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BPGIX vs. BPLSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BPGIX vs. BPLSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Boston Partners Global Equity Fund (BPGIX) and Boston Partners Long/Short Equity Fund Institutional Class (BPLSX). The values are adjusted to include any dividend payments, if applicable.

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BPGIX vs. BPLSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BPGIX
Boston Partners Global Equity Fund
-2.56%33.90%7.20%14.13%-3.07%21.74%3.26%18.79%-13.16%20.36%
BPLSX
Boston Partners Long/Short Equity Fund Institutional Class
0.62%28.28%43.67%15.23%7.22%32.04%-5.68%9.22%-15.47%2.76%

Returns By Period

In the year-to-date period, BPGIX achieves a -2.56% return, which is significantly lower than BPLSX's 0.62% return. Over the past 10 years, BPGIX has underperformed BPLSX with an annualized return of 10.11%, while BPLSX has yielded a comparatively higher 11.84% annualized return.


BPGIX

1D
-0.04%
1M
-9.42%
YTD
-2.56%
6M
2.40%
1Y
19.85%
3Y*
15.52%
5Y*
10.82%
10Y*
10.11%

BPLSX

1D
0.21%
1M
-4.32%
YTD
0.62%
6M
6.39%
1Y
25.68%
3Y*
27.90%
5Y*
21.71%
10Y*
11.84%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BPGIX vs. BPLSX - Expense Ratio Comparison

BPGIX has a 0.95% expense ratio, which is lower than BPLSX's 2.04% expense ratio.


Return for Risk

BPGIX vs. BPLSX — Risk / Return Rank

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

BPGIX
BPGIX Risk / Return Rank: 7272
Overall Rank
BPGIX Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
BPGIX Sortino Ratio Rank: 7070
Sortino Ratio Rank
BPGIX Omega Ratio Rank: 6969
Omega Ratio Rank
BPGIX Calmar Ratio Rank: 7575
Calmar Ratio Rank
BPGIX Martin Ratio Rank: 7272
Martin Ratio Rank

BPLSX
BPLSX Risk / Return Rank: 9393
Overall Rank
BPLSX Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
BPLSX Sortino Ratio Rank: 9393
Sortino Ratio Rank
BPLSX Omega Ratio Rank: 9191
Omega Ratio Rank
BPLSX Calmar Ratio Rank: 9292
Calmar Ratio Rank
BPLSX Martin Ratio Rank: 9595
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.

BPGIX vs. BPLSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Boston Partners Global Equity Fund (BPGIX) and Boston Partners Long/Short Equity Fund Institutional Class (BPLSX). 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.


BPGIXBPLSXDifference

Sharpe ratio

Return per unit of total volatility

1.28

2.06

-0.78

Sortino ratio

Return per unit of downside risk

1.76

2.87

-1.11

Omega ratio

Gain probability vs. loss probability

1.26

1.42

-0.16

Calmar ratio

Return relative to maximum drawdown

1.75

2.83

-1.08

Martin ratio

Return relative to average drawdown

6.90

13.32

-6.42

BPGIX vs. BPLSX - Sharpe Ratio Comparison

The current BPGIX Sharpe Ratio is 1.28, which is lower than the BPLSX Sharpe Ratio of 2.06. The chart below compares the historical Sharpe Ratios of BPGIX and BPLSX, 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


BPGIXBPLSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.28

2.06

-0.78

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.71

0.78

-0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.58

0.52

+0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.67

0.62

+0.04

Correlation

The correlation between BPGIX and BPLSX is 0.66, 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.


Dividends

BPGIX vs. BPLSX - Dividend Comparison

BPGIX's dividend yield for the trailing twelve months is around 10.36%, more than BPLSX's 7.88% yield.


TTM20252024202320222021202020192018201720162015
BPGIX
Boston Partners Global Equity Fund
10.36%10.09%5.24%1.94%1.51%1.74%1.98%1.42%8.73%2.03%1.91%0.73%
BPLSX
Boston Partners Long/Short Equity Fund Institutional Class
7.88%7.93%44.35%22.61%12.63%4.36%38.62%10.22%8.85%0.76%0.00%9.19%

Drawdowns

BPGIX vs. BPLSX - Drawdown Comparison

The maximum BPGIX drawdown since its inception was -41.87%, roughly equal to the maximum BPLSX drawdown of -43.20%. Use the drawdown chart below to compare losses from any high point for BPGIX and BPLSX.


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Drawdown Indicators


BPGIXBPLSXDifference

Max Drawdown

Largest peak-to-trough decline

-41.87%

-43.20%

+1.33%

Max Drawdown (1Y)

Largest decline over 1 year

-10.43%

-8.66%

-1.77%

Max Drawdown (5Y)

Largest decline over 5 years

-22.49%

-24.58%

+2.09%

Max Drawdown (10Y)

Largest decline over 10 years

-41.87%

-37.28%

-4.59%

Current Drawdown

Current decline from peak

-9.60%

-4.32%

-5.28%

Average Drawdown

Average peak-to-trough decline

-5.09%

-6.34%

+1.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.65%

1.84%

+0.81%

Volatility

BPGIX vs. BPLSX - Volatility Comparison

Boston Partners Global Equity Fund (BPGIX) has a higher volatility of 4.94% compared to Boston Partners Long/Short Equity Fund Institutional Class (BPLSX) at 3.33%. This indicates that BPGIX's price experiences larger fluctuations and is considered to be riskier than BPLSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BPGIXBPLSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.94%

3.33%

+1.61%

Volatility (6M)

Calculated over the trailing 6-month period

8.97%

7.26%

+1.71%

Volatility (1Y)

Calculated over the trailing 1-year period

15.11%

12.57%

+2.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.24%

27.83%

-12.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.42%

22.90%

-5.48%