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BPLSX vs. SAOAX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BPLSX vs. SAOAX - 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 Guggenheim Alpha Opportunity Fund (SAOAX). The values are adjusted to include any dividend payments, if applicable.

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BPLSX vs. SAOAX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BPLSX
Boston Partners Long/Short Equity Fund Institutional Class
2.13%28.28%43.67%15.23%7.22%32.04%-5.68%9.22%-15.47%2.76%
SAOAX
Guggenheim Alpha Opportunity Fund
10.98%-2.00%10.49%8.81%-8.66%14.38%0.17%-2.26%-11.25%7.48%

Returns By Period

In the year-to-date period, BPLSX achieves a 2.13% return, which is significantly lower than SAOAX's 10.98% return. Over the past 10 years, BPLSX has outperformed SAOAX with an annualized return of 12.01%, while SAOAX has yielded a comparatively lower 2.97% annualized return.


BPLSX

1D
1.50%
1M
-2.50%
YTD
2.13%
6M
8.50%
1Y
26.97%
3Y*
28.53%
5Y*
21.87%
10Y*
12.01%

SAOAX

1D
0.77%
1M
0.29%
YTD
10.98%
6M
12.29%
1Y
3.61%
3Y*
8.23%
5Y*
4.80%
10Y*
2.97%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BPLSX vs. SAOAX - Expense Ratio Comparison

BPLSX has a 2.04% expense ratio, which is higher than SAOAX's 1.76% expense ratio.


Return for Risk

BPLSX vs. SAOAX — Risk / Return Rank

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

BPLSX
BPLSX Risk / Return Rank: 9494
Overall Rank
BPLSX Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
BPLSX Sortino Ratio Rank: 9494
Sortino Ratio Rank
BPLSX Omega Ratio Rank: 9292
Omega Ratio Rank
BPLSX Calmar Ratio Rank: 9393
Calmar Ratio Rank
BPLSX Martin Ratio Rank: 9696
Martin Ratio Rank

SAOAX
SAOAX Risk / Return Rank: 1919
Overall Rank
SAOAX Sharpe Ratio Rank: 55
Sharpe Ratio Rank
SAOAX Sortino Ratio Rank: 1010
Sortino Ratio Rank
SAOAX Omega Ratio Rank: 6565
Omega Ratio Rank
SAOAX Calmar Ratio Rank: 77
Calmar Ratio Rank
SAOAX Martin Ratio Rank: 88
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. SAOAX - 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 Guggenheim Alpha Opportunity Fund (SAOAX). 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.


BPLSXSAOAXDifference

Sharpe ratio

Return per unit of total volatility

2.19

0.08

+2.11

Sortino ratio

Return per unit of downside risk

3.05

0.63

+2.41

Omega ratio

Gain probability vs. loss probability

1.44

1.27

+0.17

Calmar ratio

Return relative to maximum drawdown

3.20

0.19

+3.00

Martin ratio

Return relative to average drawdown

14.98

0.96

+14.02

BPLSX vs. SAOAX - Sharpe Ratio Comparison

The current BPLSX Sharpe Ratio is 2.19, which is higher than the SAOAX Sharpe Ratio of 0.08. The chart below compares the historical Sharpe Ratios of BPLSX and SAOAX, 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


BPLSXSAOAXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.19

0.08

+2.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.79

0.17

+0.62

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

0.14

+0.38

Sharpe Ratio (All Time)

Calculated using the full available price history

0.63

0.30

+0.33

Correlation

The correlation between BPLSX and SAOAX 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.


Dividends

BPLSX vs. SAOAX - Dividend Comparison

BPLSX's dividend yield for the trailing twelve months is around 7.77%, more than SAOAX's 0.64% yield.


TTM20252024202320222021202020192018201720162015
BPLSX
Boston Partners Long/Short Equity Fund Institutional Class
7.77%7.93%44.35%22.61%12.63%4.36%38.62%10.22%8.85%0.76%0.00%9.19%
SAOAX
Guggenheim Alpha Opportunity Fund
0.64%0.71%1.06%0.62%0.72%0.82%1.22%0.92%1.17%7.07%0.03%0.00%

Drawdowns

BPLSX vs. SAOAX - Drawdown Comparison

The maximum BPLSX drawdown since its inception was -43.20%, smaller than the maximum SAOAX drawdown of -52.28%. Use the drawdown chart below to compare losses from any high point for BPLSX and SAOAX.


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Drawdown Indicators


BPLSXSAOAXDifference

Max Drawdown

Largest peak-to-trough decline

-43.20%

-52.28%

+9.08%

Max Drawdown (1Y)

Largest decline over 1 year

-8.66%

-6.53%

-2.13%

Max Drawdown (5Y)

Largest decline over 5 years

-24.58%

-35.90%

+11.32%

Max Drawdown (10Y)

Largest decline over 10 years

-37.28%

-35.90%

-1.38%

Current Drawdown

Current decline from peak

-2.88%

0.00%

-2.88%

Average Drawdown

Average peak-to-trough decline

-6.34%

-8.77%

+2.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.85%

6.97%

-5.12%

Volatility

BPLSX vs. SAOAX - Volatility Comparison

Boston Partners Long/Short Equity Fund Institutional Class (BPLSX) has a higher volatility of 3.73% compared to Guggenheim Alpha Opportunity Fund (SAOAX) at 2.89%. This indicates that BPLSX's price experiences larger fluctuations and is considered to be riskier than SAOAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BPLSXSAOAXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.73%

2.89%

+0.84%

Volatility (6M)

Calculated over the trailing 6-month period

7.40%

6.07%

+1.33%

Volatility (1Y)

Calculated over the trailing 1-year period

12.63%

61.24%

-48.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.83%

28.68%

-0.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.90%

21.13%

+1.77%