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Boston Partners Long/Short Equity Fund Institutional Class (BPLSX) Sharpe Ratio: 3.20

Mutual Fund · Currency in USD · Last updated Jun 24, 2026

The fund seeks long-term capital appreciation by investing in long and short equity positions, with the strategy focused on undervalued and overvalued stocks respectively.

BPLSX's Sharpe Ratio of 3.20 indicates that for each unit of volatility, it generates 3.20 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 24, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets. For how to read this number and when it can mislead, see Sharpe Ratio Explained.

BPLSX Sharpe Ratio Rank

BPLSX Sharpe Ratio Rank: 96.096
Exceptional

BPLSX ranks above 96.0% of all investments in our database based on Sharpe Ratio over the past 12 months, demonstrating exceptional risk-adjusted returns. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Suitable as a core holding given strong risk-adjusted returns
  • Monitor rank changes to detect deteriorating return-to-volatility profile
  • Exceptional Sharpe ratio supports larger position sizes
  • Compare with category peers to assess whether strength is investment-specific or category-wide

BPLSX Sharpe Ratio Market Positioning

The chart shows BPLSX's Sharpe Ratio relative to all mutual funds on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 1.30 or lower
  • Yellow zone (middle 50%): 1.30 to 2.33
  • Green zone (top 25%): 2.33 or higher
  • Top 1%: 4.30+
  • Median: 1.93 — half of all investments score higher

How it compares to other similar mutual funds

The table compares Boston Partners Long/Short Equity Fund Institutional Class's Sharpe Ratio with other mutual funds in the Long-Short category across multiple time periods, showing how BPLSX's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 24, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
BDMIXBlackRock Global Long/Short Equity Fund Class I3.42
BPLSXBoston Partners Long/Short Equity Fund Institutional Class3.20
BPLEXBoston Partners Long/Short Equity Fund3.15
VMNIXVanguard Market Neutral Fund Institutional Shares2.85
VMNFXVanguard Market Neutral Fund Investor Shares2.84
CDAZXMulti-Manager Directional Alternative Strategies Fund2.73
JAKVXJohn Hancock Disciplined Value Global Long/Short Fund Class R62.63
JAKRXJohn Hancock Disciplined Value Global Long/Short Fund Class A2.59
LSEIXPersimmon Long/Short Fund2.56
GARIXGotham Absolute Return Fund2.42

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows BPLSX's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when BPLSX consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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How does BPLSX fit in your portfolio?

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