BPSCX vs. BPAVX
BPSCX (Boston Partners Small Cap Value Fund II) and BPAVX (Boston Partners All Cap Value Fund) are both mutual funds - BPSCX is a Small Cap Value Equities fund managed by Boston Partners, while BPAVX is a Large Cap Value Equities fund managed by Boston Partners. Over the past 10 years, BPSCX returned 9.58%/yr vs 11.64%/yr for BPAVX. Their correlation of 0.90 means they have usually moved in the same direction. BPSCX charges 1.24%/yr vs 1.05%/yr for BPAVX.
Performance
BPSCX vs. BPAVX - Performance Comparison
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Returns By Period
In the year-to-date period, BPSCX achieves a 17.19% return, which is significantly higher than BPAVX's 15.69% return. Over the past 10 years, BPSCX has underperformed BPAVX with an annualized return of 9.58%, while BPAVX has yielded a comparatively higher 11.64% annualized return.
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%
BPAVX
- 1D
- -0.24%
- 1M
- 1.94%
- 6M
- 12.92%
- YTD
- 15.69%
- 1Y
- 27.49%
- 3Y*
- 15.76%
- 5Y*
- 11.48%
- 10Y*
- 11.64%
- ALL TIME*
- 11.07%
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 |
BPSCX vs. BPAVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
BPAVX Boston Partners All Cap Value Fund | 15.69% | 17.17% | 9.66% | 12.25% | -2.63% | 25.22% | 3.85% | 27.58% | -12.09% | 17.60% |
Correlation
The correlation between BPSCX and BPAVX is 0.82, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.82 |
Correlation (3Y) Balances recent behavior with more history. | 0.86 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.89 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.90 |
Correlation (All Time) Calculated using the full available price history since Jul 2, 2002 | 0.90 |
The correlation between BPSCX and BPAVX has been stable across timeframes, ranging from 0.82 to 0.90 - a consistent structural relationship.
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Return for Risk
BPSCX vs. BPAVX — Risk / Return Rank
BPSCX
BPAVX
BPSCX vs. BPAVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Boston Partners Small Cap Value Fund II (BPSCX) and Boston Partners All Cap Value Fund (BPAVX). 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.
| BPSCX | BPAVX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.56 | ||
| Sortino ratioReturn per unit of downside risk | -0.58 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.36 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 2.23 | 2.62 | -0.38 |
| Martin ratioReturn relative to average drawdown | 6.81 | 10.49 | -3.68 |
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Drawdowns
BPSCX vs. BPAVX - Drawdown Comparison
The maximum BPSCX drawdown since its inception was -62.69%, which is greater than BPAVX's maximum drawdown of -49.62%. Use the drawdown chart below to compare losses from any high point for BPSCX and BPAVX.
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Drawdown Indicators
| BPSCX | BPAVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.69% | -49.62% | -13.07% |
Max Drawdown (1Y)Largest decline over 1 year | -10.45% | -9.40% | -1.05% |
Max Drawdown (3Y)Largest decline over 3 years | -21.70% | -14.21% | -7.49% |
Max Drawdown (5Y)Largest decline over 5 years | -22.19% | -17.42% | -4.77% |
Max Drawdown (10Y)Largest decline over 10 years | -47.80% | -40.64% | -7.16% |
Current DrawdownCurrent decline from peak | -0.60% | -1.01% | +0.41% |
Average DrawdownAverage peak-to-trough decline | -9.25% | -5.67% | -3.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.42% | 2.35% | +1.07% |
Volatility
BPSCX vs. BPAVX - Volatility Comparison
Boston Partners Small Cap Value Fund II (BPSCX) has a higher volatility of 3.34% compared to Boston Partners All Cap Value Fund (BPAVX) at 2.82%. This indicates that BPSCX's price experiences larger fluctuations and is considered to be riskier than BPAVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BPSCX | BPAVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.34% | 2.82% | +0.52% |
Volatility (6M)Calculated over the trailing 6-month period | 10.63% | 9.07% | +1.56% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.82% | 12.12% | +3.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.81% | 15.21% | +5.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.61% | 18.22% | +4.39% |
BPSCX vs. BPAVX - Expense Ratio Comparison
BPSCX has a 1.24% expense ratio, which is higher than BPAVX's 1.05% expense ratio.
Dividends
BPSCX vs. BPAVX - Dividend Comparison
BPSCX's dividend yield for the trailing twelve months is around 6.89%, less than BPAVX's 7.97% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BPAVX Boston Partners All Cap Value Fund | 7.97% | 9.22% | 10.23% | 10.94% | 8.42% | 5.21% | 1.42% | 2.34% | 6.38% | 4.11% | 3.70% | 6.44% |
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
BPSCX and BPAVX have a correlation of 0.82, 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 BPAVX (2.82%). In terms of maximum drawdown, BPSCX dropped -62.69% vs BPAVX's -49.62%.
BPAVX currently has the higher Sharpe Ratio (2.03 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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