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BPLSX vs. BPIRX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BPLSX vs. BPIRX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Boston Partners Long/Short Equity Fund Institutional Class (BPLSX) and Boston Partners Long/Short Research Fund (BPIRX). The values are adjusted to include any dividend payments, if applicable.

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BPLSX vs. BPIRX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BPLSX
Boston Partners Long/Short Equity Fund Institutional Class
0.62%28.28%43.67%15.23%7.22%32.04%-5.68%9.22%-15.47%2.76%
BPIRX
Boston Partners Long/Short Research Fund
-2.07%14.90%13.49%4.75%6.48%23.74%-8.25%12.60%-10.59%10.10%

Returns By Period

In the year-to-date period, BPLSX achieves a 0.62% return, which is significantly higher than BPIRX's -2.07% return. Over the past 10 years, BPLSX has outperformed BPIRX with an annualized return of 11.84%, while BPIRX has yielded a comparatively lower 6.41% annualized return.


BPLSX

1D
0.21%
1M
-4.32%
YTD
0.62%
6M
6.39%
1Y
25.68%
3Y*
27.90%
5Y*
21.71%
10Y*
11.84%

BPIRX

1D
-0.36%
1M
-6.46%
YTD
-2.07%
6M
-0.58%
1Y
10.96%
3Y*
11.03%
5Y*
10.53%
10Y*
6.41%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BPLSX vs. BPIRX - Expense Ratio Comparison

BPLSX has a 2.04% expense ratio, which is higher than BPIRX's 1.40% expense ratio.


Return for Risk

BPLSX vs. BPIRX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BPLSX
BPLSX Risk / Return Rank: 9393
Overall Rank
BPLSX Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
BPLSX Sortino Ratio Rank: 9393
Sortino Ratio Rank
BPLSX Omega Ratio Rank: 9191
Omega Ratio Rank
BPLSX Calmar Ratio Rank: 9292
Calmar Ratio Rank
BPLSX Martin Ratio Rank: 9595
Martin Ratio Rank

BPIRX
BPIRX Risk / Return Rank: 6262
Overall Rank
BPIRX Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
BPIRX Sortino Ratio Rank: 5959
Sortino Ratio Rank
BPIRX Omega Ratio Rank: 6060
Omega Ratio Rank
BPIRX Calmar Ratio Rank: 6666
Calmar Ratio Rank
BPIRX Martin Ratio Rank: 6565
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BPLSX vs. BPIRX - 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 Long/Short Research Fund (BPIRX). 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.


BPLSXBPIRXDifference

Sharpe ratio

Return per unit of total volatility

2.06

1.09

+0.97

Sortino ratio

Return per unit of downside risk

2.87

1.53

+1.34

Omega ratio

Gain probability vs. loss probability

1.42

1.23

+0.19

Calmar ratio

Return relative to maximum drawdown

2.83

1.50

+1.33

Martin ratio

Return relative to average drawdown

13.32

6.17

+7.15

BPLSX vs. BPIRX - Sharpe Ratio Comparison

The current BPLSX Sharpe Ratio is 2.06, which is higher than the BPIRX Sharpe Ratio of 1.09. The chart below compares the historical Sharpe Ratios of BPLSX and BPIRX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


BPLSXBPIRXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.06

1.09

+0.97

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.78

0.92

-0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

0.55

-0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.62

0.68

-0.05

Correlation

The correlation between BPLSX and BPIRX is 0.72, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

BPLSX vs. BPIRX - Dividend Comparison

BPLSX's dividend yield for the trailing twelve months is around 7.88%, less than BPIRX's 10.88% yield.


TTM20252024202320222021202020192018201720162015
BPLSX
Boston Partners Long/Short Equity Fund Institutional Class
7.88%7.93%44.35%22.61%12.63%4.36%38.62%10.22%8.85%0.76%0.00%9.19%
BPIRX
Boston Partners Long/Short Research Fund
10.88%10.65%11.38%11.29%20.90%12.51%0.00%2.28%5.50%0.00%0.00%3.88%

Drawdowns

BPLSX vs. BPIRX - Drawdown Comparison

The maximum BPLSX drawdown since its inception was -43.20%, which is greater than BPIRX's maximum drawdown of -30.59%. Use the drawdown chart below to compare losses from any high point for BPLSX and BPIRX.


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Drawdown Indicators


BPLSXBPIRXDifference

Max Drawdown

Largest peak-to-trough decline

-43.20%

-30.59%

-12.61%

Max Drawdown (1Y)

Largest decline over 1 year

-8.66%

-7.09%

-1.57%

Max Drawdown (5Y)

Largest decline over 5 years

-24.58%

-15.42%

-9.16%

Max Drawdown (10Y)

Largest decline over 10 years

-37.28%

-30.59%

-6.69%

Current Drawdown

Current decline from peak

-4.32%

-6.46%

+2.14%

Average Drawdown

Average peak-to-trough decline

-6.34%

-3.88%

-2.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.84%

1.72%

+0.12%

Volatility

BPLSX vs. BPIRX - Volatility Comparison

Boston Partners Long/Short Equity Fund Institutional Class (BPLSX) has a higher volatility of 3.33% compared to Boston Partners Long/Short Research Fund (BPIRX) at 2.91%. This indicates that BPLSX's price experiences larger fluctuations and is considered to be riskier than BPIRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BPLSXBPIRXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.33%

2.91%

+0.42%

Volatility (6M)

Calculated over the trailing 6-month period

7.26%

6.26%

+1.00%

Volatility (1Y)

Calculated over the trailing 1-year period

12.57%

10.57%

+2.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.83%

11.49%

+16.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.90%

11.64%

+11.26%