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ISIN
US7492553372
CUSIP
749255337
Inception Date
Jul 1, 1998
Min. Investment
$2,500
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Small-Cap
Asset Class Style
Value

Share Price Chart


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Performance

BPSCX Performance Chart

Boston Partners Small Cap Value Fund II (BPSCX) is up 11.2% since the beginning of the year. BPSCX is currently trading at $27 per share. Investors who bought $1,000 worth of BPSCX shares 5 years ago would now be looking at an investment worth $1,378.


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S&P 500 Index

Returns By Period

Boston Partners Small Cap Value Fund II (BPSCX) has returned 11.21% so far this year and 21.93% over the past 12 months. Over the last ten years, BPSCX has returned 9.51% per year, falling short of the S&P 500 Index benchmark, which averaged 13.66% annually.


Boston Partners Small Cap Value Fund II

1D
1.02%
1M
2.49%
YTD
11.21%
6M
12.00%
1Y
21.93%
3Y*
16.31%
5Y*
6.63%
10Y*
9.51%

Benchmark (S&P 500 Index)

1D
-0.74%
1M
4.90%
YTD
10.35%
6M
10.28%
1Y
26.52%
3Y*
20.83%
5Y*
12.30%
10Y*
13.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BPSCX Monthly Returns History

Based on dividend-adjusted daily data since Jun 30, 1998, BPSCX's average daily return is +0.05%, while the average monthly return is +0.98%. At this rate, an investment would double in approximately 5.9 years.

Historically, 60% of months were positive and 40% were negative. The best month was Apr 2009 with a return of +20.0%, while the worst month was Mar 2020 at -28.9%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 5 months.

On a daily basis, BPSCX closed higher 52% of trading days. The best single day was Dec 12, 2023 with a return of +12.9%, while the worst single day was Mar 16, 2020 at -13.1%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20264.36%0.96%-4.81%9.07%-0.11%1.79%11.21%
20252.02%-2.02%-5.90%-2.59%5.94%3.91%0.45%6.80%-0.15%-4.24%1.40%2.13%7.15%
2024-3.68%3.87%5.20%-5.17%4.76%-1.61%9.15%-0.98%-0.26%-1.62%10.99%-6.14%13.65%
20239.82%-0.84%-6.17%-2.46%-3.92%9.51%6.08%-2.11%-3.78%-4.65%5.75%10.69%16.96%
2022-3.03%1.67%-0.91%-6.49%3.28%-9.12%8.59%-3.40%-10.11%11.84%3.31%-5.47%-11.69%
20211.45%8.82%7.01%4.27%2.59%-1.56%-1.69%1.58%-2.37%3.66%-4.68%4.66%25.42%

Benchmark Metrics

Boston Partners Small Cap Value Fund II has an annualized alpha of 4.01%, beta of 0.94, and R2 of 0.69 versus S&P 500 Index. Calculated based on daily prices since July 01, 1998.

  • This fund captured 110.89% of S&P 500 Index gains but only 96.82% of its losses - a favorable profile for investors.
  • This fund generated an annualized alpha of 4.01% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
  • With beta of 0.94 and R2 of 0.69, 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
4.01%
Beta
0.94
0.69
Upside Capture
110.89%
Downside Capture
96.82%

Expense Ratio

BPSCX has a high expense ratio of 1.24%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

BPSCX ranks 29 for risk / return — below 29% of mutual funds on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


BPSCX Risk / Return Rank: 2929
Overall Rank
BPSCX Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
BPSCX Sortino Ratio Rank: 2929
Sortino Ratio Rank
BPSCX Omega Ratio Rank: 2424
Omega Ratio Rank
BPSCX Calmar Ratio Rank: 3535
Calmar Ratio Rank
BPSCX Martin Ratio Rank: 2929
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 Small Cap Value Fund II (BPSCX) and compare them to S&P 500 Index.


BPSCXBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

1.47

2.24

-0.77

Sortino ratio

Return per unit of downside risk

2.24

3.07

-0.83

Omega ratio

Gain probability vs. loss probability

1.26

1.41

-0.15

Calmar ratio

Return relative to maximum drawdown

2.23

2.93

-0.69

Martin ratio

Return relative to average drawdown

6.73

13.52

-6.79

Dividends

Dividend History

Boston Partners Small Cap Value Fund II provided a 7.26% dividend yield over the last twelve months, with an annual payout of $1.94 per share.


0.00%5.00%10.00%15.00%$0.00$1.00$2.00$3.00$4.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$1.94$1.94$3.68$3.24$1.85$2.07$0.08$0.56$1.37$1.12$0.50$1.02

Dividend yield

7.26%8.07%15.19%13.27%7.76%7.12%0.32%2.26%6.95%4.44%2.09%5.24%

Monthly Dividends

The table displays the monthly dividend distributions for Boston Partners Small Cap Value Fund II. 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$1.94$1.94
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$3.68$3.68
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$3.24$3.24
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.85$1.85
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$2.07$2.07

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 Small Cap Value Fund II. 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 Small Cap Value Fund II was 62.69%, occurring on Mar 9, 2009. Recovery took 484 trading sessions.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-62.69%Mar 2009
1y 9mo1y 11mo
3y 8moJun 2007 - Feb 2011
COVID crash2020
-47.80%Mar 2020
2mo 6d8mo 27d
11mo 3dJan 2020 - Dec 2020
1998 bear market1998
-35.26%Oct 1998
2mo 23d1y 8mo
1y 10moJul 1998 - Jun 2000
Dot-com crash2000–2002
-34.76%Oct 2002
5mo 20d10mo 16d
1y 4moApr 2002 - Aug 2003
2011 bear market2011
-27.80%Oct 2011
5mo 4d5mo 18d
10mo 22dMay 2011 - Mar 2012

Drawdown Indicators


BPSCXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-62.69%

-56.78%

-5.91%

Max Drawdown (1Y)

Largest decline over 1 year

-10.45%

-9.10%

-1.35%

Max Drawdown (3Y)

Largest decline over 3 years

-21.70%

-18.90%

-2.80%

Max Drawdown (5Y)

Largest decline over 5 years

-22.19%

-25.43%

+3.24%

Max Drawdown (10Y)

Largest decline over 10 years

-47.80%

-33.92%

-13.88%

Current Drawdown

Current decline from peak

0.00%

-0.74%

+0.74%

Average Drawdown

Average peak-to-trough decline

-9.30%

-10.72%

+1.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.46%

1.97%

+1.49%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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