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SIZE vs. BDGS
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SIZE vs. BDGS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI USA Size Factor ETF (SIZE) and Bridges Capital Tactical ETF (BDGS). The values are adjusted to include any dividend payments, if applicable.

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SIZE vs. BDGS - Yearly Performance Comparison


2026 (YTD)202520242023
SIZE
iShares MSCI USA Size Factor ETF
-0.96%10.51%14.37%15.97%
BDGS
Bridges Capital Tactical ETF
-1.41%10.61%19.07%8.31%

Returns By Period

In the year-to-date period, SIZE achieves a -0.96% return, which is significantly higher than BDGS's -1.41% return.


SIZE

1D
2.59%
1M
-5.50%
YTD
-0.96%
6M
-0.01%
1Y
11.37%
3Y*
12.32%
5Y*
7.22%
10Y*
10.95%

BDGS

1D
1.96%
1M
-1.14%
YTD
-1.41%
6M
0.11%
1Y
10.54%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SIZE vs. BDGS - Expense Ratio Comparison

SIZE has a 0.15% expense ratio, which is lower than BDGS's 0.85% expense ratio.


Return for Risk

SIZE vs. BDGS — Risk / Return Rank

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

SIZE
SIZE Risk / Return Rank: 3838
Overall Rank
SIZE Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
SIZE Sortino Ratio Rank: 3636
Sortino Ratio Rank
SIZE Omega Ratio Rank: 3636
Omega Ratio Rank
SIZE Calmar Ratio Rank: 3838
Calmar Ratio Rank
SIZE Martin Ratio Rank: 4646
Martin Ratio Rank

BDGS
BDGS Risk / Return Rank: 7373
Overall Rank
BDGS Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
BDGS Sortino Ratio Rank: 7070
Sortino Ratio Rank
BDGS Omega Ratio Rank: 7878
Omega Ratio Rank
BDGS Calmar Ratio Rank: 7474
Calmar Ratio Rank
BDGS Martin Ratio Rank: 8686
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.

SIZE vs. BDGS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI USA Size Factor ETF (SIZE) and Bridges Capital Tactical ETF (BDGS). 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.


SIZEBDGSDifference

Sharpe ratio

Return per unit of total volatility

0.60

0.99

-0.38

Sortino ratio

Return per unit of downside risk

1.00

1.67

-0.67

Omega ratio

Gain probability vs. loss probability

1.14

1.28

-0.14

Calmar ratio

Return relative to maximum drawdown

0.94

1.80

-0.85

Martin ratio

Return relative to average drawdown

4.35

9.34

-4.99

SIZE vs. BDGS - Sharpe Ratio Comparison

The current SIZE Sharpe Ratio is 0.60, which is lower than the BDGS Sharpe Ratio of 0.99. The chart below compares the historical Sharpe Ratios of SIZE and BDGS, 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


SIZEBDGSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.60

0.99

-0.38

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.42

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

Sharpe Ratio (All Time)

Calculated using the full available price history

0.64

1.51

-0.87

Correlation

The correlation between SIZE and BDGS is 0.60, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

SIZE vs. BDGS - Dividend Comparison

SIZE's dividend yield for the trailing twelve months is around 1.56%, more than BDGS's 0.56% yield.


TTM20252024202320222021202020192018201720162015
SIZE
iShares MSCI USA Size Factor ETF
1.56%1.50%1.53%1.42%1.59%1.19%1.43%1.35%2.43%1.58%1.88%1.95%
BDGS
Bridges Capital Tactical ETF
0.56%0.55%1.81%0.84%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

SIZE vs. BDGS - Drawdown Comparison

The maximum SIZE drawdown since its inception was -39.15%, which is greater than BDGS's maximum drawdown of -9.12%. Use the drawdown chart below to compare losses from any high point for SIZE and BDGS.


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Drawdown Indicators


SIZEBDGSDifference

Max Drawdown

Largest peak-to-trough decline

-39.15%

-9.12%

-30.03%

Max Drawdown (1Y)

Largest decline over 1 year

-12.78%

-5.85%

-6.93%

Max Drawdown (5Y)

Largest decline over 5 years

-24.03%

Max Drawdown (10Y)

Largest decline over 10 years

-39.15%

Current Drawdown

Current decline from peak

-5.59%

-2.15%

-3.44%

Average Drawdown

Average peak-to-trough decline

-4.23%

-0.67%

-3.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.77%

1.13%

+1.64%

Volatility

SIZE vs. BDGS - Volatility Comparison

iShares MSCI USA Size Factor ETF (SIZE) has a higher volatility of 5.13% compared to Bridges Capital Tactical ETF (BDGS) at 3.39%. This indicates that SIZE's price experiences larger fluctuations and is considered to be riskier than BDGS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SIZEBDGSDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.13%

3.39%

+1.74%

Volatility (6M)

Calculated over the trailing 6-month period

9.90%

5.09%

+4.81%

Volatility (1Y)

Calculated over the trailing 1-year period

18.91%

10.70%

+8.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.39%

8.35%

+9.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.67%

8.35%

+10.32%