TSLTX vs. BRSIX
Compare and contrast key facts about Transamerica Small Cap Value (TSLTX) and Bridgeway Ultra Small Company Market Fund (BRSIX).
TSLTX is managed by Transamerica. It was launched on Jan 23, 2003. BRSIX is managed by Bridgeway. It was launched on Jul 31, 1997.
Performance
TSLTX vs. BRSIX - Performance Comparison
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TSLTX vs. BRSIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
TSLTX Transamerica Small Cap Value | 4.45% | 9.56% | 12.59% | 8.84% | -12.51% | 31.10% | 5.99% | 20.91% | -16.42% |
BRSIX Bridgeway Ultra Small Company Market Fund | -3.39% | 20.09% | 14.92% | 11.46% | -23.43% | -1.93% | 25.50% | 15.34% | -19.38% |
Returns By Period
In the year-to-date period, TSLTX achieves a 4.45% return, which is significantly higher than BRSIX's -3.39% return.
TSLTX
- 1D
- -0.74%
- 1M
- -5.26%
- YTD
- 4.45%
- 6M
- 8.54%
- 1Y
- 25.83%
- 3Y*
- 12.00%
- 5Y*
- 6.18%
- 10Y*
- —
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%
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TSLTX vs. BRSIX - Expense Ratio Comparison
TSLTX has a 0.80% expense ratio, which is higher than BRSIX's 0.78% expense ratio.
Return for Risk
TSLTX vs. BRSIX — Risk / Return Rank
TSLTX
BRSIX
TSLTX vs. BRSIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Transamerica Small Cap Value (TSLTX) 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.
| TSLTX | BRSIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.20 | 1.45 | -0.26 |
Sortino ratioReturn per unit of downside risk | 1.73 | 2.07 | -0.34 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.25 | -0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.63 | 2.41 | -0.78 |
Martin ratioReturn relative to average drawdown | 6.75 | 8.20 | -1.46 |
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
| TSLTX | BRSIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.20 | 1.45 | -0.26 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.12 | -0.13 | +0.25 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.28 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.16 | 0.41 | -0.25 |
Correlation
The correlation between TSLTX and BRSIX is 0.82, 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
TSLTX vs. BRSIX - Dividend Comparison
TSLTX's dividend yield for the trailing twelve months is around 5.15%, more than BRSIX's 1.06% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TSLTX Transamerica Small Cap Value | 5.15% | 5.38% | 27.99% | 2.99% | 21.70% | 77.67% | 0.24% | 4.26% | 11.17% | 0.00% | 0.00% | 0.00% |
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
TSLTX vs. BRSIX - Drawdown Comparison
The maximum TSLTX drawdown since its inception was -55.58%, smaller than the maximum BRSIX drawdown of -61.79%. Use the drawdown chart below to compare losses from any high point for TSLTX and BRSIX.
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Drawdown Indicators
| TSLTX | BRSIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.58% | -61.79% | +6.21% |
Max Drawdown (1Y)Largest decline over 1 year | -14.50% | -13.57% | -0.93% |
Max Drawdown (5Y)Largest decline over 5 years | -55.58% | -53.66% | -1.92% |
Max Drawdown (10Y)Largest decline over 10 years | — | -54.09% | — |
Current DrawdownCurrent decline from peak | -29.54% | -21.53% | -8.01% |
Average DrawdownAverage peak-to-trough decline | -28.61% | -15.68% | -12.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.50% | 4.20% | -0.70% |
Volatility
TSLTX vs. BRSIX - Volatility Comparison
The current volatility for Transamerica Small Cap Value (TSLTX) is 5.20%, while Bridgeway Ultra Small Company Market Fund (BRSIX) has a volatility of 7.06%. This indicates that TSLTX experiences smaller price fluctuations and is considered to be less risky 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
| TSLTX | BRSIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.20% | 7.06% | -1.86% |
Volatility (6M)Calculated over the trailing 6-month period | 11.89% | 17.25% | -5.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.70% | 26.41% | -4.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 50.05% | 24.41% | +25.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 44.02% | 24.00% | +20.02% |