BPGSX vs. SPY
Compare and contrast key facts about Boston Partners Global Sustainability Fund (BPGSX) and SPDR S&P 500 ETF (SPY).
BPGSX is managed by Boston Partners. It was launched on Dec 28, 2021. SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BPGSX or SPY.
Key characteristics
| BPGSX | SPY | |
|---|---|---|
| YTD Return | 12.69% | 19.22% |
| 1Y Return | 21.09% | 28.25% |
| Sharpe Ratio | 1.71 | 2.25 |
| Daily Std Dev | 12.27% | 12.59% |
| Max Drawdown | -23.02% | -55.19% |
| Current Drawdown | -0.42% | -0.32% |
Correlation
The correlation between BPGSX and SPY is 0.84, 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.
Performance
BPGSX vs. SPY - Performance Comparison
In the year-to-date period, BPGSX achieves a 12.69% return, which is significantly lower than SPY's 19.22% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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BPGSX vs. SPY - Expense Ratio Comparison
BPGSX has a 0.90% expense ratio, which is higher than SPY's 0.09% expense ratio.
Risk-Adjusted Performance
BPGSX vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Boston Partners Global Sustainability Fund (BPGSX) and SPDR S&P 500 ETF (SPY). 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.
Dividends
BPGSX vs. SPY - Dividend Comparison
BPGSX's dividend yield for the trailing twelve months is around 1.35%, more than SPY's 0.93% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BPGSX Boston Partners Global Sustainability Fund | 1.35% | 1.52% | 1.49% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SPY SPDR S&P 500 ETF | 0.93% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
Drawdowns
BPGSX vs. SPY - Drawdown Comparison
The maximum BPGSX drawdown since its inception was -23.02%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for BPGSX and SPY. For additional features, visit the drawdowns tool.
Volatility
BPGSX vs. SPY - Volatility Comparison
Boston Partners Global Sustainability Fund (BPGSX) and SPDR S&P 500 ETF (SPY) have volatilities of 3.78% and 3.94%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.