BPLSX vs. BPSCX
BPLSX (Boston Partners Long/Short Equity Fund Institutional Class) and BPSCX (Boston Partners Small Cap Value Fund II) are both mutual funds - BPLSX is a Long-Short fund actively managed by Boston Partners, while BPSCX is a Small Cap Value Equities fund managed by Boston Partners. Over the past 10 years, BPLSX returned 13.74%/yr vs 9.58%/yr for BPSCX. Their 0.54 correlation means they have sometimes moved together and sometimes differently. BPLSX charges 2.04%/yr vs 1.24%/yr for BPSCX.
Performance
BPLSX vs. BPSCX - Performance Comparison
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Returns By Period
In the year-to-date period, BPLSX achieves a 21.39% return, which is significantly higher than BPSCX's 17.19% return. Over the past 10 years, BPLSX has outperformed BPSCX with an annualized return of 13.74%, while BPSCX has yielded a comparatively lower 9.58% annualized return.
BPLSX
- 1D
- 0.06%
- 1M
- 3.95%
- 6M
- 19.66%
- YTD
- 21.39%
- 1Y
- 38.41%
- 3Y*
- 34.21%
- 5Y*
- 25.12%
- 10Y*
- 13.74%
- ALL TIME*
- 11.71%
BPSCX
- 1D
- 0.18%
- 1M
- 1.33%
- 6M
- 12.30%
- YTD
- 17.19%
- 1Y
- 26.19%
- 3Y*
- 14.48%
- 5Y*
- 8.61%
- 10Y*
- 9.58%
- ALL TIME*
- 10.32%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
BPLSX vs. BPSCX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BPLSX Boston Partners Long/Short Equity Fund Institutional Class | 21.39% | 28.28% | 43.67% | 15.23% | 7.22% | 32.04% | -5.68% | 9.22% | -15.47% | 2.76% |
BPSCX Boston Partners Small Cap Value Fund II | 17.19% | 7.15% | 13.65% | 16.96% | -11.69% | 25.42% | 1.30% | 27.75% | -16.64% | 9.44% |
Correlation
The correlation between BPLSX and BPSCX is 0.72, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.72 |
Correlation (3Y) Balances recent behavior with more history. | 0.77 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.79 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.77 |
Correlation (All Time) Calculated using the full available price history since Nov 16, 1998 | 0.54 |
The correlation between BPLSX and BPSCX shifts across timeframes, from 0.54 (all time) to 0.79 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
BPLSX vs. BPSCX — Risk / Return Rank
BPLSX
BPSCX
BPLSX vs. BPSCX - 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 Small Cap Value Fund II (BPSCX). 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 | BPSCX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.99 | ||
| Sortino ratioReturn per unit of downside risk | +2.98 | ||
| Omega ratioGain probability vs. loss probability | 1.63 | 1.26 | +0.37 |
| Calmar ratioReturn relative to maximum drawdown | 7.05 | 2.23 | +4.82 |
| Martin ratioReturn relative to average drawdown | 25.75 | 6.81 | +18.94 |
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Drawdowns
BPLSX vs. BPSCX - Drawdown Comparison
The maximum BPLSX drawdown since its inception was -43.20%, smaller than the maximum BPSCX drawdown of -62.69%. Use the drawdown chart below to compare losses from any high point for BPLSX and BPSCX.
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Drawdown Indicators
| BPLSX | BPSCX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.20% | -62.69% | +19.49% |
Max Drawdown (1Y)Largest decline over 1 year | -5.23% | -10.45% | +5.22% |
Max Drawdown (3Y)Largest decline over 3 years | -24.58% | -21.70% | -2.88% |
Max Drawdown (5Y)Largest decline over 5 years | -24.58% | -22.19% | -2.39% |
Max Drawdown (10Y)Largest decline over 10 years | -37.28% | -47.80% | +10.52% |
Current DrawdownCurrent decline from peak | -0.34% | -0.60% | +0.26% |
Average DrawdownAverage peak-to-trough decline | -6.27% | -9.25% | +2.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.43% | 3.42% | -1.99% |
Volatility
BPLSX vs. BPSCX - Volatility Comparison
The current volatility for Boston Partners Long/Short Equity Fund Institutional Class (BPLSX) is 2.77%, while Boston Partners Small Cap Value Fund II (BPSCX) has a volatility of 3.34%. This indicates that BPLSX experiences smaller price fluctuations and is considered to be less risky than BPSCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BPLSX | BPSCX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.77% | 3.34% | -0.57% |
Volatility (6M)Calculated over the trailing 6-month period | 8.41% | 10.63% | -2.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.65% | 15.82% | -5.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.69% | 20.81% | +6.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.87% | 22.61% | +0.26% |
BPLSX vs. BPSCX - Expense Ratio Comparison
BPLSX has a 2.04% expense ratio, which is higher than BPSCX's 1.24% expense ratio.
Dividends
BPLSX vs. BPSCX - Dividend Comparison
BPLSX's dividend yield for the trailing twelve months is around 6.54%, less than BPSCX's 6.89% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BPLSX Boston Partners Long/Short Equity Fund Institutional Class | 6.54% | 7.93% | 44.35% | 22.61% | 12.63% | 4.36% | 38.62% | 10.22% | 8.85% | 0.76% | 0.00% | 9.19% |
BPSCX Boston Partners Small Cap Value Fund II | 6.89% | 8.07% | 15.19% | 13.27% | 7.76% | 7.12% | 0.32% | 2.26% | 6.95% | 4.44% | 2.09% | 5.24% |
Frequently Asked Questions
BPLSX and BPSCX have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BPSCX has higher volatility (3.34%) compared to BPLSX (2.77%). In terms of maximum drawdown, BPLSX dropped -43.20% vs BPSCX's -62.69%.
BPLSX currently has the higher Sharpe Ratio (3.47 vs 1.48), 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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