BPIRX vs. QAMNX
Compare and contrast key facts about Boston Partners Long/Short Research Fund (BPIRX) and Federated Hermes MDT Market Neutral A (QAMNX).
BPIRX is managed by Boston Partners. It was launched on Sep 29, 2010. QAMNX is managed by Federated. It was launched on Sep 30, 2008.
Performance
BPIRX vs. QAMNX - Performance Comparison
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BPIRX vs. QAMNX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
BPIRX Boston Partners Long/Short Research Fund | -0.71% | 14.90% | 13.49% | 4.75% | 6.48% | 7.64% |
QAMNX Federated Hermes MDT Market Neutral A | 1.36% | 10.00% | 17.33% | 4.71% | 9.19% | 12.29% |
Returns By Period
In the year-to-date period, BPIRX achieves a -0.71% return, which is significantly lower than QAMNX's 1.36% 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%
QAMNX
- 1D
- -0.05%
- 1M
- -0.05%
- YTD
- 1.36%
- 6M
- 5.54%
- 1Y
- 7.82%
- 3Y*
- 10.36%
- 5Y*
- —
- 10Y*
- —
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BPIRX vs. QAMNX - Expense Ratio Comparison
BPIRX has a 1.40% expense ratio, which is lower than QAMNX's 1.86% expense ratio.
Return for Risk
BPIRX vs. QAMNX — Risk / Return Rank
BPIRX
QAMNX
BPIRX vs. QAMNX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Boston Partners Long/Short Research Fund (BPIRX) and Federated Hermes MDT Market Neutral A (QAMNX). 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.
| BPIRX | QAMNX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.18 | 1.23 | -0.05 |
Sortino ratioReturn per unit of downside risk | 1.66 | 1.90 | -0.24 |
Omega ratioGain probability vs. loss probability | 1.25 | 1.27 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.83 | 1.97 | -0.14 |
Martin ratioReturn relative to average drawdown | 7.40 | 5.71 | +1.70 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| BPIRX | QAMNX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.18 | 1.23 | -0.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.92 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.69 | 0.87 | -0.18 |
Correlation
The correlation between BPIRX and QAMNX is 0.12, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
BPIRX vs. QAMNX - Dividend Comparison
BPIRX's dividend yield for the trailing twelve months is around 10.73%, more than QAMNX's 1.51% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
QAMNX Federated Hermes MDT Market Neutral A | 1.51% | 1.53% | 1.85% | 5.89% | 11.74% | 20.80% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
BPIRX vs. QAMNX - Drawdown Comparison
The maximum BPIRX drawdown since its inception was -30.59%, which is greater than QAMNX's maximum drawdown of -17.97%. Use the drawdown chart below to compare losses from any high point for BPIRX and QAMNX.
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Drawdown Indicators
| BPIRX | QAMNX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -30.59% | -17.97% | -12.62% |
Max Drawdown (1Y)Largest decline over 1 year | -7.09% | -4.16% | -2.93% |
Max Drawdown (5Y)Largest decline over 5 years | -15.42% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -30.59% | — | — |
Current DrawdownCurrent decline from peak | -5.17% | -0.42% | -4.75% |
Average DrawdownAverage peak-to-trough decline | -3.88% | -5.25% | +1.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.75% | 1.44% | +0.31% |
Volatility
BPIRX vs. QAMNX - Volatility Comparison
Boston Partners Long/Short Research Fund (BPIRX) has a higher volatility of 3.37% compared to Federated Hermes MDT Market Neutral A (QAMNX) at 1.03%. This indicates that BPIRX's price experiences larger fluctuations and is considered to be riskier than QAMNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BPIRX | QAMNX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.37% | 1.03% | +2.34% |
Volatility (6M)Calculated over the trailing 6-month period | 6.41% | 4.88% | +1.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.64% | 6.38% | +4.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.50% | 14.04% | -2.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 11.65% | 14.04% | -2.39% |