BPSCX vs. BPSIX

Last updated Jun 4, 2026

BPSCX (Boston Partners Small Cap Value Fund II) and BPSIX (Boston Partners Small Cap Value Fund Class I) are both Small Cap Value Equities funds from Boston Partners. Over the past 10 years, BPSCX returned 9.51%/yr vs 9.76%/yr for BPSIX. With a 1.00 correlation, they move nearly in lockstep. BPSCX charges 1.24%/yr vs 0.99%/yr for BPSIX.

Performance

BPSCX vs. BPSIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Boston Partners Small Cap Value Fund II (BPSCX) and Boston Partners Small Cap Value Fund Class I (BPSIX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both investments are quite close, with BPSCX having a 11.21% return and BPSIX slightly higher at 11.30%. Both investments have delivered pretty close results over the past 10 years, with BPSCX having a 9.51% annualized return and BPSIX not far ahead at 9.76%.

BPSCX

• 1D: 1.02%
• 1M: 2.49%
• YTD: 11.21%
• 6M: 12.00%
• 1Y: 21.93%
• 3Y*: 16.31%
• 5Y*: 6.63%
• 10Y*: 9.51%

BPSIX

• 1D: 1.01%
• 1M: 2.51%
• YTD: 11.30%
• 6M: 12.13%
• 1Y: 22.22%
• 3Y*: 16.49%
• 5Y*: 6.84%
• 10Y*: 9.76%

*Multi-year figures are annualized to reflect compound growth (CAGR)

BPSCX vs. BPSIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
BPSCX Boston Partners Small Cap Value Fund II	11.21%	7.15%	13.65%	16.96%	-11.69%	25.42%	1.30%	27.75%	-16.64%	9.44%
BPSIX Boston Partners Small Cap Value Fund Class I	11.30%	7.45%	13.95%	16.98%	-11.48%	25.67%	1.60%	28.06%	-16.42%	9.72%

Correlation

The correlation between BPSCX and BPSIX is 1.00 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	1.00
Correlation (3Y) Calculated over the trailing 3-year period	0.99
Correlation (5Y) Calculated over the trailing 5-year period	0.99
Correlation (10Y) Calculated over the trailing 10-year period	1.00
Correlation (All Time) Calculated using the full available price history since Jul 1, 1998	1.00

The correlation between BPSCX and BPSIX has been stable across timeframes, ranging from 0.99 to 1.00 - a consistent structural relationship.

Return for Risk

BPSCX vs. BPSIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BPSCX

BPSCX Risk / Return Rank: 29
BPSCX Sharpe Ratio Rank: 27
BPSCX Sortino Ratio Rank: 29
BPSCX Omega Ratio Rank: 25
BPSCX Calmar Ratio Rank: 35
BPSCX Martin Ratio Rank: 28

BPSIX

BPSIX Risk / Return Rank: 30
BPSIX Sharpe Ratio Rank: 27
BPSIX Sortino Ratio Rank: 30
BPSIX Omega Ratio Rank: 26
BPSIX Calmar Ratio Rank: 36
BPSIX Martin Ratio Rank: 29

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.

BPSCX vs. BPSIX - 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 Small Cap Value Fund Class I (BPSIX). 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	BPSIX	Difference
Sharpe ratio Return per unit of total volatility	1.47	1.49	-0.02
Sortino ratio Return per unit of downside risk	2.24	2.27	-0.03
Omega ratio Gain probability vs. loss probability	1.26	1.26	0.00
Calmar ratio Return relative to maximum drawdown	2.23	2.28	-0.04
Martin ratio Return relative to average drawdown	6.73	6.85	-0.12
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

BPSCX vs. BPSIX - Sharpe Ratio Comparison

The current BPSCX Sharpe Ratio is 1.47, which is comparable to the BPSIX Sharpe Ratio of 1.49. The chart below compares the historical Sharpe Ratios of BPSCX and BPSIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	BPSCX	BPSIX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.47	1.49	-0.02
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.32	0.35	-0.03
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.42	0.44	-0.02
Sharpe Ratio (All Time) Calculated using the full available price history	0.47	0.48	-0.01

Drawdowns

BPSCX vs. BPSIX - Drawdown Comparison

The maximum BPSCX drawdown since its inception was -62.69%, roughly equal to the maximum BPSIX drawdown of -62.51%. Use the drawdown chart below to compare losses from any high point for BPSCX and BPSIX.

Drawdown Indicators

	BPSCX	BPSIX	Difference
Max Drawdown Largest peak-to-trough decline	-62.69%	-62.51%	-0.18%
Max Drawdown (1Y) Largest decline over 1 year	-10.45%	-10.39%	-0.06%
Max Drawdown (3Y) Largest decline over 3 years	-21.70%	-21.62%	-0.08%
Max Drawdown (5Y) Largest decline over 5 years	-22.19%	-22.01%	-0.18%
Max Drawdown (10Y) Largest decline over 10 years	-47.80%	-47.79%	-0.01%
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-9.30%	-9.09%	-0.21%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.46%	3.44%	+0.02%

Volatility

BPSCX vs. BPSIX - Volatility Comparison

Boston Partners Small Cap Value Fund II (BPSCX) and Boston Partners Small Cap Value Fund Class I (BPSIX) have volatilities of 3.98% and 3.98%, 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.

Volatility by Period

	BPSCX	BPSIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.98%	3.98%	0.00%
Volatility (6M) Calculated over the trailing 6-month period	10.75%	10.78%	-0.03%
Volatility (1Y) Calculated over the trailing 1-year period	15.86%	15.87%	-0.01%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.96%	19.73%	+1.23%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	22.68%	22.12%	+0.56%

BPSCX vs. BPSIX - Expense Ratio Comparison

BPSCX has a 1.24% expense ratio, which is higher than BPSIX's 0.99% expense ratio.

Dividends

BPSCX vs. BPSIX - Dividend Comparison

BPSCX's dividend yield for the trailing twelve months is around 7.26%, more than BPSIX's 6.79% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
BPSCX Boston Partners Small Cap Value Fund II	7.26%	8.07%	15.19%	13.27%	7.76%	7.12%	0.32%	2.26%	6.95%	4.44%	2.09%	5.24%
BPSIX Boston Partners Small Cap Value Fund Class I	6.79%	7.56%	14.43%	12.77%	7.64%	7.03%	0.54%	2.42%	6.95%	4.50%	2.22%	5.29%

Frequently Asked Questions

Can I hold both BPSCX and BPSIX in my portfolio?

With a correlation of 1.00, BPSCX and BPSIX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, BPSCX or BPSIX?

BPSIX has higher volatility (3.98%) compared to BPSCX (3.98%). In terms of maximum drawdown, BPSCX dropped -62.69% vs BPSIX's -62.51%.

Which has better risk-adjusted returns?

BPSIX currently has the higher Sharpe Ratio (1.49 vs 1.47), 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.