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BGLSX vs. ASILX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BGLSX and ASILX is 0.64, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.6

Performance

BGLSX vs. ASILX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Boston Partners Global Long/Short Fund (BGLSX) and AB Select US Long/Short Portfolio (ASILX). The values are adjusted to include any dividend payments, if applicable.

60.00%70.00%80.00%90.00%100.00%110.00%120.00%130.00%December2025FebruaryMarchAprilMay
64.40%
115.75%
BGLSX
ASILX

Key characteristics

Returns By Period


BGLSX

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

ASILX

YTD

-0.33%

1M

-0.07%

6M

1.47%

1Y

11.31%

5Y*

10.58%

10Y*

7.61%

*Annualized

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BGLSX vs. ASILX - Expense Ratio Comparison

BGLSX has a 1.81% expense ratio, which is higher than ASILX's 1.55% expense ratio.


Expense ratio chart for BGLSX: current value is 1.81%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
BGLSX: 1.81%
Expense ratio chart for ASILX: current value is 1.55%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
ASILX: 1.55%

Risk-Adjusted Performance

BGLSX vs. ASILX — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BGLSX
The Risk-Adjusted Performance Rank of BGLSX is 66
Overall Rank
The Sharpe Ratio Rank of BGLSX is 66
Sharpe Ratio Rank
The Sortino Ratio Rank of BGLSX is 55
Sortino Ratio Rank
The Omega Ratio Rank of BGLSX is 77
Omega Ratio Rank
The Calmar Ratio Rank of BGLSX is 88
Calmar Ratio Rank
The Martin Ratio Rank of BGLSX is 66
Martin Ratio Rank

ASILX
The Risk-Adjusted Performance Rank of ASILX is 8484
Overall Rank
The Sharpe Ratio Rank of ASILX is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of ASILX is 8282
Sortino Ratio Rank
The Omega Ratio Rank of ASILX is 8383
Omega Ratio Rank
The Calmar Ratio Rank of ASILX is 9090
Calmar Ratio Rank
The Martin Ratio Rank of ASILX is 8484
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

BGLSX vs. ASILX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Boston Partners Global Long/Short Fund (BGLSX) and AB Select US Long/Short Portfolio (ASILX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


The chart of Sharpe ratio for BGLSX, currently valued at -0.46, compared to the broader market-2.00-1.000.001.002.003.00
BGLSX: -0.46
ASILX: 1.29
The chart of Sortino ratio for BGLSX, currently valued at -0.46, compared to the broader market-2.000.002.004.006.008.00
BGLSX: -0.46
ASILX: 1.79
The chart of Omega ratio for BGLSX, currently valued at 0.85, compared to the broader market0.501.001.502.002.503.00
BGLSX: 0.85
ASILX: 1.24
The chart of Calmar ratio for BGLSX, currently valued at -0.47, compared to the broader market0.002.004.006.008.0010.00
BGLSX: -0.47
ASILX: 1.49
The chart of Martin ratio for BGLSX, currently valued at -0.61, compared to the broader market0.0010.0020.0030.0040.00
BGLSX: -0.61
ASILX: 4.70


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00December2025FebruaryMarchAprilMay
-0.46
1.29
BGLSX
ASILX

Dividends

BGLSX vs. ASILX - Dividend Comparison

BGLSX has not paid dividends to shareholders, while ASILX's dividend yield for the trailing twelve months is around 0.77%.


TTM202420232022202120202019201820172016
BGLSX
Boston Partners Global Long/Short Fund
0.98%0.98%1.45%2.19%0.00%0.06%1.32%0.00%0.00%0.22%
ASILX
AB Select US Long/Short Portfolio
0.77%0.76%1.41%0.00%0.00%0.00%0.18%0.00%0.00%0.00%

Drawdowns

BGLSX vs. ASILX - Drawdown Comparison


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%December2025FebruaryMarchAprilMay
-9.28%
-4.55%
BGLSX
ASILX

Volatility

BGLSX vs. ASILX - Volatility Comparison

The current volatility for Boston Partners Global Long/Short Fund (BGLSX) is 0.00%, while AB Select US Long/Short Portfolio (ASILX) has a volatility of 4.18%. This indicates that BGLSX experiences smaller price fluctuations and is considered to be less risky than ASILX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%1.00%2.00%3.00%4.00%December2025FebruaryMarchAprilMay0
4.18%
BGLSX
ASILX