BPIRX vs. FLSPX

In the year-to-date period, BPIRX achieves a 2.15% return, which is significantly higher than FLSPX's -4.86% return. Over the past 10 years, BPIRX has underperformed FLSPX with an annualized return of -0.57%, while FLSPX has yielded a comparatively higher 5.71% annualized return.

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BPIRX has a 1.40% expense ratio, which is lower than FLSPX's 1.52% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Boston Partners Long/Short Research Fund (BPIRX) and Meeder Spectrum Fund (FLSPX). 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.

The current BPIRX Sharpe Ratio is -0.06, which is lower than the FLSPX Sharpe Ratio of 0.44. The chart below compares the historical Sharpe Ratios of BPIRX and FLSPX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

BPIRX's dividend yield for the trailing twelve months is around 0.86%, less than FLSPX's 0.87% yield.

The maximum BPIRX drawdown since its inception was -34.72%, which is greater than FLSPX's maximum drawdown of -27.07%. Use the drawdown chart below to compare losses from any high point for BPIRX and FLSPX. For additional features, visit the drawdowns tool.

The current volatility for Boston Partners Long/Short Research Fund (BPIRX) is 7.60%, while Meeder Spectrum Fund (FLSPX) has a volatility of 9.68%. This indicates that BPIRX experiences smaller price fluctuations and is considered to be less risky than FLSPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.