BPLSX vs. BPGSX
BPLSX (Boston Partners Long/Short Equity Fund Institutional Class) and BPGSX (Boston Partners Global Sustainability Fund) are both mutual funds - BPLSX is a Long-Short fund actively managed by Boston Partners, while BPGSX is a Global Equities fund managed by Boston Partners. Over the past 3 years, BPLSX returned 32.78%/yr vs 17.07%/yr for BPGSX. A 0.76 correlation means they provide meaningful diversification when combined. BPLSX charges 2.04%/yr vs 0.90%/yr for BPGSX.
Performance
BPLSX vs. BPGSX - Performance Comparison
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Returns By Period
In the year-to-date period, BPLSX achieves a 13.69% return, which is significantly higher than BPGSX's 2.43% return.
BPLSX
- 1D
- -0.12%
- 1M
- 3.96%
- YTD
- 13.69%
- 6M
- 14.32%
- 1Y
- 33.21%
- 3Y*
- 32.78%
- 5Y*
- 24.34%
- 10Y*
- 13.03%
BPGSX
- 1D
- 0.00%
- 1M
- 0.00%
- YTD
- 2.43%
- 6M
- 1.95%
- 1Y
- 14.75%
- 3Y*
- 17.07%
- 5Y*
- —
- 10Y*
- —
BPLSX vs. BPGSX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
BPLSX Boston Partners Long/Short Equity Fund Institutional Class | 13.69% | 28.28% | 43.67% | 15.23% | 3.09% |
BPGSX Boston Partners Global Sustainability Fund | 2.43% | 32.86% | 9.62% | 16.44% | -5.69% |
Correlation
The correlation between BPLSX and BPGSX is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.46 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.70 |
Correlation (All Time) Calculated using the full available price history since Jan 31, 2022 | 0.76 |
Over the past year, the correlation between BPLSX and BPGSX has dropped to 0.46 - well below their long-term average of 0.76, suggesting their price drivers have been diverging.
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Return for Risk
BPLSX vs. BPGSX — Risk / Return Rank
BPLSX
BPGSX
BPLSX vs. BPGSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Boston Partners Long/Short Equity Fund Institutional Class (BPLSX) and Boston Partners Global Sustainability Fund (BPGSX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| BPLSX | BPGSX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.38 | ||
| Sortino ratioReturn per unit of downside risk | +2.19 | ||
| Omega ratioGain probability vs. loss probability | 1.57 | 1.42 | +0.15 |
| Calmar ratioReturn relative to maximum drawdown | 6.32 | 3.09 | +3.23 |
| Martin ratioReturn relative to average drawdown | 22.83 | 12.88 | +9.95 |
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Drawdowns
BPLSX vs. BPGSX - Drawdown Comparison
The maximum BPLSX drawdown since its inception was -43.20%, which is greater than BPGSX's maximum drawdown of -22.19%. Use the drawdown chart below to compare losses from any high point for BPLSX and BPGSX.
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Drawdown Indicators
| BPLSX | BPGSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.20% | -22.19% | -21.01% |
Max Drawdown (1Y)Largest decline over 1 year | -5.23% | -5.17% | -0.06% |
Max Drawdown (3Y)Largest decline over 3 years | -24.58% | -12.20% | -12.38% |
Max Drawdown (5Y)Largest decline over 5 years | -24.58% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -37.28% | — | — |
Current DrawdownCurrent decline from peak | -1.31% | -0.51% | -0.80% |
Average DrawdownAverage peak-to-trough decline | -6.30% | -4.00% | -2.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.45% | 1.21% | +0.24% |
Volatility
BPLSX vs. BPGSX - Volatility Comparison
Boston Partners Long/Short Equity Fund Institutional Class (BPLSX) has a higher volatility of 4.20% compared to Boston Partners Global Sustainability Fund (BPGSX) at 0.00%. This indicates that BPLSX's price experiences larger fluctuations and is considered to be riskier than BPGSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BPLSX | BPGSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.20% | 0.00% | +4.20% |
Volatility (6M)Calculated over the trailing 6-month period | 8.38% | 5.19% | +3.19% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.54% | 9.11% | +1.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.75% | 15.04% | +12.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.93% | 15.04% | +7.89% |
BPLSX vs. BPGSX - Expense Ratio Comparison
BPLSX has a 2.04% expense ratio, which is higher than BPGSX's 0.90% expense ratio.
Dividends
BPLSX vs. BPGSX - Dividend Comparison
BPLSX's dividend yield for the trailing twelve months is around 6.98%, less than BPGSX's 80.06% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BPGSX Boston Partners Global Sustainability Fund | 80.06% | 16.14% | 3.04% | 1.52% | 1.49% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
BPLSX Boston Partners Long/Short Equity Fund Institutional Class | 6.98% | 7.93% | 44.35% | 22.61% | 12.63% | 4.36% | 38.62% | 10.22% | 8.85% | 0.76% | 0.00% | 9.19% |
Frequently Asked Questions
BPLSX and BPGSX have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BPLSX has higher volatility (4.20%) compared to BPGSX (0.00%). In terms of maximum drawdown, BPLSX dropped -43.20% vs BPGSX's -22.19%.
BPLSX currently has the higher Sharpe Ratio (3.14 vs 1.76), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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