VYSVX vs. BOSVX
VYSVX (Vericimetry U.S. Small Cap Value Fund) and BOSVX (Bridgeway Omni Small-Cap Value Fund) are both Small Cap Value Equities funds. Over the past 10 years, VYSVX returned 10.87%/yr vs 11.55%/yr for BOSVX. Their 0.98 correlation means they have historically moved very closely together. VYSVX charges 0.63%/yr vs 0.60%/yr for BOSVX.
Performance
VYSVX vs. BOSVX - Performance Comparison
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Returns By Period
In the year-to-date period, VYSVX achieves a 18.77% return, which is significantly lower than BOSVX's 25.29% return. Over the past 10 years, VYSVX has underperformed BOSVX with an annualized return of 10.87%, while BOSVX has yielded a comparatively higher 11.55% annualized return.
VYSVX
- 1D
- 0.70%
- 1M
- 0.13%
- 6M
- 10.94%
- YTD
- 18.77%
- 1Y
- 34.13%
- 3Y*
- 15.23%
- 5Y*
- 11.23%
- 10Y*
- 10.87%
- ALL TIME*
- 11.53%
BOSVX
- 1D
- -0.09%
- 1M
- 1.56%
- 6M
- 15.98%
- YTD
- 25.29%
- 1Y
- 48.66%
- 3Y*
- 16.20%
- 5Y*
- 12.22%
- 10Y*
- 11.55%
- ALL TIME*
- 12.04%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
VYSVX vs. BOSVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VYSVX Vericimetry U.S. Small Cap Value Fund | 18.77% | 10.53% | 9.48% | 17.66% | -7.45% | 37.36% | 2.86% | 20.20% | -16.77% | 8.98% |
BOSVX Bridgeway Omni Small-Cap Value Fund | 25.29% | 9.78% | 4.21% | 18.18% | -4.27% | 48.03% | 0.83% | 13.90% | -17.15% | 5.91% |
Correlation
The correlation between VYSVX and BOSVX is 0.92, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.92 |
Correlation (3Y) Balances recent behavior with more history. | 0.95 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.97 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.97 |
Correlation (All Time) Calculated using the full available price history since Dec 27, 2011 | 0.98 |
The correlation between VYSVX and BOSVX has been stable across timeframes, ranging from 0.92 to 0.98 - a consistent structural relationship.
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Return for Risk
VYSVX vs. BOSVX — Risk / Return Rank
VYSVX
BOSVX
VYSVX vs. BOSVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vericimetry U.S. Small Cap Value Fund (VYSVX) and Bridgeway Omni Small-Cap Value Fund (BOSVX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| VYSVX | BOSVX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.51 | ||
| Sortino ratioReturn per unit of downside risk | -0.62 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.41 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 3.43 | 5.24 | -1.81 |
| Martin ratioReturn relative to average drawdown | 11.19 | 16.64 | -5.45 |
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Drawdowns
VYSVX vs. BOSVX - Drawdown Comparison
The maximum VYSVX drawdown since its inception was -49.62%, smaller than the maximum BOSVX drawdown of -57.14%. Use the drawdown chart below to compare losses from any high point for VYSVX and BOSVX.
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Drawdown Indicators
| VYSVX | BOSVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.62% | -57.14% | +7.52% |
Max Drawdown (1Y)Largest decline over 1 year | -8.96% | -8.27% | -0.69% |
Max Drawdown (3Y)Largest decline over 3 years | -26.65% | -28.71% | +2.06% |
Max Drawdown (5Y)Largest decline over 5 years | -26.65% | -28.71% | +2.06% |
Max Drawdown (10Y)Largest decline over 10 years | -49.62% | -57.14% | +7.52% |
Current DrawdownCurrent decline from peak | -2.20% | -1.17% | -1.03% |
Average DrawdownAverage peak-to-trough decline | -7.39% | -8.50% | +1.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.77% | 2.61% | +0.16% |
Volatility
VYSVX vs. BOSVX - Volatility Comparison
Vericimetry U.S. Small Cap Value Fund (VYSVX) and Bridgeway Omni Small-Cap Value Fund (BOSVX) have volatilities of 3.61% and 3.47%, 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.
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Volatility by Period
| VYSVX | BOSVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.61% | 3.47% | +0.14% |
Volatility (6M)Calculated over the trailing 6-month period | 11.49% | 12.91% | -1.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.37% | 19.03% | -1.66% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.11% | 22.32% | -1.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.62% | 24.97% | -1.35% |
VYSVX vs. BOSVX - Expense Ratio Comparison
VYSVX has a 0.63% expense ratio, which is higher than BOSVX's 0.60% expense ratio.
Dividends
VYSVX vs. BOSVX - Dividend Comparison
VYSVX's dividend yield for the trailing twelve months is around 12.85%, more than BOSVX's 7.97% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BOSVX Bridgeway Omni Small-Cap Value Fund | 7.97% | 9.99% | 9.71% | 8.55% | 21.96% | 4.12% | 1.21% | 0.99% | 10.36% | 6.66% | 0.89% | 1.00% |
VYSVX Vericimetry U.S. Small Cap Value Fund | 12.85% | 15.07% | 9.89% | 2.93% | 7.78% | 18.89% | 1.06% | 2.34% | 12.10% | 0.98% | 0.67% | 0.97% |
Frequently Asked Questions
With a correlation of 0.92, VYSVX and BOSVX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
VYSVX has higher volatility (3.61%) compared to BOSVX (3.47%). In terms of maximum drawdown, VYSVX dropped -49.62% vs BOSVX's -57.14%.
BOSVX currently has the higher Sharpe Ratio (2.29 vs 1.77), 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.
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