BPLSX vs. VMNFX
Compare and contrast key facts about Boston Partners Long/Short Equity Fund Institutional Class (BPLSX) and Vanguard Market Neutral Fund Investor Shares (VMNFX).
BPLSX is an actively managed fund by Boston Partners. It was launched on Dec 27, 2000. VMNFX is managed by Vanguard. It was launched on Nov 11, 1998.
Performance
BPLSX vs. VMNFX - Performance Comparison
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BPLSX vs. VMNFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
VMNFX Vanguard Market Neutral Fund Investor Shares | 5.66% | 9.27% | 5.78% | 12.23% | 13.48% | 23.24% | -11.58% | -9.57% | 0.60% | -4.89% |
Returns By Period
In the year-to-date period, BPLSX achieves a 2.13% return, which is significantly lower than VMNFX's 5.66% return. Over the past 10 years, BPLSX has outperformed VMNFX with an annualized return of 12.01%, while VMNFX has yielded a comparatively lower 3.95% 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%
VMNFX
- 1D
- -0.40%
- 1M
- 3.01%
- YTD
- 5.66%
- 6M
- 8.53%
- 1Y
- 15.15%
- 3Y*
- 11.56%
- 5Y*
- 12.36%
- 10Y*
- 3.95%
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BPLSX vs. VMNFX - Expense Ratio Comparison
BPLSX has a 2.04% expense ratio, which is higher than VMNFX's 1.31% expense ratio.
Return for Risk
BPLSX vs. VMNFX — Risk / Return Rank
BPLSX
VMNFX
BPLSX vs. VMNFX - 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 Vanguard Market Neutral Fund Investor Shares (VMNFX). 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.
| BPLSX | VMNFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.19 | 2.04 | +0.15 |
Sortino ratioReturn per unit of downside risk | 3.05 | 3.03 | +0.01 |
Omega ratioGain probability vs. loss probability | 1.44 | 1.37 | +0.07 |
Calmar ratioReturn relative to maximum drawdown | 3.20 | 3.25 | -0.06 |
Martin ratioReturn relative to average drawdown | 14.98 | 9.21 | +5.77 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| BPLSX | VMNFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.19 | 2.04 | +0.15 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.79 | 1.73 | -0.94 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.53 | 0.63 | -0.10 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.63 | 0.31 | +0.32 |
Correlation
The correlation between BPLSX and VMNFX is 0.06, 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. VMNFX - Dividend Comparison
BPLSX's dividend yield for the trailing twelve months is around 7.77%, more than VMNFX's 3.32% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VMNFX Vanguard Market Neutral Fund Investor Shares | 3.32% | 3.53% | 5.61% | 5.09% | 0.75% | 0.16% | 0.81% | 3.16% | 0.94% | 1.07% | 0.38% | 0.02% |
Drawdowns
BPLSX vs. VMNFX - Drawdown Comparison
The maximum BPLSX drawdown since its inception was -43.20%, which is greater than VMNFX's maximum drawdown of -26.42%. Use the drawdown chart below to compare losses from any high point for BPLSX and VMNFX.
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Drawdown Indicators
| BPLSX | VMNFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.20% | -26.42% | -16.78% |
Max Drawdown (1Y)Largest decline over 1 year | -8.66% | -4.93% | -3.73% |
Max Drawdown (5Y)Largest decline over 5 years | -24.58% | -6.75% | -17.83% |
Max Drawdown (10Y)Largest decline over 10 years | -37.28% | -25.09% | -12.19% |
Current DrawdownCurrent decline from peak | -2.88% | -0.40% | -2.48% |
Average DrawdownAverage peak-to-trough decline | -6.34% | -8.81% | +2.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.85% | 1.74% | +0.11% |
Volatility
BPLSX vs. VMNFX - Volatility Comparison
Boston Partners Long/Short Equity Fund Institutional Class (BPLSX) has a higher volatility of 3.73% compared to Vanguard Market Neutral Fund Investor Shares (VMNFX) at 1.56%. This indicates that BPLSX's price experiences larger fluctuations and is considered to be riskier than VMNFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BPLSX | VMNFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.73% | 1.56% | +2.17% |
Volatility (6M)Calculated over the trailing 6-month period | 7.40% | 5.83% | +1.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.63% | 7.64% | +4.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.83% | 7.18% | +20.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.90% | 6.34% | +16.56% |