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BPSCX vs. AKREX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


BPSCXAKREX
YTD Return0.25%1.20%
1Y Return20.46%21.28%
3Y Return (Ann)1.70%3.84%
5Y Return (Ann)7.13%10.30%
10Y Return (Ann)6.04%12.96%
Sharpe Ratio0.671.38
Daily Std Dev26.24%14.29%
Max Drawdown-62.69%-31.93%
Current Drawdown-8.31%-7.42%

Correlation

-0.50.00.51.00.7

The correlation between BPSCX and AKREX is 0.74, 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.

Performance

BPSCX vs. AKREX - Performance Comparison

In the year-to-date period, BPSCX achieves a 0.25% return, which is significantly lower than AKREX's 1.20% return. Over the past 10 years, BPSCX has underperformed AKREX with an annualized return of 6.04%, while AKREX has yielded a comparatively higher 12.96% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


200.00%300.00%400.00%500.00%600.00%700.00%December2024FebruaryMarchAprilMay
277.63%
639.53%
BPSCX
AKREX

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Boston Partners Small Cap Value Fund II

Akre Focus Fund Retail Class

BPSCX vs. AKREX - Expense Ratio Comparison

BPSCX has a 1.24% expense ratio, which is lower than AKREX's 1.30% expense ratio.


AKREX
Akre Focus Fund Retail Class
Expense ratio chart for AKREX: current value at 1.30% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.30%
Expense ratio chart for BPSCX: current value at 1.24% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.24%

Risk-Adjusted Performance

BPSCX vs. AKREX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Boston Partners Small Cap Value Fund II (BPSCX) and Akre Focus Fund Retail Class (AKREX). 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.


BPSCX
Sharpe ratio
The chart of Sharpe ratio for BPSCX, currently valued at 0.67, compared to the broader market-1.000.001.002.003.004.000.67
Sortino ratio
The chart of Sortino ratio for BPSCX, currently valued at 1.30, compared to the broader market-2.000.002.004.006.008.0010.001.30
Omega ratio
The chart of Omega ratio for BPSCX, currently valued at 1.18, compared to the broader market0.501.001.502.002.503.001.18
Calmar ratio
The chart of Calmar ratio for BPSCX, currently valued at 0.90, compared to the broader market0.002.004.006.008.0010.0012.000.90
Martin ratio
The chart of Martin ratio for BPSCX, currently valued at 2.58, compared to the broader market0.0010.0020.0030.0040.0050.0060.002.58
AKREX
Sharpe ratio
The chart of Sharpe ratio for AKREX, currently valued at 1.38, compared to the broader market-1.000.001.002.003.004.001.38
Sortino ratio
The chart of Sortino ratio for AKREX, currently valued at 1.92, compared to the broader market-2.000.002.004.006.008.0010.001.92
Omega ratio
The chart of Omega ratio for AKREX, currently valued at 1.25, compared to the broader market0.501.001.502.002.503.001.25
Calmar ratio
The chart of Calmar ratio for AKREX, currently valued at 0.96, compared to the broader market0.002.004.006.008.0010.0012.000.96
Martin ratio
The chart of Martin ratio for AKREX, currently valued at 5.92, compared to the broader market0.0010.0020.0030.0040.0050.0060.005.92

BPSCX vs. AKREX - Sharpe Ratio Comparison

The current BPSCX Sharpe Ratio is 0.67, which is lower than the AKREX Sharpe Ratio of 1.38. The chart below compares the 12-month rolling Sharpe Ratio of BPSCX and AKREX.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50December2024FebruaryMarchAprilMay
0.67
1.38
BPSCX
AKREX

Dividends

BPSCX vs. AKREX - Dividend Comparison

BPSCX's dividend yield for the trailing twelve months is around 13.24%, more than AKREX's 3.52% yield.


TTM20232022202120202019201820172016201520142013
BPSCX
Boston Partners Small Cap Value Fund II
13.24%13.27%7.76%7.12%0.32%2.26%0.29%4.44%2.09%5.24%1.80%0.22%
AKREX
Akre Focus Fund Retail Class
3.52%3.56%6.73%3.65%0.00%2.99%0.55%0.62%0.18%0.00%2.07%1.94%

Drawdowns

BPSCX vs. AKREX - Drawdown Comparison

The maximum BPSCX drawdown since its inception was -62.69%, which is greater than AKREX's maximum drawdown of -31.93%. Use the drawdown chart below to compare losses from any high point for BPSCX and AKREX. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%December2024FebruaryMarchAprilMay
-8.31%
-7.42%
BPSCX
AKREX

Volatility

BPSCX vs. AKREX - Volatility Comparison

Boston Partners Small Cap Value Fund II (BPSCX) and Akre Focus Fund Retail Class (AKREX) have volatilities of 4.43% and 4.42%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%December2024FebruaryMarchAprilMay
4.43%
4.42%
BPSCX
AKREX