BPLEX vs. ASILX
Compare and contrast key facts about Boston Partners Long/Short Equity Fund (BPLEX) and AB Select US Long/Short Portfolio (ASILX).
BPLEX is managed by Boston Partners. It was launched on Nov 16, 1998. ASILX is managed by AllianceBernstein. It was launched on Dec 11, 2012.
Performance
BPLEX vs. ASILX - Performance Comparison
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BPLEX vs. ASILX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BPLEX Boston Partners Long/Short Equity Fund | 2.09% | 27.87% | 56.97% | 14.93% | 6.95% | 31.73% | -5.82% | 8.97% | -15.70% | 2.54% |
ASILX AB Select US Long/Short Portfolio | -1.59% | 9.77% | 18.46% | 11.06% | -9.94% | 17.81% | 10.23% | 17.17% | -1.61% | 12.61% |
Returns By Period
In the year-to-date period, BPLEX achieves a 2.09% return, which is significantly higher than ASILX's -1.59% return. Over the past 10 years, BPLEX has outperformed ASILX with an annualized return of 12.75%, while ASILX has yielded a comparatively lower 8.50% annualized return.
BPLEX
- 1D
- 1.51%
- 1M
- -2.54%
- YTD
- 2.09%
- 6M
- 8.39%
- 1Y
- 26.67%
- 3Y*
- 32.14%
- 5Y*
- 23.79%
- 10Y*
- 12.75%
ASILX
- 1D
- 0.85%
- 1M
- -1.86%
- YTD
- -1.59%
- 6M
- -0.37%
- 1Y
- 8.61%
- 3Y*
- 12.19%
- 5Y*
- 7.32%
- 10Y*
- 8.50%
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BPLEX vs. ASILX - Expense Ratio Comparison
BPLEX has a 2.21% expense ratio, which is higher than ASILX's 1.55% expense ratio.
Return for Risk
BPLEX vs. ASILX — Risk / Return Rank
BPLEX
ASILX
BPLEX vs. ASILX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Boston Partners Long/Short Equity Fund (BPLEX) and AB Select US Long/Short Portfolio (ASILX). 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.
| BPLEX | ASILX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.14 | 1.32 | +0.83 |
Sortino ratioReturn per unit of downside risk | 2.98 | 1.85 | +1.13 |
Omega ratioGain probability vs. loss probability | 1.44 | 1.27 | +0.17 |
Calmar ratioReturn relative to maximum drawdown | 3.11 | 2.48 | +0.63 |
Martin ratioReturn relative to average drawdown | 14.60 | 8.71 | +5.89 |
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
| BPLEX | ASILX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.14 | 1.32 | +0.83 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.63 | 0.91 | -0.28 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.44 | 0.92 | -0.48 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.54 | 0.91 | -0.38 |
Correlation
The correlation between BPLEX and ASILX is 0.55, 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
BPLEX vs. ASILX - Dividend Comparison
BPLEX's dividend yield for the trailing twelve months is around 10.72%, less than ASILX's 13.36% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BPLEX Boston Partners Long/Short Equity Fund | 10.72% | 10.94% | 58.72% | 28.35% | 15.19% | 5.11% | 44.84% | 11.33% | 9.69% | 0.83% | 0.00% | 9.91% |
ASILX AB Select US Long/Short Portfolio | 13.36% | 13.15% | 7.18% | 1.41% | 6.51% | 11.92% | 4.28% | 3.54% | 8.71% | 5.03% | 0.00% | 3.35% |
Drawdowns
BPLEX vs. ASILX - Drawdown Comparison
The maximum BPLEX drawdown since its inception was -43.47%, which is greater than ASILX's maximum drawdown of -18.36%. Use the drawdown chart below to compare losses from any high point for BPLEX and ASILX.
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Drawdown Indicators
| BPLEX | ASILX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.47% | -18.36% | -25.11% |
Max Drawdown (1Y)Largest decline over 1 year | -8.75% | -3.62% | -5.13% |
Max Drawdown (5Y)Largest decline over 5 years | -28.78% | -12.30% | -16.48% |
Max Drawdown (10Y)Largest decline over 10 years | -37.65% | -18.36% | -19.29% |
Current DrawdownCurrent decline from peak | -2.89% | -2.79% | -0.10% |
Average DrawdownAverage peak-to-trough decline | -6.65% | -2.49% | -4.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.86% | 1.03% | +0.83% |
Volatility
BPLEX vs. ASILX - Volatility Comparison
Boston Partners Long/Short Equity Fund (BPLEX) has a higher volatility of 3.75% compared to AB Select US Long/Short Portfolio (ASILX) at 1.51%. This indicates that BPLEX's price experiences larger fluctuations and is considered to be riskier than ASILX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BPLEX | ASILX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.75% | 1.51% | +2.24% |
Volatility (6M)Calculated over the trailing 6-month period | 7.40% | 4.09% | +3.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.75% | 6.63% | +6.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 37.94% | 8.05% | +29.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.27% | 9.30% | +19.97% |