WAMVX vs. BRSVX
Compare and contrast key facts about Wasatch Micro Cap Value Fund (WAMVX) and Bridgeway Small Cap Value Fund (BRSVX).
WAMVX is managed by Wasatch. It was launched on Jul 28, 2003. BRSVX is managed by Bridgeway. It was launched on Oct 31, 2003.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: WAMVX or BRSVX.
Key characteristics
| WAMVX | BRSVX | |
|---|---|---|
| YTD Return | 27.98% | 12.04% |
| 1Y Return | 49.83% | 35.40% |
| 3Y Return (Ann) | -7.90% | 3.46% |
| 5Y Return (Ann) | 5.51% | 16.97% |
| 10Y Return (Ann) | 3.40% | 8.29% |
| Sharpe Ratio | 2.47 | 1.52 |
| Sortino Ratio | 3.45 | 2.27 |
| Omega Ratio | 1.42 | 1.27 |
| Calmar Ratio | 1.00 | 1.80 |
| Martin Ratio | 16.05 | 7.19 |
| Ulcer Index | 3.01% | 4.70% |
| Daily Std Dev | 19.54% | 22.28% |
| Max Drawdown | -66.97% | -67.58% |
| Current Drawdown | -22.24% | -1.17% |
Correlation
The correlation between WAMVX and BRSVX is 0.84, 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.
Performance
WAMVX vs. BRSVX - Performance Comparison
In the year-to-date period, WAMVX achieves a 27.98% return, which is significantly higher than BRSVX's 12.04% return. Over the past 10 years, WAMVX has underperformed BRSVX with an annualized return of 3.40%, while BRSVX has yielded a comparatively higher 8.29% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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WAMVX vs. BRSVX - Expense Ratio Comparison
WAMVX has a 1.66% expense ratio, which is higher than BRSVX's 0.83% expense ratio.
Risk-Adjusted Performance
WAMVX vs. BRSVX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Wasatch Micro Cap Value Fund (WAMVX) and Bridgeway Small Cap Value Fund (BRSVX). 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.
Dividends
WAMVX vs. BRSVX - Dividend Comparison
WAMVX has not paid dividends to shareholders, while BRSVX's dividend yield for the trailing twelve months is around 3.18%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
WAMVX Wasatch Micro Cap Value Fund | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.65% | 0.00% | 0.07% | 0.00% | 0.00% | 0.00% |
BRSVX Bridgeway Small Cap Value Fund | 3.18% | 3.57% | 0.96% | 0.28% | 0.84% | 2.38% | 1.25% | 0.87% | 0.98% | 1.97% | 0.74% | 0.46% |
Drawdowns
WAMVX vs. BRSVX - Drawdown Comparison
The maximum WAMVX drawdown since its inception was -66.97%, roughly equal to the maximum BRSVX drawdown of -67.58%. Use the drawdown chart below to compare losses from any high point for WAMVX and BRSVX. For additional features, visit the drawdowns tool.
Volatility
WAMVX vs. BRSVX - Volatility Comparison
The current volatility for Wasatch Micro Cap Value Fund (WAMVX) is 7.04%, while Bridgeway Small Cap Value Fund (BRSVX) has a volatility of 8.73%. This indicates that WAMVX experiences smaller price fluctuations and is considered to be less risky than BRSVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.