BPGSX vs. FIQOX

Last updated Jun 24, 2026

BPGSX (Boston Partners Global Sustainability Fund) and FIQOX (Fidelity Advisor Worldwide Fund Class Z) are both Global Equities funds. Over the past 3 years, BPGSX returned 17.07%/yr vs 31.96%/yr for FIQOX. A 0.76 correlation means they provide meaningful diversification when combined. Both charge a 0.90% expense ratio.

Performance

BPGSX vs. FIQOX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Boston Partners Global Sustainability Fund (BPGSX) and Fidelity Advisor Worldwide Fund Class Z (FIQOX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, BPGSX achieves a 2.43% return, which is significantly lower than FIQOX's 24.23% return.

BPGSX

• 1D: 0.00%
• 1M: 0.00%
• YTD: 2.43%
• 6M: 1.72%
• 1Y: 14.15%
• 3Y*: 17.07%
• 5Y*: —
• 10Y*: —

FIQOX

• 1D: 0.35%
• 1M: 6.11%
• YTD: 24.23%
• 6M: 23.22%
• 1Y: 42.77%
• 3Y*: 31.96%
• 5Y*: 16.04%
• 10Y*: —

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

BPGSX vs. FIQOX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
BPGSX Boston Partners Global Sustainability Fund	2.43%	32.86%	9.62%	16.44%	-5.69%
FIQOX Fidelity Advisor Worldwide Fund Class Z	24.23%	16.27%	46.05%	25.10%	-16.23%

Correlation

The correlation between BPGSX and FIQOX is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.42
Correlation (3Y) Calculated over the trailing 3-year period	0.64
Correlation (All Time) Calculated using the full available price history since Jan 31, 2022	0.76

Over the past year, the correlation between BPGSX and FIQOX has dropped to 0.42 - well below their long-term average of 0.76, suggesting their price drivers have been diverging.

Return for Risk

BPGSX vs. FIQOX — Risk / Return Rank

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

BPGSX

BPGSX Risk / Return Rank: 59
BPGSX Sharpe Ratio Rank: 42
BPGSX Sortino Ratio Rank: 46
BPGSX Omega Ratio Rank: 67
BPGSX Calmar Ratio Rank: 70
BPGSX Martin Ratio Rank: 72

FIQOX

FIQOX Risk / Return Rank: 77
FIQOX Sharpe Ratio Rank: 77
FIQOX Sortino Ratio Rank: 66
FIQOX Omega Ratio Rank: 69
FIQOX Calmar Ratio Rank: 84
FIQOX Martin Ratio Rank: 88

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.

BPGSX vs. FIQOX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Boston Partners Global Sustainability Fund (BPGSX) and Fidelity Advisor Worldwide Fund Class Z (FIQOX). 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.

	BPGSX	FIQOX	Difference
Sharpe ratio: Return per unit of total volatility	1.76	2.36	-0.61
Sortino ratio: Return per unit of downside risk	2.63	3.08	-0.46
Omega ratio: Gain probability vs. loss probability	1.42	1.42	0.00
Calmar ratio: Return relative to maximum drawdown	3.09	3.75	-0.66
Martin ratio: Return relative to average drawdown	12.88	15.90	-3.02

BPGSX vs. FIQOX - Sharpe Ratio Comparison

The current BPGSX Sharpe Ratio is 1.76, which is comparable to the FIQOX Sharpe Ratio of 2.36. The chart below compares the historical Sharpe Ratios of BPGSX and FIQOX, 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

BPGSX vs. FIQOX - Drawdown Comparison

The maximum BPGSX drawdown since its inception was -22.19%, smaller than the maximum FIQOX drawdown of -33.64%. Use the drawdown chart below to compare losses from any high point for BPGSX and FIQOX.

Drawdown Indicators

	BPGSX	FIQOX	Difference
Max Drawdown Largest peak-to-trough decline	-22.19%	-33.64%	+11.45%
Max Drawdown (1Y) Largest decline over 1 year	-5.17%	-11.74%	+6.57%
Max Drawdown (3Y) Largest decline over 3 years	-12.20%	-22.59%	+10.39%
Max Drawdown (5Y) Largest decline over 5 years	—	-33.64%	—
Current Drawdown Current decline from peak	-0.51%	0.00%	-0.51%
Average Drawdown Average peak-to-trough decline	-4.00%	-7.81%	+3.81%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.21%	2.76%	-1.55%

Volatility

BPGSX vs. FIQOX - Volatility Comparison

The current volatility for Boston Partners Global Sustainability Fund (BPGSX) is 0.00%, while Fidelity Advisor Worldwide Fund Class Z (FIQOX) has a volatility of 7.74%. This indicates that BPGSX experiences smaller price fluctuations and is considered to be less risky than FIQOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BPGSX	FIQOX	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.00%	7.74%	-7.74%
Volatility (6M) Calculated over the trailing 6-month period	5.19%	15.12%	-9.93%
Volatility (1Y) Calculated over the trailing 1-year period	9.11%	18.68%	-9.57%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.04%	20.26%	-5.22%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.04%	21.26%	-6.22%

BPGSX vs. FIQOX - Expense Ratio Comparison

Both BPGSX and FIQOX have an expense ratio of 0.90%.

Dividends

BPGSX vs. FIQOX - Dividend Comparison

BPGSX's dividend yield for the trailing twelve months is around 80.06%, more than FIQOX's 9.34% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018
BPGSX Boston Partners Global Sustainability Fund	80.06%	16.14%	3.04%	1.52%	1.49%	0.00%	0.00%	0.00%	0.00%
FIQOX Fidelity Advisor Worldwide Fund Class Z	9.34%	11.60%	26.02%	1.10%	6.51%	12.99%	8.23%	5.09%	9.32%

Frequently Asked Questions

Can I hold both BPGSX and FIQOX in my portfolio?

BPGSX and FIQOX have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, BPGSX or FIQOX?

FIQOX has higher volatility (7.74%) compared to BPGSX (0.00%). In terms of maximum drawdown, BPGSX dropped -22.19% vs FIQOX's -33.64%.

Which has better risk-adjusted returns?

FIQOX currently has the higher Sharpe Ratio (2.36 vs 1.76), 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.