Correlation
The correlation between BPLEX and PRWCX is 0.50, 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. PRWCX
Compare and contrast key facts about Boston Partners Long/Short Equity Fund (BPLEX) and T. Rowe Price Capital Appreciation Fund (PRWCX).
BPLEX is managed by Boston Partners. It was launched on Nov 16, 1998. PRWCX is managed by T. Rowe Price. It was launched on Jun 30, 1986.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BPLEX or PRWCX.
Performance
BPLEX vs. PRWCX - Performance Comparison
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Key characteristics
BPLEX:
1.15
PRWCX:
1.00
BPLEX:
1.54
PRWCX:
1.33
BPLEX:
1.22
PRWCX:
1.19
BPLEX:
1.28
PRWCX:
1.05
BPLEX:
5.31
PRWCX:
4.52
BPLEX:
2.58%
PRWCX:
2.19%
BPLEX:
12.76%
PRWCX:
11.44%
BPLEX:
-43.47%
PRWCX:
-41.77%
BPLEX:
-0.92%
PRWCX:
-0.59%
Returns By Period
In the year-to-date period, BPLEX achieves a 6.01% return, which is significantly higher than PRWCX's 3.00% return. Over the past 10 years, BPLEX has underperformed PRWCX with an annualized return of 7.70%, while PRWCX has yielded a comparatively higher 10.32% annualized return.
BPLEX
6.01%
2.65%
0.96%
14.54%
11.36%
15.82%
7.70%
PRWCX
3.00%
2.77%
0.68%
11.31%
10.00%
11.14%
10.32%
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BPLEX vs. PRWCX - Expense Ratio Comparison
BPLEX has a 2.21% expense ratio, which is higher than PRWCX's 0.68% expense ratio.
Risk-Adjusted Performance
BPLEX vs. PRWCX — Risk-Adjusted Performance Rank
BPLEX
PRWCX
BPLEX vs. PRWCX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Boston Partners Long/Short Equity Fund (BPLEX) and T. Rowe Price Capital Appreciation Fund (PRWCX). 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. PRWCX - Dividend Comparison
BPLEX's dividend yield for the trailing twelve months is around 27.70%, more than PRWCX's 10.07% 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% |
PRWCX T. Rowe Price Capital Appreciation Fund | 10.07% | 10.38% | 4.15% | 9.44% | 9.23% | 7.97% | 5.83% | 7.46% | 6.82% | 3.51% | 9.86% | 10.03% |
Drawdowns
BPLEX vs. PRWCX - Drawdown Comparison
The maximum BPLEX drawdown since its inception was -43.47%, roughly equal to the maximum PRWCX drawdown of -41.77%. Use the drawdown chart below to compare losses from any high point for BPLEX and PRWCX.
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Volatility
BPLEX vs. PRWCX - Volatility Comparison
The current volatility for Boston Partners Long/Short Equity Fund (BPLEX) is 2.84%, while T. Rowe Price Capital Appreciation Fund (PRWCX) has a volatility of 3.17%. This indicates that BPLEX experiences smaller price fluctuations and is considered to be less risky than PRWCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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