BPGIX vs. BPSIX

Last updated Jun 24, 2026

BPGIX (Boston Partners Global Equity Fund) and BPSIX (Boston Partners Small Cap Value Fund Class I) are both mutual funds - BPGIX is a Global Equities fund managed by Boston Partners, while BPSIX is a Small Cap Value Equities fund managed by Boston Partners. Over the past 10 years, BPGIX returned 11.38%/yr vs 10.39%/yr for BPSIX. Their correlation of 0.83 suggests significant overlap in exposure. BPGIX charges 0.95%/yr vs 0.99%/yr for BPSIX.

Performance

BPGIX vs. BPSIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Boston Partners Global Equity Fund (BPGIX) and Boston Partners Small Cap Value Fund Class I (BPSIX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, BPGIX achieves a 6.74% return, which is significantly lower than BPSIX's 14.65% return. Over the past 10 years, BPGIX has outperformed BPSIX with an annualized return of 11.38%, while BPSIX has yielded a comparatively lower 10.39% annualized return.

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%

BPSIX

• 1D: 0.24%
• 1M: 4.45%
• YTD: 14.65%
• 6M: 12.91%
• 1Y: 24.91%
• 3Y*: 17.49%
• 5Y*: 7.99%
• 10Y*: 10.39%

*Multi-year figures are annualized to reflect compound growth (CAGR)

BPGIX vs. BPSIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
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%
BPSIX Boston Partners Small Cap Value Fund Class I	14.65%	7.45%	13.95%	16.98%	-11.48%	25.67%	1.60%	28.06%	-16.42%	9.72%

Correlation

The correlation between BPGIX and BPSIX is 0.75, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.75
Correlation (3Y) Calculated over the trailing 3-year period	0.76
Correlation (5Y) Calculated over the trailing 5-year period	0.82
Correlation (10Y) Calculated over the trailing 10-year period	0.83
Correlation (All Time) Calculated using the full available price history since Dec 30, 2011	0.83

The correlation between BPGIX and BPSIX has been stable across timeframes, ranging from 0.75 to 0.83 - a consistent structural relationship.

Return for Risk

BPGIX vs. BPSIX — Risk / Return Rank

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

BPGIX

BPGIX Risk / Return Rank: 38
BPGIX Sharpe Ratio Rank: 38
BPGIX Sortino Ratio Rank: 39
BPGIX Omega Ratio Rank: 36
BPGIX Calmar Ratio Rank: 38
BPGIX Martin Ratio Rank: 37

BPSIX

BPSIX Risk / Return Rank: 40
BPSIX Sharpe Ratio Rank: 38
BPSIX Sortino Ratio Rank: 42
BPSIX Omega Ratio Rank: 34
BPSIX Calmar Ratio Rank: 49
BPSIX Martin Ratio Rank: 38

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. BPSIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Boston Partners Global Equity Fund (BPGIX) and Boston Partners Small Cap Value Fund Class I (BPSIX). 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.

	BPGIX	BPSIX	Difference
Sharpe ratio: Return per unit of total volatility	1.66	1.66	0.00
Sortino ratio: Return per unit of downside risk	2.43	2.52	-0.09
Omega ratio: Gain probability vs. loss probability	1.30	1.29	+0.01
Calmar ratio: Return relative to maximum drawdown	2.21	2.57	-0.36
Martin ratio: Return relative to average drawdown	7.71	7.75	-0.04

BPGIX vs. BPSIX - Sharpe Ratio Comparison

The current BPGIX Sharpe Ratio is 1.66, which is comparable to the BPSIX Sharpe Ratio of 1.66. The chart below compares the historical Sharpe Ratios of BPGIX and BPSIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

BPGIX vs. BPSIX - Drawdown Comparison

The maximum BPGIX drawdown since its inception was -41.87%, smaller than the maximum BPSIX drawdown of -62.51%. Use the drawdown chart below to compare losses from any high point for BPGIX and BPSIX.

Drawdown Indicators

	BPGIX	BPSIX	Difference
Max Drawdown Largest peak-to-trough decline	-41.87%	-62.51%	+20.64%
Max Drawdown (1Y) Largest decline over 1 year	-9.64%	-10.39%	+0.75%
Max Drawdown (3Y) Largest decline over 3 years	-12.43%	-21.62%	+9.19%
Max Drawdown (5Y) Largest decline over 5 years	-22.49%	-22.01%	-0.48%
Max Drawdown (10Y) Largest decline over 10 years	-41.87%	-47.79%	+5.92%
Current Drawdown Current decline from peak	-0.97%	-0.30%	-0.67%
Average Drawdown Average peak-to-trough decline	-5.06%	-9.08%	+4.02%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.76%	3.43%	-0.67%

Volatility

BPGIX vs. BPSIX - Volatility Comparison

The current volatility for Boston Partners Global Equity Fund (BPGIX) is 3.41%, while Boston Partners Small Cap Value Fund Class I (BPSIX) has a volatility of 4.50%. This indicates that BPGIX experiences smaller price fluctuations and is considered to be less risky than BPSIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BPGIX	BPSIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.41%	4.50%	-1.09%
Volatility (6M) Calculated over the trailing 6-month period	10.01%	11.07%	-1.06%
Volatility (1Y) Calculated over the trailing 1-year period	12.83%	16.07%	-3.24%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.29%	19.71%	-4.42%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.48%	22.13%	-4.65%

BPGIX vs. BPSIX - Expense Ratio Comparison

BPGIX has a 0.95% expense ratio, which is lower than BPSIX's 0.99% expense ratio.

Dividends

BPGIX vs. BPSIX - Dividend Comparison

BPGIX's dividend yield for the trailing twelve months is around 9.46%, more than BPSIX's 6.59% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
BPSIX Boston Partners Small Cap Value Fund Class I	6.59%	7.56%	14.43%	12.77%	7.64%	7.03%	0.54%	2.42%	6.95%	4.50%	2.22%	5.29%

Frequently Asked Questions

Can I hold both BPGIX and BPSIX in my portfolio?

BPGIX and BPSIX have a correlation of 0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, BPGIX or BPSIX?

BPSIX has higher volatility (4.50%) compared to BPGIX (3.41%). In terms of maximum drawdown, BPGIX dropped -41.87% vs BPSIX's -62.51%.

Which has better risk-adjusted returns?

BPSIX currently has the higher Sharpe Ratio (1.66 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.