BPAVX vs. BPGIX
BPAVX (Boston Partners All Cap Value Fund) and BPGIX (Boston Partners Global Equity Fund) are both mutual funds - BPAVX is a Large Cap Value Equities fund managed by Boston Partners, while BPGIX is a Global Equities fund managed by Boston Partners. Over the past 10 years, BPAVX returned 11.91%/yr vs 11.38%/yr for BPGIX. Their correlation of 0.91 suggests significant overlap in exposure. BPAVX charges 1.05%/yr vs 0.95%/yr for BPGIX.
Performance
BPAVX vs. BPGIX - Performance Comparison
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Returns By Period
In the year-to-date period, BPAVX achieves a 10.76% return, which is significantly higher than BPGIX's 6.74% return. Both investments have delivered pretty close results over the past 10 years, with BPAVX having a 11.91% annualized return and BPGIX not far behind at 11.38%.
BPAVX
- 1D
- 0.14%
- 1M
- 3.09%
- YTD
- 10.76%
- 6M
- 9.50%
- 1Y
- 22.78%
- 3Y*
- 16.48%
- 5Y*
- 10.62%
- 10Y*
- 11.91%
BPGIX
- 1D
- 0.54%
- 1M
- 1.68%
- YTD
- 6.74%
- 6M
- 6.21%
- 1Y
- 20.65%
- 3Y*
- 19.08%
- 5Y*
- 11.90%
- 10Y*
- 11.38%
BPAVX vs. BPGIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BPAVX Boston Partners All Cap Value Fund | 10.76% | 17.17% | 9.66% | 12.25% | -2.63% | 25.22% | 3.85% | 27.58% | -12.09% | 17.60% |
BPGIX Boston Partners Global Equity Fund | 6.74% | 33.90% | 7.20% | 14.13% | -3.07% | 21.74% | 3.26% | 18.79% | -13.16% | 20.36% |
Correlation
The correlation between BPAVX and BPGIX is 0.84, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.84 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.83 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.89 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.91 |
Correlation (All Time) Calculated using the full available price history since Dec 30, 2011 | 0.91 |
The correlation between BPAVX and BPGIX has been stable across timeframes, ranging from 0.83 to 0.91 - a consistent structural relationship.
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Return for Risk
BPAVX vs. BPGIX — Risk / Return Rank
BPAVX
BPGIX
BPAVX vs. BPGIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Boston Partners All Cap Value Fund (BPAVX) and Boston Partners Global Equity Fund (BPGIX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| BPAVX | BPGIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.30 | ||
| Sortino ratioReturn per unit of downside risk | +0.33 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.30 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 2.54 | 2.21 | +0.33 |
| Martin ratioReturn relative to average drawdown | 9.94 | 7.71 | +2.23 |
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Drawdowns
BPAVX vs. BPGIX - Drawdown Comparison
The maximum BPAVX drawdown since its inception was -49.62%, which is greater than BPGIX's maximum drawdown of -41.87%. Use the drawdown chart below to compare losses from any high point for BPAVX and BPGIX.
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Drawdown Indicators
| BPAVX | BPGIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.62% | -41.87% | -7.75% |
Max Drawdown (1Y)Largest decline over 1 year | -9.40% | -9.64% | +0.24% |
Max Drawdown (3Y)Largest decline over 3 years | -14.21% | -12.43% | -1.78% |
Max Drawdown (5Y)Largest decline over 5 years | -17.42% | -22.49% | +5.07% |
Max Drawdown (10Y)Largest decline over 10 years | -40.64% | -41.87% | +1.23% |
Current DrawdownCurrent decline from peak | -1.22% | -0.97% | -0.25% |
Average DrawdownAverage peak-to-trough decline | -5.69% | -5.06% | -0.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.39% | 2.76% | -0.37% |
Volatility
BPAVX vs. BPGIX - Volatility Comparison
Boston Partners All Cap Value Fund (BPAVX) has a higher volatility of 3.59% compared to Boston Partners Global Equity Fund (BPGIX) at 3.41%. This indicates that BPAVX's price experiences larger fluctuations and is considered to be riskier than BPGIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BPAVX | BPGIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.59% | 3.41% | +0.18% |
Volatility (6M)Calculated over the trailing 6-month period | 9.29% | 10.01% | -0.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.19% | 12.83% | -0.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.33% | 15.29% | +0.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.34% | 17.48% | +0.86% |
BPAVX vs. BPGIX - Expense Ratio Comparison
BPAVX has a 1.05% expense ratio, which is higher than BPGIX's 0.95% expense ratio.
Dividends
BPAVX vs. BPGIX - Dividend Comparison
BPAVX's dividend yield for the trailing twelve months is around 8.33%, less than BPGIX's 9.46% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BPAVX Boston Partners All Cap Value Fund | 8.33% | 9.22% | 10.23% | 10.94% | 8.42% | 5.21% | 1.42% | 2.34% | 6.38% | 4.11% | 3.70% | 6.44% |
BPGIX Boston Partners Global Equity Fund | 9.46% | 10.09% | 5.24% | 1.94% | 1.51% | 1.74% | 1.98% | 1.42% | 8.73% | 2.03% | 1.91% | 0.73% |
Frequently Asked Questions
BPAVX and BPGIX have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BPAVX has higher volatility (3.59%) compared to BPGIX (3.41%). In terms of maximum drawdown, BPAVX dropped -49.62% vs BPGIX's -41.87%.
BPAVX currently has the higher Sharpe Ratio (1.96 vs 1.66), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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