Correlation
The correlation between BPLEX and FTLS is 0.62, 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.
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.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BPLEX or FTLS.
Performance
BPLEX vs. FTLS - Performance Comparison
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Key characteristics
BPLEX:
1.15
FTLS:
0.80
BPLEX:
1.54
FTLS:
1.08
BPLEX:
1.22
FTLS:
1.15
BPLEX:
1.28
FTLS:
0.74
BPLEX:
5.31
FTLS:
2.51
BPLEX:
2.58%
FTLS:
3.46%
BPLEX:
12.76%
FTLS:
11.65%
BPLEX:
-43.47%
FTLS:
-20.53%
BPLEX:
-0.92%
FTLS:
-3.65%
Returns By Period
In the year-to-date period, BPLEX achieves a 6.01% return, which is significantly higher than FTLS's -0.19% return. Both investments have delivered pretty close results over the past 10 years, with BPLEX having a 7.70% annualized return and FTLS not far ahead at 7.96%.
BPLEX
6.01%
2.65%
0.96%
14.54%
11.36%
15.82%
7.70%
FTLS
-0.19%
3.15%
-0.44%
9.26%
10.28%
10.78%
7.96%
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BPLEX vs. FTLS - Expense Ratio Comparison
BPLEX has a 2.21% expense ratio, which is higher than FTLS's 1.60% expense ratio.
Risk-Adjusted Performance
BPLEX vs. FTLS — Risk-Adjusted Performance Rank
BPLEX
FTLS
BPLEX vs. FTLS - Risk-Adjusted Performance 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.
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Dividends
BPLEX vs. FTLS - Dividend Comparison
BPLEX's dividend yield for the trailing twelve months is around 27.70%, more than FTLS's 1.55% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BPLEX Boston Partners Long/Short Equity Fund | 27.70% | 29.36% | 28.35% | 15.19% | 5.11% | 44.84% | 11.33% | 9.69% | 0.83% | 0.00% | 9.91% | 9.61% |
FTLS First Trust Long/Short Equity ETF | 1.55% | 1.50% | 1.49% | 0.81% | 0.01% | 0.44% | 0.83% | 0.87% | 0.43% | 1.04% | 0.49% | 0.51% |
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 -20.53%. Use the drawdown chart below to compare losses from any high point for BPLEX and FTLS.
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Volatility
BPLEX vs. FTLS - Volatility Comparison
Boston Partners Long/Short Equity Fund (BPLEX) has a higher volatility of 2.84% compared to First Trust Long/Short Equity ETF (FTLS) at 2.43%. 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.
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