Correlation
The correlation between BPGSX and SPY is 0.82, 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.
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.
Performance
BPGSX vs. SPY - Performance Comparison
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Key characteristics
BPGSX:
1.07
SPY:
0.67
BPGSX:
1.40
SPY:
1.03
BPGSX:
1.20
SPY:
1.15
BPGSX:
1.29
SPY:
0.69
BPGSX:
5.16
SPY:
2.61
BPGSX:
3.04%
SPY:
4.92%
BPGSX:
16.09%
SPY:
20.44%
BPGSX:
-23.02%
SPY:
-55.19%
BPGSX:
-0.45%
SPY:
-3.44%
Returns By Period
In the year-to-date period, BPGSX achieves a 18.15% return, which is significantly higher than SPY's 0.98% return.
BPGSX
18.15%
5.82%
13.35%
17.09%
13.18%
N/A
N/A
SPY
0.98%
6.45%
-0.84%
13.58%
14.08%
15.83%
12.73%
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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 Rank
BPGSX
SPY
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.
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Dividends
BPGSX vs. SPY - Dividend Comparison
BPGSX's dividend yield for the trailing twelve months is around 1.30%, more than SPY's 1.21% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BPGSX Boston Partners Global Sustainability Fund | 1.30% | 1.53% | 1.52% | 1.49% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SPY SPDR S&P 500 ETF | 1.21% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% |
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.
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Volatility
BPGSX vs. SPY - Volatility Comparison
The current volatility for Boston Partners Global Sustainability Fund (BPGSX) is 3.13%, while SPDR S&P 500 ETF (SPY) has a volatility of 4.85%. This indicates that BPGSX experiences smaller price fluctuations and is considered to be less risky than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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