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BPLSX vs. SPEDX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BPLSX vs. SPEDX - 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 Alger Dynamic Opportunities Fund (SPEDX). The values are adjusted to include any dividend payments, if applicable.

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BPLSX vs. SPEDX - 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%
SPEDX
Alger Dynamic Opportunities Fund
-6.41%6.22%23.03%4.24%-13.90%3.96%47.30%12.79%-2.32%9.46%

Returns By Period

In the year-to-date period, BPLSX achieves a 2.13% return, which is significantly higher than SPEDX's -6.41% return. Over the past 10 years, BPLSX has outperformed SPEDX with an annualized return of 12.01%, while SPEDX has yielded a comparatively lower 7.60% 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%

SPEDX

1D
0.88%
1M
-1.33%
YTD
-6.41%
6M
-7.69%
1Y
4.68%
3Y*
8.59%
5Y*
1.72%
10Y*
7.60%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BPLSX vs. SPEDX - Expense Ratio Comparison

BPLSX has a 2.04% expense ratio, which is higher than SPEDX's 0.91% expense ratio.


Return for Risk

BPLSX vs. SPEDX — 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

SPEDX
SPEDX Risk / Return Rank: 1313
Overall Rank
SPEDX Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
SPEDX Sortino Ratio Rank: 1313
Sortino Ratio Rank
SPEDX Omega Ratio Rank: 1111
Omega Ratio Rank
SPEDX Calmar Ratio Rank: 1414
Calmar Ratio Rank
SPEDX Martin Ratio Rank: 1313
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. SPEDX - 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 Alger Dynamic Opportunities Fund (SPEDX). 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.


BPLSXSPEDXDifference

Sharpe ratio

Return per unit of total volatility

2.19

0.48

+1.71

Sortino ratio

Return per unit of downside risk

3.05

0.72

+2.33

Omega ratio

Gain probability vs. loss probability

1.44

1.09

+0.36

Calmar ratio

Return relative to maximum drawdown

3.20

0.54

+2.65

Martin ratio

Return relative to average drawdown

14.98

1.64

+13.33

BPLSX vs. SPEDX - Sharpe Ratio Comparison

The current BPLSX Sharpe Ratio is 2.19, which is higher than the SPEDX Sharpe Ratio of 0.48. The chart below compares the historical Sharpe Ratios of BPLSX and SPEDX, 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


BPLSXSPEDXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.19

0.48

+1.71

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.79

0.14

+0.64

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

0.60

-0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.63

0.48

+0.15

Correlation

The correlation between BPLSX and SPEDX is 0.32, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

BPLSX vs. SPEDX - Dividend Comparison

BPLSX's dividend yield for the trailing twelve months is around 7.77%, more than SPEDX's 0.10% 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%
SPEDX
Alger Dynamic Opportunities Fund
0.10%0.09%0.00%0.00%0.00%5.69%4.94%3.75%1.92%0.00%0.32%0.00%

Drawdowns

BPLSX vs. SPEDX - Drawdown Comparison

The maximum BPLSX drawdown since its inception was -43.20%, which is greater than SPEDX's maximum drawdown of -29.02%. Use the drawdown chart below to compare losses from any high point for BPLSX and SPEDX.


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Drawdown Indicators


BPLSXSPEDXDifference

Max Drawdown

Largest peak-to-trough decline

-43.20%

-29.02%

-14.18%

Max Drawdown (1Y)

Largest decline over 1 year

-8.66%

-9.18%

+0.52%

Max Drawdown (5Y)

Largest decline over 5 years

-24.58%

-29.02%

+4.44%

Max Drawdown (10Y)

Largest decline over 10 years

-37.28%

-29.02%

-8.26%

Current Drawdown

Current decline from peak

-2.88%

-8.39%

+5.51%

Average Drawdown

Average peak-to-trough decline

-6.34%

-7.00%

+0.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.85%

3.04%

-1.19%

Volatility

BPLSX vs. SPEDX - Volatility Comparison

Boston Partners Long/Short Equity Fund Institutional Class (BPLSX) has a higher volatility of 3.73% compared to Alger Dynamic Opportunities Fund (SPEDX) at 2.82%. This indicates that BPLSX's price experiences larger fluctuations and is considered to be riskier than SPEDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BPLSXSPEDXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.73%

2.82%

+0.91%

Volatility (6M)

Calculated over the trailing 6-month period

7.40%

7.66%

-0.26%

Volatility (1Y)

Calculated over the trailing 1-year period

12.63%

10.44%

+2.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.83%

12.00%

+15.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.90%

12.78%

+10.12%