EA Bridgeway Omni Small-Cap Value ETF

10-Year Study

BSVO.US · · US · ETF

Executive Summary: EA Bridgeway Omni Small-Cap Value ETF has compounded at 1.1% annually over the last 10 years, with a maximum drawdown of 41.8% and an annualized volatility of 33.4%.

1Y CAGR
+43.2%
3Y CAGR
+20.1%
5Y CAGR
-0.1%
10Y CAGR
+1.1%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
41.8%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.08
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.10
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
19.2%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · +14.5%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -10.9%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
57%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20268.22.7-2.05.2————————14.5%
20251.4-5.4-6.4-5.86.34.61.311.0-1.1-1.34.51.39.2%
2024-3.61.23.7-6.25.4-3.112.9-3.6-0.4-2.69.7-6.84.7%
20235.5-4.7-27.0-2.9-4.09.19.4-3.5-2.9-4.78.812.5-10.7%
20220.3-1.9-0.5-3.81.0-4.80.1-0.6-7.2-1.09.3-1.5-10.9%
20210.11.00.30.20.40.2-3.20.8-1.90.9-2.11.1-2.4%
2020-2.5-1.9-8.45.52.21.02.00.4-0.20.62.40.71.1%
2019———————-1.70.92.00.33.14.7%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 33.4%. The dominant macroeconomic risk driver is VTI.US, accounting for 55.1% of variance. Idiosyncratic stock-specific factors contribute 8.1%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2019-07-0110000
2019-08-019831.579746129235
2019-09-019918.389685908814
2019-10-0110121.214257757658
2019-11-0110155.43194219921
2019-12-0110466.296594636875
2020-01-0110204.155583860362
2020-02-0110006.040628661627
2020-03-019160.828032326464
2020-04-019660.143402143505
2020-05-019876.781927852237
2020-06-019974.229211174541
2020-07-0110175.566091005892
2020-08-0110213.014916551
2020-09-0110195.699471773329
2020-10-0110258.114181015177
2020-11-0110499.718590420645
2020-12-0110577.434177500629
2021-01-0110584.279711290976
2021-02-0110684.94815120665
2021-03-0110719.175820158389
2021-04-0110737.29617006478
2021-05-0110775.549900738608
2021-06-0110799.710111267383
2021-07-0110457.437261946236
2021-08-0110537.972321094476
2021-09-0110336.635441263124
2021-10-0110432.472146288743
2021-11-0110213.014916551
2021-12-0110320.528122217778
2022-01-0110352.741992269222
2022-02-0110154.223816466885
2022-03-0110101.876565648
2022-04-019718.531281624015
2022-05-019816.78347007504
2022-06-019346.05759311247
2022-07-019353.708800070783
2022-08-019293.710342293587
2022-09-018625.271962696641
2022-10-018538.29459036166
2022-11-019331.964072967414
2022-12-019193.04190237791
2023-01-019695.981649391928
2023-02-019243.376122335749
2023-03-016748.731677194948
2023-04-016553.153032126775
2023-05-016290.609740826692
2023-06-016864.2185114662125
2023-07-017510.993104236443
2023-08-017245.349224986958
2023-09-017035.153522443028
2023-10-016702.544996961637
2023-11-017295.401573313033
2023-12-018206.410687173928
2024-01-017911.170286589235
2024-02-018009.181079691138
2024-03-018304.42148027583
2024-04-017790.52922819429
2024-05-018209.913948882995
2024-06-017955.303330648268
2024-07-018983.49050857101
2024-08-018662.519254743871
2024-09-018626.198081622295
2024-10-018401.667193234372
2024-11-019215.83326789639
2024-12-018590.883592899876
2025-01-018709.91395625617
2025-02-018237.738705675687
2025-03-017713.940679106445
2025-04-017269.509650566722
2025-05-017729.806025237156
2025-06-018086.937382682006
2025-07-018188.934646004569
2025-08-019086.897130052394
2025-09-018988.080989431166
2025-10-018869.855973594196
2025-11-019265.08026870314
2025-12-019382.29860014095
2026-01-0110147.378743500083
2026-02-0110426.028985186673
2026-03-0110215.833282642743
2026-04-0110743.335907800882
Annual Return Matrix
YearAnnual Return
20200.010618615845523038
2021-0.024288126115624364
2022-0.10924695000952933
2023-0.10732369390688579
20240.046850312564401975
20250.09212265521734664
20260.14506437768240343
Total Factor Risk
0.333709632465261
VTI.US Exposure
0.550665538006366
VEA.US Exposure
0.03136761767467002
VWO.US Exposure
0.04089428916660499
QQQ.US Exposure
-0.1045509885203407
VTV.US Exposure
-0.11715072552284896
IJR.US Exposure
0.22540808032388707
QUAL.US Exposure
0.010361788957221223
SHV.US Exposure
0.2333234059508304
TLT.US Exposure
0.023066608409488723
LQD.US Exposure
-0.009046260006812815
HYG.US Exposure
-0.004531811972803609
GLD.US Exposure
-0.00294463932511113
USO.US Exposure
0.0031363057238460446
VNQ.US Exposure
0.011199664323145191
BTC-USD.CC Exposure
-0.007824359804654868
CPER.US Exposure
0.01316254086004046
VIX.INDX Exposure
-0.007472233548907039
UUP.US Exposure
-0.001061498883357188
TIP.US Exposure
0.03143790963023213
Idiosyncratic Exposure
0.08055876855850404
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
33.4%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$0
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$0
Avg Yield on Cost
0.00%

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+3.8%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+14.4%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
0.0% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
1.11
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is EA Bridgeway Omni Small-Cap Value ETF a high-risk investment?

EA Bridgeway Omni Small-Cap Value ETF (BSVO.US) has an annualized volatility of 33.4% and experienced a maximum drawdown of 41.8% over the last 10 years. Its primary macro risk driver is VTI.US.

What is the 10-year return of BSVO.US?

Over the past 10 years, BSVO.US has generated a Compound Annual Growth Rate (CAGR) of 1.1%. It has had a positive return in 57% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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