Sharpe ratio: Return per unit of total volatility	1.71	2.21	-0.49
Sortino ratio: Return per unit of downside risk	2.39	3.14	-0.75
Omega ratio: Gain probability vs. loss probability	1.30	1.38	-0.08
Calmar ratio: Return relative to maximum drawdown	2.36	4.99	-2.63
Martin ratio: Return relative to average drawdown	7.83	14.22	-6.40
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SCAP vs. BSVO - Sharpe Ratio Comparison

The current SCAP Sharpe Ratio is 1.71, which is comparable to the BSVO Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of SCAP and BSVO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	SCAP	BSVO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.71	2.21	-0.49
Sharpe Ratio (All Time) Calculated using the full available price history	0.99	0.78	+0.21

Drawdowns

SCAP vs. BSVO - Drawdown Comparison

The maximum SCAP drawdown since its inception was -24.13%, smaller than the maximum BSVO drawdown of -28.67%. Use the drawdown chart below to compare losses from any high point for SCAP and BSVO.

Drawdown Indicators

	SCAP	BSVO	Difference
Max Drawdown Largest peak-to-trough decline	-24.13%	-28.67%	+4.54%
Max Drawdown (1Y) Largest decline over 1 year	-11.55%	-8.31%	-3.24%
Max Drawdown (3Y) Largest decline over 3 years	—	-28.67%	—
Current Drawdown Current decline from peak	-0.95%	-1.86%	+0.91%
Average Drawdown Average peak-to-trough decline	-4.26%	-5.73%	+1.47%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.47%	2.91%	+0.56%

Volatility

SCAP vs. BSVO - Volatility Comparison

Infracap Small Cap Income ETF (SCAP) and EA Bridgeway Omni Small-Cap Value ETF (BSVO) have volatilities of 4.70% and 4.77%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SCAP	BSVO	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.70%	4.77%	-0.07%
Volatility (6M) Calculated over the trailing 6-month period	11.83%	11.95%	-0.12%
Volatility (1Y) Calculated over the trailing 1-year period	15.97%	18.88%	-2.91%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.67%	21.72%	-3.05%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.67%	21.72%	-3.05%

SCAP vs. BSVO - Expense Ratio Comparison

SCAP has a 0.80% expense ratio, which is higher than BSVO's 0.47% expense ratio.

Dividends

SCAP vs. BSVO - Dividend Comparison

SCAP's dividend yield for the trailing twelve months is around 6.97%, more than BSVO's 1.29% yield.

Position	TTM	2025	2024	2023
BSVO EA Bridgeway Omni Small-Cap Value ETF	1.29%	1.52%	1.61%	1.43%
SCAP Infracap Small Cap Income ETF	6.97%	6.71%	6.89%	0.27%

Frequently Asked Questions

Can I hold both SCAP and BSVO in my portfolio?

SCAP and BSVO 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.

Which is riskier, SCAP or BSVO?

BSVO has higher volatility (4.77%) compared to SCAP (4.70%). In terms of maximum drawdown, SCAP dropped -24.13% vs BSVO's -28.67%.

Which ETF is better, SCAP or BSVO?

On 1-year performance, BSVO leads with 41.30% vs 27.11% for SCAP. On fees, BSVO is cheaper at 0.47% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, SCAP or BSVO?

Over the 1-year period, BSVO has performed better with a 41.30% return vs 27.11%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, SCAP or BSVO?

BSVO is cheaper with a 0.47% expense ratio, compared with 0.80% for SCAP.

Which ETF pays a higher dividend yield, SCAP or BSVO?

SCAP has the higher dividend yield at 6.97%, compared with 1.29% for BSVO.

What is the main difference between SCAP and BSVO?

They also come from different issuers: InfraCap and Bridgeway. Their fees differ too: 0.80% for SCAP and 0.47% for BSVO.

Which has better risk-adjusted returns?

BSVO currently has the higher Sharpe Ratio (2.21 vs 1.71), 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.