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ISIN
US7492551210
CUSIP
749255121
Inception Date
Jul 1, 2002
Min. Investment
$2,500
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Value

Share Price Chart


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Performance

BPAVX Performance Chart

Boston Partners All Cap Value Fund (BPAVX) is up 10.6% since the beginning of the year. BPAVX is currently trading at $36 per share. Investors who bought $1,000 worth of BPAVX shares 5 years ago would now be looking at an investment worth $1,690.


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S&P 500 Index

Returns By Period

Boston Partners All Cap Value Fund (BPAVX) has returned 10.60% so far this year and 23.55% over the past 12 months. Over the last ten years, BPAVX has returned 11.57% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.


Boston Partners All Cap Value Fund

1D
0.00%
1M
2.94%
YTD
10.60%
6M
9.42%
1Y
23.55%
3Y*
15.80%
5Y*
11.06%
10Y*
11.57%

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BPAVX Monthly Returns History

Based on dividend-adjusted daily data since Jul 2, 2002, BPAVX's average daily return is +0.05%, while the average monthly return is +0.96%. At this rate, an investment would double in approximately 6.0 years.

Historically, 62% of months were positive and 38% were negative. The best month was Nov 2020 with a return of +15.0%, while the worst month was Mar 2020 at -17.7%. The longest winning streak lasted 12 consecutive months, and the longest losing streak was 6 months.

On a daily basis, BPAVX closed higher 53% of trading days. The best single day was Oct 13, 2008 with a return of +10.7%, while the worst single day was Mar 16, 2020 at -12.7%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20262.45%0.39%-5.37%7.90%3.60%1.65%10.60%
20255.39%0.06%-2.78%-3.05%4.22%4.50%-0.55%3.03%1.77%-0.12%1.98%1.90%17.17%
20241.03%3.03%4.47%-5.59%3.01%-0.94%4.82%2.00%-0.06%-0.92%4.88%-5.72%9.66%
20234.86%-2.43%-2.85%0.74%-2.98%6.83%3.62%-1.68%-2.44%-3.61%6.61%5.89%12.25%
2022-0.99%-0.21%1.34%-5.39%3.56%-8.69%5.92%-2.86%-7.39%13.03%5.19%-4.05%-2.63%
2021-0.79%6.25%6.02%4.33%3.41%-1.52%-0.51%1.79%-3.22%4.90%-3.61%6.42%25.22%

Benchmark Metrics

Boston Partners All Cap Value Fund has an annualized alpha of 2.56%, beta of 0.92, and R2 of 0.90 versus S&P 500 Index. Calculated based on daily prices since July 02, 2002.

  • This fund captured 101.77% of S&P 500 Index gains but only 92.55% of its losses - a favorable profile for investors.
  • This fund generated an annualized alpha of 2.56% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
  • With beta of 0.92 and R2 of 0.90, this fund moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

Alpha
2.56%
Beta
0.92
0.90
Upside Capture
101.77%
Downside Capture
92.55%

Expense Ratio

BPAVX has a high expense ratio of 1.05%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

BPAVX ranks 49 for risk / return — on par with similar mutual funds. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


BPAVX Risk / Return Rank: 4949
Overall Rank
BPAVX Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
BPAVX Sortino Ratio Rank: 5050
Sortino Ratio Rank
BPAVX Omega Ratio Rank: 4747
Omega Ratio Rank
BPAVX Calmar Ratio Rank: 4848
Calmar Ratio Rank
BPAVX Martin Ratio Rank: 5050
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Boston Partners All Cap Value Fund (BPAVX) and compare them to S&P 500 Index.

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.


BPAVXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.10

Sortino ratioReturn per unit of downside risk

-0.03

Omega ratioGain probability vs. loss probability

1.34

1.37

-0.02

Calmar ratioReturn relative to maximum drawdown

2.50

2.78

-0.28

Martin ratioReturn relative to average drawdown

9.83

12.44

-2.61

Dividends

Dividend History

Boston Partners All Cap Value Fund provided a 8.34% dividend yield over the last twelve months, with an annual payout of $2.97 per share.


2.00%4.00%6.00%8.00%10.00%$0.00$0.50$1.00$1.50$2.00$2.50$3.00$3.5020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$2.97$2.97$3.07$3.29$2.51$1.73$0.40$0.64$1.40$1.08$0.87$1.36

Dividend yield

8.34%9.22%10.23%10.94%8.42%5.21%1.42%2.34%6.38%4.11%3.70%6.44%

Monthly Dividends

The table displays the monthly dividend distributions for Boston Partners All Cap Value Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$2.97$2.97
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$3.07$3.07
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$3.29$3.29
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$2.51$2.51
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.73$1.73

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Boston Partners All Cap Value Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Boston Partners All Cap Value Fund was 49.62%, occurring on Mar 9, 2009. Recovery took 460 trading sessions.

The current Boston Partners All Cap Value Fund drawdown is 1.36%.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-49.62%Mar 2009
1y 7mo1y 10mo
3y 5moJul 2007 - Jan 2011
COVID crash2020
-40.64%Mar 2020
2mo 2d8mo 6d
10mo 8dJan 2020 - Nov 2020
Rate-hike selloffLate 2018
-23.09%Dec 2018
10mo 29d10mo 26d
1y 9moJan 2018 - Nov 2019
2011 bear market2011
-22.77%Oct 2011
5mo 4d5mo 12d
10mo 16dMay 2011 - Mar 2012
2016 correction2016
-18.05%Feb 2016
7mo 22d5mo 10d
1y 27dJun 2015 - Jul 2016

Drawdown Indicators


BPAVXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-49.62%

-56.78%

+7.16%

Max Drawdown (1Y)

Largest decline over 1 year

-9.40%

-9.10%

-0.30%

Max Drawdown (3Y)

Largest decline over 3 years

-14.21%

-18.90%

+4.69%

Max Drawdown (5Y)

Largest decline over 5 years

-17.42%

-25.43%

+8.01%

Max Drawdown (10Y)

Largest decline over 10 years

-40.64%

-33.92%

-6.72%

Current Drawdown

Current decline from peak

-1.36%

-1.80%

+0.44%

Average Drawdown

Average peak-to-trough decline

-5.69%

-10.71%

+5.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.39%

2.03%

+0.36%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with BPAVX

Add Boston Partners All Cap Value Fund to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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