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BPAVX vs. ACIIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BPAVX vs. ACIIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Boston Partners All Cap Value Fund (BPAVX) and American Century Equity Income Fund Class I (ACIIX). The values are adjusted to include any dividend payments, if applicable.

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BPAVX vs. ACIIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BPAVX
Boston Partners All Cap Value Fund
-4.93%17.17%9.66%12.25%-2.63%25.22%3.85%27.58%-12.09%17.60%
ACIIX
American Century Equity Income Fund Class I
2.73%12.05%10.58%4.25%-2.96%17.16%1.19%24.50%-3.53%13.69%

Returns By Period

In the year-to-date period, BPAVX achieves a -4.93% return, which is significantly lower than ACIIX's 2.73% return. Over the past 10 years, BPAVX has outperformed ACIIX with an annualized return of 10.20%, while ACIIX has yielded a comparatively lower 8.89% annualized return.


BPAVX

1D
-0.42%
1M
-7.57%
YTD
-4.93%
6M
-1.32%
1Y
8.64%
3Y*
11.32%
5Y*
8.39%
10Y*
10.20%

ACIIX

1D
0.00%
1M
-5.73%
YTD
2.73%
6M
4.62%
1Y
9.92%
3Y*
9.70%
5Y*
7.47%
10Y*
8.89%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BPAVX vs. ACIIX - Expense Ratio Comparison

BPAVX has a 1.05% expense ratio, which is higher than ACIIX's 0.72% expense ratio.


Return for Risk

BPAVX vs. ACIIX — Risk / Return Rank

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

BPAVX
BPAVX Risk / Return Rank: 2323
Overall Rank
BPAVX Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
BPAVX Sortino Ratio Rank: 2323
Sortino Ratio Rank
BPAVX Omega Ratio Rank: 2323
Omega Ratio Rank
BPAVX Calmar Ratio Rank: 2323
Calmar Ratio Rank
BPAVX Martin Ratio Rank: 2525
Martin Ratio Rank

ACIIX
ACIIX Risk / Return Rank: 4545
Overall Rank
ACIIX Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
ACIIX Sortino Ratio Rank: 4747
Sortino Ratio Rank
ACIIX Omega Ratio Rank: 4444
Omega Ratio Rank
ACIIX Calmar Ratio Rank: 4444
Calmar Ratio Rank
ACIIX Martin Ratio Rank: 4343
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.

BPAVX vs. ACIIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Boston Partners All Cap Value Fund (BPAVX) and American Century Equity Income Fund Class I (ACIIX). 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.


BPAVXACIIXDifference

Sharpe ratio

Return per unit of total volatility

0.58

0.93

-0.34

Sortino ratio

Return per unit of downside risk

0.91

1.35

-0.43

Omega ratio

Gain probability vs. loss probability

1.13

1.19

-0.06

Calmar ratio

Return relative to maximum drawdown

0.69

1.11

-0.42

Martin ratio

Return relative to average drawdown

2.71

4.37

-1.66

BPAVX vs. ACIIX - Sharpe Ratio Comparison

The current BPAVX Sharpe Ratio is 0.58, which is lower than the ACIIX Sharpe Ratio of 0.93. The chart below compares the historical Sharpe Ratios of BPAVX and ACIIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


BPAVXACIIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.58

0.93

-0.34

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.55

0.70

-0.15

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

0.67

-0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.55

0.53

+0.03

Correlation

The correlation between BPAVX and ACIIX is 0.90, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

BPAVX vs. ACIIX - Dividend Comparison

BPAVX's dividend yield for the trailing twelve months is around 9.70%, less than ACIIX's 10.28% yield.


TTM20252024202320222021202020192018201720162015
BPAVX
Boston Partners All Cap Value Fund
9.70%9.22%10.23%10.94%8.42%5.21%1.42%2.34%6.38%4.11%3.70%6.44%
ACIIX
American Century Equity Income Fund Class I
10.28%10.55%11.71%8.21%8.96%7.02%2.18%7.57%9.05%12.14%8.08%10.72%

Drawdowns

BPAVX vs. ACIIX - Drawdown Comparison

The maximum BPAVX drawdown since its inception was -49.62%, which is greater than ACIIX's maximum drawdown of -39.16%. Use the drawdown chart below to compare losses from any high point for BPAVX and ACIIX.


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Drawdown Indicators


BPAVXACIIXDifference

Max Drawdown

Largest peak-to-trough decline

-49.62%

-39.16%

-10.46%

Max Drawdown (1Y)

Largest decline over 1 year

-11.53%

-8.96%

-2.57%

Max Drawdown (5Y)

Largest decline over 5 years

-17.42%

-13.49%

-3.93%

Max Drawdown (10Y)

Largest decline over 10 years

-40.64%

-32.76%

-7.88%

Current Drawdown

Current decline from peak

-9.40%

-5.73%

-3.67%

Average Drawdown

Average peak-to-trough decline

-5.74%

-5.26%

-0.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.94%

2.30%

+0.64%

Volatility

BPAVX vs. ACIIX - Volatility Comparison

Boston Partners All Cap Value Fund (BPAVX) has a higher volatility of 3.82% compared to American Century Equity Income Fund Class I (ACIIX) at 2.76%. This indicates that BPAVX's price experiences larger fluctuations and is considered to be riskier than ACIIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BPAVXACIIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.82%

2.76%

+1.06%

Volatility (6M)

Calculated over the trailing 6-month period

8.96%

6.05%

+2.91%

Volatility (1Y)

Calculated over the trailing 1-year period

16.41%

11.61%

+4.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.33%

10.74%

+4.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.32%

13.37%

+4.95%