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BPIRX vs. BRK-B
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BPIRX vs. BRK-B - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Boston Partners Long/Short Research Fund (BPIRX) and Berkshire Hathaway Inc. (BRK-B). The values are adjusted to include any dividend payments, if applicable.

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BPIRX vs. BRK-B - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BPIRX
Boston Partners Long/Short Research Fund
-0.71%14.90%13.49%4.75%6.48%23.74%-8.25%12.60%-10.59%10.10%
BRK-B
Berkshire Hathaway Inc.
-4.80%10.89%27.09%15.46%3.31%28.95%2.37%10.93%3.01%21.62%

Returns By Period

In the year-to-date period, BPIRX achieves a -0.71% return, which is significantly higher than BRK-B's -4.80% return. Over the past 10 years, BPIRX has underperformed BRK-B with an annualized return of 6.55%, while BRK-B has yielded a comparatively higher 12.78% annualized return.


BPIRX

1D
1.38%
1M
-5.04%
YTD
-0.71%
6M
0.66%
1Y
12.33%
3Y*
11.54%
5Y*
10.57%
10Y*
6.55%

BRK-B

1D
-0.15%
1M
-0.35%
YTD
-4.80%
6M
-3.95%
1Y
-10.22%
3Y*
15.72%
5Y*
13.13%
10Y*
12.78%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

BPIRX vs. BRK-B — Risk / Return Rank

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

BPIRX
BPIRX Risk / Return Rank: 6666
Overall Rank
BPIRX Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
BPIRX Sortino Ratio Rank: 6060
Sortino Ratio Rank
BPIRX Omega Ratio Rank: 6161
Omega Ratio Rank
BPIRX Calmar Ratio Rank: 7373
Calmar Ratio Rank
BPIRX Martin Ratio Rank: 7373
Martin Ratio Rank

BRK-B
BRK-B Risk / Return Rank: 1717
Overall Rank
BRK-B Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
BRK-B Sortino Ratio Rank: 1616
Sortino Ratio Rank
BRK-B Omega Ratio Rank: 1616
Omega Ratio Rank
BRK-B Calmar Ratio Rank: 1717
Calmar Ratio Rank
BRK-B Martin Ratio Rank: 1919
Martin Ratio Rank
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.

BPIRX vs. BRK-B - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Boston Partners Long/Short Research Fund (BPIRX) and Berkshire Hathaway Inc. (BRK-B). 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.


BPIRXBRK-BDifference

Sharpe ratio

Return per unit of total volatility

1.18

-0.56

+1.74

Sortino ratio

Return per unit of downside risk

1.66

-0.65

+2.30

Omega ratio

Gain probability vs. loss probability

1.25

0.91

+0.34

Calmar ratio

Return relative to maximum drawdown

1.83

-0.68

+2.51

Martin ratio

Return relative to average drawdown

7.40

-1.16

+8.57

BPIRX vs. BRK-B - Sharpe Ratio Comparison

The current BPIRX Sharpe Ratio is 1.18, which is higher than the BRK-B Sharpe Ratio of -0.56. The chart below compares the historical Sharpe Ratios of BPIRX and BRK-B, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


BPIRXBRK-BDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.18

-0.56

+1.74

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.92

0.77

+0.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

0.66

-0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.69

0.48

+0.21

Correlation

The correlation between BPIRX and BRK-B is 0.70, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

BPIRX vs. BRK-B - Dividend Comparison

BPIRX's dividend yield for the trailing twelve months is around 10.73%, while BRK-B has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
BPIRX
Boston Partners Long/Short Research Fund
10.73%10.65%11.38%11.29%20.90%12.51%0.00%2.28%5.50%0.00%0.00%3.88%
BRK-B
Berkshire Hathaway Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

BPIRX vs. BRK-B - Drawdown Comparison

The maximum BPIRX drawdown since its inception was -30.59%, smaller than the maximum BRK-B drawdown of -53.86%. Use the drawdown chart below to compare losses from any high point for BPIRX and BRK-B.


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Drawdown Indicators


BPIRXBRK-BDifference

Max Drawdown

Largest peak-to-trough decline

-30.59%

-53.86%

+23.27%

Max Drawdown (1Y)

Largest decline over 1 year

-7.09%

-14.95%

+7.86%

Max Drawdown (5Y)

Largest decline over 5 years

-15.42%

-26.58%

+11.16%

Max Drawdown (10Y)

Largest decline over 10 years

-30.59%

-29.57%

-1.02%

Current Drawdown

Current decline from peak

-5.17%

-11.36%

+6.19%

Average Drawdown

Average peak-to-trough decline

-3.88%

-11.07%

+7.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.75%

8.72%

-6.97%

Volatility

BPIRX vs. BRK-B - Volatility Comparison

The current volatility for Boston Partners Long/Short Research Fund (BPIRX) is 3.37%, while Berkshire Hathaway Inc. (BRK-B) has a volatility of 4.33%. This indicates that BPIRX experiences smaller price fluctuations and is considered to be less risky than BRK-B based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BPIRXBRK-BDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.37%

4.33%

-0.96%

Volatility (6M)

Calculated over the trailing 6-month period

6.41%

11.14%

-4.73%

Volatility (1Y)

Calculated over the trailing 1-year period

10.64%

18.30%

-7.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.50%

17.20%

-5.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.65%

19.45%

-7.80%