BPSCX vs. BPGIX
Compare and contrast key facts about Boston Partners Small Cap Value Fund II (BPSCX) and Boston Partners Global Equity Fund (BPGIX).
BPSCX is managed by Boston Partners. It was launched on Jul 1, 1998. BPGIX is managed by Boston Partners. It was launched on Dec 29, 2011.
Performance
BPSCX vs. BPGIX - Performance Comparison
Loading graphics...
BPSCX vs. BPGIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BPSCX Boston Partners Small Cap Value Fund II | -1.66% | 7.15% | 13.65% | 16.96% | -11.69% | 25.42% | 1.30% | 27.75% | -16.64% | 9.44% |
BPGIX Boston Partners Global Equity Fund | -2.56% | 33.90% | 7.20% | 14.13% | -3.07% | 21.74% | 3.26% | 18.79% | -13.16% | 20.36% |
Returns By Period
In the year-to-date period, BPSCX achieves a -1.66% return, which is significantly higher than BPGIX's -2.56% return. Over the past 10 years, BPSCX has underperformed BPGIX with an annualized return of 8.49%, while BPGIX has yielded a comparatively higher 10.11% annualized return.
BPSCX
- 1D
- -0.34%
- 1M
- -6.66%
- YTD
- -1.66%
- 6M
- -2.48%
- 1Y
- 12.02%
- 3Y*
- 11.08%
- 5Y*
- 5.60%
- 10Y*
- 8.49%
BPGIX
- 1D
- -0.04%
- 1M
- -9.42%
- YTD
- -2.56%
- 6M
- 2.40%
- 1Y
- 19.85%
- 3Y*
- 15.52%
- 5Y*
- 10.82%
- 10Y*
- 10.11%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
BPSCX vs. BPGIX - Expense Ratio Comparison
BPSCX has a 1.24% expense ratio, which is higher than BPGIX's 0.95% expense ratio.
Return for Risk
BPSCX vs. BPGIX — Risk / Return Rank
BPSCX
BPGIX
BPSCX vs. BPGIX - 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 Global Equity Fund (BPGIX). 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 | BPGIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.61 | 1.28 | -0.67 |
Sortino ratioReturn per unit of downside risk | 1.01 | 1.76 | -0.75 |
Omega ratioGain probability vs. loss probability | 1.13 | 1.26 | -0.13 |
Calmar ratioReturn relative to maximum drawdown | 0.78 | 1.75 | -0.97 |
Martin ratioReturn relative to average drawdown | 2.46 | 6.90 | -4.44 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| BPSCX | BPGIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.61 | 1.28 | -0.67 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.27 | 0.71 | -0.45 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.38 | 0.58 | -0.21 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 0.67 | -0.22 |
Correlation
The correlation between BPSCX and BPGIX is 0.83, 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.
Dividends
BPSCX vs. BPGIX - Dividend Comparison
BPSCX's dividend yield for the trailing twelve months is around 8.21%, less than BPGIX's 10.36% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BPSCX Boston Partners Small Cap Value Fund II | 8.21% | 8.07% | 15.19% | 13.27% | 7.76% | 7.12% | 0.32% | 2.26% | 6.95% | 4.44% | 2.09% | 5.24% |
BPGIX Boston Partners Global Equity Fund | 10.36% | 10.09% | 5.24% | 1.94% | 1.51% | 1.74% | 1.98% | 1.42% | 8.73% | 2.03% | 1.91% | 0.73% |
Drawdowns
BPSCX vs. BPGIX - Drawdown Comparison
The maximum BPSCX drawdown since its inception was -62.69%, which is greater than BPGIX's maximum drawdown of -41.87%. Use the drawdown chart below to compare losses from any high point for BPSCX and BPGIX.
Loading graphics...
Drawdown Indicators
| BPSCX | BPGIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.69% | -41.87% | -20.82% |
Max Drawdown (1Y)Largest decline over 1 year | -12.53% | -10.43% | -2.10% |
Max Drawdown (5Y)Largest decline over 5 years | -22.19% | -22.49% | +0.30% |
Max Drawdown (10Y)Largest decline over 10 years | -47.80% | -41.87% | -5.93% |
Current DrawdownCurrent decline from peak | -8.57% | -9.60% | +1.03% |
Average DrawdownAverage peak-to-trough decline | -9.35% | -5.09% | -4.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.96% | 2.65% | +1.31% |
Volatility
BPSCX vs. BPGIX - Volatility Comparison
Boston Partners Small Cap Value Fund II (BPSCX) and Boston Partners Global Equity Fund (BPGIX) have volatilities of 4.71% and 4.94%, 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.
Loading graphics...
Volatility by Period
| BPSCX | BPGIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.71% | 4.94% | -0.23% |
Volatility (6M)Calculated over the trailing 6-month period | 11.52% | 8.97% | +2.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.85% | 15.11% | +4.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.02% | 15.24% | +5.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.67% | 17.42% | +5.25% |