BPGIX vs. SSGLX
Compare and contrast key facts about Boston Partners Global Equity Fund (BPGIX) and State Street Global All Cap Equity ex-U.S. Index Fund Class K (SSGLX).
BPGIX is managed by Boston Partners. It was launched on Dec 29, 2011. SSGLX is a passively managed fund by State Street that tracks the performance of the MSCI ACWI ex USA Investable Market Index. It was launched on Sep 17, 2014.
Performance
BPGIX vs. SSGLX - Performance Comparison
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BPGIX vs. SSGLX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
SSGLX State Street Global All Cap Equity ex-U.S. Index Fund Class K | -0.64% | 32.64% | 4.98% | 15.67% | -16.44% | 8.36% | 11.11% | 21.52% | -14.05% | 27.12% |
Returns By Period
In the year-to-date period, BPGIX achieves a -2.56% return, which is significantly lower than SSGLX's -0.64% return. Over the past 10 years, BPGIX has outperformed SSGLX with an annualized return of 10.11%, while SSGLX has yielded a comparatively lower 8.58% 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%
SSGLX
- 1D
- 0.39%
- 1M
- -10.87%
- YTD
- -0.64%
- 6M
- 4.10%
- 1Y
- 24.88%
- 3Y*
- 14.40%
- 5Y*
- 6.92%
- 10Y*
- 8.58%
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BPGIX vs. SSGLX - Expense Ratio Comparison
BPGIX has a 0.95% expense ratio, which is higher than SSGLX's 0.07% expense ratio.
Return for Risk
BPGIX vs. SSGLX — Risk / Return Rank
BPGIX
SSGLX
BPGIX vs. SSGLX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Boston Partners Global Equity Fund (BPGIX) and State Street Global All Cap Equity ex-U.S. Index Fund Class K (SSGLX). 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.
| BPGIX | SSGLX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.28 | 1.56 | -0.28 |
Sortino ratioReturn per unit of downside risk | 1.76 | 2.12 | -0.36 |
Omega ratioGain probability vs. loss probability | 1.26 | 1.32 | -0.06 |
Calmar ratioReturn relative to maximum drawdown | 1.75 | 2.00 | -0.25 |
Martin ratioReturn relative to average drawdown | 6.90 | 7.90 | -1.00 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| BPGIX | SSGLX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.28 | 1.56 | -0.28 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.71 | 0.48 | +0.23 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.58 | 0.53 | +0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.67 | 0.37 | +0.30 |
Correlation
The correlation between BPGIX and SSGLX is 0.81, 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
BPGIX vs. SSGLX - Dividend Comparison
BPGIX's dividend yield for the trailing twelve months is around 10.36%, more than SSGLX's 4.44% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
SSGLX State Street Global All Cap Equity ex-U.S. Index Fund Class K | 4.44% | 4.41% | 4.46% | 2.98% | 2.85% | 4.20% | 1.72% | 4.80% | 8.32% | 3.98% | 1.52% | 2.09% |
Drawdowns
BPGIX vs. SSGLX - Drawdown Comparison
The maximum BPGIX drawdown since its inception was -41.87%, which is greater than SSGLX's maximum drawdown of -35.88%. Use the drawdown chart below to compare losses from any high point for BPGIX and SSGLX.
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Drawdown Indicators
| BPGIX | SSGLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.87% | -35.88% | -5.99% |
Max Drawdown (1Y)Largest decline over 1 year | -10.43% | -11.22% | +0.79% |
Max Drawdown (5Y)Largest decline over 5 years | -22.49% | -30.08% | +7.59% |
Max Drawdown (10Y)Largest decline over 10 years | -41.87% | -35.88% | -5.99% |
Current DrawdownCurrent decline from peak | -9.60% | -10.87% | +1.27% |
Average DrawdownAverage peak-to-trough decline | -5.09% | -8.32% | +3.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.65% | 2.84% | -0.19% |
Volatility
BPGIX vs. SSGLX - Volatility Comparison
The current volatility for Boston Partners Global Equity Fund (BPGIX) is 4.94%, while State Street Global All Cap Equity ex-U.S. Index Fund Class K (SSGLX) has a volatility of 6.44%. This indicates that BPGIX experiences smaller price fluctuations and is considered to be less risky than SSGLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BPGIX | SSGLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.94% | 6.44% | -1.50% |
Volatility (6M)Calculated over the trailing 6-month period | 8.97% | 10.02% | -1.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.11% | 15.49% | -0.38% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.24% | 14.49% | +0.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.42% | 16.15% | +1.27% |