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BPAVX vs. BPSCX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BPAVX vs. BPSCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Boston Partners All Cap Value Fund (BPAVX) and Boston Partners Small Cap Value Fund II (BPSCX). The values are adjusted to include any dividend payments, if applicable.

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BPAVX vs. BPSCX - 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%
BPSCX
Boston Partners Small Cap Value Fund II
-1.66%7.15%13.65%16.96%-11.69%25.42%1.30%27.75%-16.64%9.44%

Returns By Period

In the year-to-date period, BPAVX achieves a -4.93% return, which is significantly lower than BPSCX's -1.66% return. Over the past 10 years, BPAVX has outperformed BPSCX with an annualized return of 10.20%, while BPSCX has yielded a comparatively lower 8.49% 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%

BPSCX

1D
-0.34%
1M
-6.66%
YTD
-1.66%
6M
-2.48%
1Y
12.02%
3Y*
11.08%
5Y*
5.60%
10Y*
8.49%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BPAVX vs. BPSCX - Expense Ratio Comparison

BPAVX has a 1.05% expense ratio, which is lower than BPSCX's 1.24% expense ratio.


Return for Risk

BPAVX vs. BPSCX — 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

BPSCX
BPSCX Risk / Return Rank: 2525
Overall Rank
BPSCX Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
BPSCX Sortino Ratio Rank: 2727
Sortino Ratio Rank
BPSCX Omega Ratio Rank: 2222
Omega Ratio Rank
BPSCX Calmar Ratio Rank: 2727
Calmar Ratio Rank
BPSCX Martin Ratio Rank: 2323
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. BPSCX - 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 Small Cap Value Fund II (BPSCX). 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.


BPAVXBPSCXDifference

Sharpe ratio

Return per unit of total volatility

0.58

0.61

-0.02

Sortino ratio

Return per unit of downside risk

0.91

1.01

-0.10

Omega ratio

Gain probability vs. loss probability

1.13

1.13

0.00

Calmar ratio

Return relative to maximum drawdown

0.69

0.78

-0.09

Martin ratio

Return relative to average drawdown

2.71

2.46

+0.25

BPAVX vs. BPSCX - Sharpe Ratio Comparison

The current BPAVX Sharpe Ratio is 0.58, which is comparable to the BPSCX Sharpe Ratio of 0.61. The chart below compares the historical Sharpe Ratios of BPAVX and BPSCX, 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


BPAVXBPSCXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.58

0.61

-0.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.55

0.27

+0.28

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

0.38

+0.18

Sharpe Ratio (All Time)

Calculated using the full available price history

0.55

0.45

+0.11

Correlation

The correlation between BPAVX and BPSCX 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. BPSCX - Dividend Comparison

BPAVX's dividend yield for the trailing twelve months is around 9.70%, more than BPSCX's 8.21% 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%
BPSCX
Boston Partners Small Cap Value Fund II
8.21%8.07%15.19%13.27%7.76%7.12%0.32%2.26%6.95%4.44%2.09%5.24%

Drawdowns

BPAVX vs. BPSCX - Drawdown Comparison

The maximum BPAVX drawdown since its inception was -49.62%, smaller than the maximum BPSCX drawdown of -62.69%. Use the drawdown chart below to compare losses from any high point for BPAVX and BPSCX.


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Drawdown Indicators


BPAVXBPSCXDifference

Max Drawdown

Largest peak-to-trough decline

-49.62%

-62.69%

+13.07%

Max Drawdown (1Y)

Largest decline over 1 year

-11.53%

-12.53%

+1.00%

Max Drawdown (5Y)

Largest decline over 5 years

-17.42%

-22.19%

+4.77%

Max Drawdown (10Y)

Largest decline over 10 years

-40.64%

-47.80%

+7.16%

Current Drawdown

Current decline from peak

-9.40%

-8.57%

-0.83%

Average Drawdown

Average peak-to-trough decline

-5.74%

-9.35%

+3.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.94%

3.96%

-1.02%

Volatility

BPAVX vs. BPSCX - Volatility Comparison

The current volatility for Boston Partners All Cap Value Fund (BPAVX) is 3.82%, while Boston Partners Small Cap Value Fund II (BPSCX) has a volatility of 4.71%. This indicates that BPAVX experiences smaller price fluctuations and is considered to be less risky than BPSCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BPAVXBPSCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.82%

4.71%

-0.89%

Volatility (6M)

Calculated over the trailing 6-month period

8.96%

11.52%

-2.56%

Volatility (1Y)

Calculated over the trailing 1-year period

16.41%

19.85%

-3.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.33%

21.02%

-5.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.32%

22.67%

-4.35%