BPLEX vs. FTLS
Compare and contrast key facts about Boston Partners Long/Short Equity Fund (BPLEX) and First Trust Long/Short Equity ETF (FTLS).
BPLEX is managed by Boston Partners. It was launched on Nov 16, 1998. FTLS is an actively managed fund by First Trust. It was launched on Sep 9, 2014.
Performance
BPLEX vs. FTLS - Performance Comparison
Loading graphics...
BPLEX vs. FTLS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BPLEX Boston Partners Long/Short Equity Fund | 0.57% | 27.87% | 56.97% | 14.93% | 6.95% | 31.73% | -5.82% | 8.97% | -15.70% | 2.54% |
FTLS First Trust Long/Short Equity ETF | -0.80% | 9.09% | 18.80% | 16.94% | -5.56% | 19.65% | 2.56% | 16.16% | -4.81% | 14.41% |
Returns By Period
In the year-to-date period, BPLEX achieves a 0.57% return, which is significantly higher than FTLS's -0.80% return. Over the past 10 years, BPLEX has outperformed FTLS with an annualized return of 12.58%, while FTLS has yielded a comparatively lower 9.10% annualized return.
BPLEX
- 1D
- 0.19%
- 1M
- -4.33%
- YTD
- 0.57%
- 6M
- 6.20%
- 1Y
- 25.32%
- 3Y*
- 31.49%
- 5Y*
- 23.62%
- 10Y*
- 12.58%
FTLS
- 1D
- 1.32%
- 1M
- -1.17%
- YTD
- -0.80%
- 6M
- 0.98%
- 1Y
- 10.88%
- 3Y*
- 12.98%
- 5Y*
- 9.94%
- 10Y*
- 9.10%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
BPLEX vs. FTLS - Expense Ratio Comparison
BPLEX has a 2.21% expense ratio, which is higher than FTLS's 1.60% expense ratio.
Return for Risk
BPLEX vs. FTLS — Risk / Return Rank
BPLEX
FTLS
BPLEX vs. FTLS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Boston Partners Long/Short Equity Fund (BPLEX) and First Trust Long/Short Equity ETF (FTLS). 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 | FTLS | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.01 | 1.04 | +0.96 |
Sortino ratioReturn per unit of downside risk | 2.80 | 1.56 | +1.25 |
Omega ratioGain probability vs. loss probability | 1.41 | 1.21 | +0.20 |
Calmar ratioReturn relative to maximum drawdown | 2.76 | 1.90 | +0.85 |
Martin ratioReturn relative to average drawdown | 13.01 | 8.02 | +4.99 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| BPLEX | FTLS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.01 | 1.04 | +0.96 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.63 | 0.94 | -0.32 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.43 | 0.81 | -0.38 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.54 | 0.77 | -0.23 |
Correlation
The correlation between BPLEX and FTLS 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. FTLS - Dividend Comparison
BPLEX's dividend yield for the trailing twelve months is around 10.88%, more than FTLS's 0.95% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BPLEX Boston Partners Long/Short Equity Fund | 10.88% | 10.94% | 58.72% | 28.35% | 15.19% | 5.11% | 44.84% | 11.33% | 9.69% | 0.83% | 0.00% | 9.91% |
FTLS First Trust Long/Short Equity ETF | 0.95% | 1.07% | 1.50% | 1.49% | 0.81% | 0.01% | 0.44% | 0.83% | 0.87% | 0.43% | 1.04% | 0.49% |
Drawdowns
BPLEX vs. FTLS - Drawdown Comparison
The maximum BPLEX drawdown since its inception was -43.47%, which is greater than FTLS's maximum drawdown of -20.54%. Use the drawdown chart below to compare losses from any high point for BPLEX and FTLS.
Loading graphics...
Drawdown Indicators
| BPLEX | FTLS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.47% | -20.54% | -22.93% |
Max Drawdown (1Y)Largest decline over 1 year | -8.75% | -6.17% | -2.58% |
Max Drawdown (5Y)Largest decline over 5 years | -28.78% | -11.69% | -17.09% |
Max Drawdown (10Y)Largest decline over 10 years | -37.65% | -20.54% | -17.11% |
Current DrawdownCurrent decline from peak | -4.33% | -2.34% | -1.99% |
Average DrawdownAverage peak-to-trough decline | -6.65% | -2.73% | -3.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.85% | 1.49% | +0.36% |
Volatility
BPLEX vs. FTLS - Volatility Comparison
Boston Partners Long/Short Equity Fund (BPLEX) has a higher volatility of 3.35% compared to First Trust Long/Short Equity ETF (FTLS) at 2.93%. This indicates that BPLEX's price experiences larger fluctuations and is considered to be riskier than FTLS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| BPLEX | FTLS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.35% | 2.93% | +0.42% |
Volatility (6M)Calculated over the trailing 6-month period | 7.26% | 6.53% | +0.73% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.70% | 10.50% | +2.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 37.94% | 10.65% | +27.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.26% | 11.31% | +17.95% |