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VRTVX vs. BRSIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VRTVX vs. BRSIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Russell 2000 Value Index Fund Institutional Shares (VRTVX) and Bridgeway Ultra Small Company Market Fund (BRSIX). The values are adjusted to include any dividend payments, if applicable.

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VRTVX vs. BRSIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VRTVX
Vanguard Russell 2000 Value Index Fund Institutional Shares
2.26%12.21%8.07%14.71%-14.52%28.06%4.81%22.40%-12.83%7.91%
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, VRTVX achieves a 2.26% return, which is significantly higher than BRSIX's -3.39% return. Over the past 10 years, VRTVX has outperformed BRSIX with an annualized return of 9.30%, while BRSIX has yielded a comparatively lower 6.58% annualized return.


VRTVX

1D
-0.89%
1M
-6.11%
YTD
2.26%
6M
5.59%
1Y
24.85%
3Y*
12.69%
5Y*
5.14%
10Y*
9.30%

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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VRTVX vs. BRSIX - Expense Ratio Comparison

VRTVX has a 0.08% expense ratio, which is lower than BRSIX's 0.78% expense ratio.


Return for Risk

VRTVX vs. BRSIX — Risk / Return Rank

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

VRTVX
VRTVX Risk / Return Rank: 6565
Overall Rank
VRTVX Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
VRTVX Sortino Ratio Rank: 6767
Sortino Ratio Rank
VRTVX Omega Ratio Rank: 5656
Omega Ratio Rank
VRTVX Calmar Ratio Rank: 7070
Calmar Ratio Rank
VRTVX Martin Ratio Rank: 6767
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.

VRTVX vs. BRSIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Russell 2000 Value Index Fund Institutional Shares (VRTVX) 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.


VRTVXBRSIXDifference

Sharpe ratio

Return per unit of total volatility

1.13

1.45

-0.33

Sortino ratio

Return per unit of downside risk

1.66

2.07

-0.41

Omega ratio

Gain probability vs. loss probability

1.22

1.25

-0.03

Calmar ratio

Return relative to maximum drawdown

1.60

2.41

-0.81

Martin ratio

Return relative to average drawdown

6.39

8.20

-1.81

VRTVX vs. BRSIX - Sharpe Ratio Comparison

The current VRTVX Sharpe Ratio is 1.13, which is comparable to the BRSIX Sharpe Ratio of 1.45. The chart below compares the historical Sharpe Ratios of VRTVX 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


VRTVXBRSIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.13

1.45

-0.33

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.24

-0.13

+0.37

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.39

0.28

+0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

0.41

+0.03

Correlation

The correlation between VRTVX and BRSIX is 0.89, 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

VRTVX vs. BRSIX - Dividend Comparison

VRTVX's dividend yield for the trailing twelve months is around 1.84%, more than BRSIX's 1.06% yield.


TTM20252024202320222021202020192018201720162015
VRTVX
Vanguard Russell 2000 Value Index Fund Institutional Shares
1.84%1.49%1.84%2.08%2.15%1.56%1.54%1.87%2.17%1.74%1.52%2.16%
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

VRTVX vs. BRSIX - Drawdown Comparison

The maximum VRTVX drawdown since its inception was -45.98%, smaller than the maximum BRSIX drawdown of -61.79%. Use the drawdown chart below to compare losses from any high point for VRTVX and BRSIX.


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Drawdown Indicators


VRTVXBRSIXDifference

Max Drawdown

Largest peak-to-trough decline

-45.98%

-61.79%

+15.81%

Max Drawdown (1Y)

Largest decline over 1 year

-13.82%

-13.57%

-0.25%

Max Drawdown (5Y)

Largest decline over 5 years

-26.85%

-53.66%

+26.81%

Max Drawdown (10Y)

Largest decline over 10 years

-45.98%

-54.09%

+8.11%

Current Drawdown

Current decline from peak

-7.79%

-21.53%

+13.74%

Average Drawdown

Average peak-to-trough decline

-7.85%

-15.68%

+7.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.46%

4.20%

-0.74%

Volatility

VRTVX vs. BRSIX - Volatility Comparison

The current volatility for Vanguard Russell 2000 Value Index Fund Institutional Shares (VRTVX) is 5.74%, while Bridgeway Ultra Small Company Market Fund (BRSIX) has a volatility of 7.06%. This indicates that VRTVX 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


VRTVXBRSIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.74%

7.06%

-1.32%

Volatility (6M)

Calculated over the trailing 6-month period

12.88%

17.25%

-4.37%

Volatility (1Y)

Calculated over the trailing 1-year period

21.95%

26.41%

-4.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.76%

24.41%

-2.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.68%

24.00%

-0.32%