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Boston Partners Small Cap Value Fund Class I (BPSIX) Sharpe Ratio: 1.66

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

The mutual fund aims to achieve its objective by mainly investing in small-cap equity securities with value characteristics, while also allocating a portion to non-U.S. dollar-denominated securities.

BPSIX's Sharpe Ratio of 1.66 indicates that for each unit of volatility, it generates 1.66 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.

BPSIX Sharpe Ratio Rank

BPSIX Sharpe Ratio Rank: 37.938
Below Average

BPSIX ranks above 37.9% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating below-average returns relative to volatility. 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

  • Returns may not adequately compensate for volatility taken
  • Consider smaller allocation given below-average risk-adjusted profile
  • Explore higher-ranked investments with better consistency
  • Assess whether the volatility profile aligns with your portfolio goals

BPSIX Sharpe Ratio Market Positioning

The chart shows BPSIX'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%: 4.27+
  • Median: 1.93 — half of all investments score higher

How it compares to other similar mutual funds

The table compares Boston Partners Small Cap Value Fund Class I's Sharpe Ratio with other mutual funds in the Small Cap Value Equities category across multiple time periods, showing how BPSIX'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
TSLTXTransamerica Small Cap Value2.90
MMEYXVictory Integrity Discovery Fund2.89
VSCAXInvesco Small Cap Value Fund2.88
WSCVXWalthausen Small Cap Value Fund2.88
AVALXAegis Value Fund2.84
FESCXFirst Eagle Small Cap Opportunity Fund2.79
ICISXVY Columbia Small Cap Value II Portfolio2.66
GSITXGoldman Sachs Small Cap Value Insights Fund2.63
GTTTXGoldman Sachs Small Cap Value Insights Fund Investor Class2.62
QRSVXFPA Queens Road Small Cap Value Fund Investor Class2.60
BPSIXBoston Partners Small Cap Value Fund Class I1.66

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows BPSIX'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 BPSIX consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Sharpe Ratio Calculator

How does BPSIX fit in your portfolio?

Add your other holdings to see your portfolio's Sharpe Ratio and find out.

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