BPSCX vs. FISVX
Compare and contrast key facts about Boston Partners Small Cap Value Fund II (BPSCX) and Fidelity Small Cap Value Index Fund (FISVX).
BPSCX is managed by Boston Partners. It was launched on Jul 1, 1998. FISVX is managed by Fidelity. It was launched on Jul 11, 2019.
Performance
BPSCX vs. FISVX - Performance Comparison
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BPSCX vs. FISVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
BPSCX Boston Partners Small Cap Value Fund II | -1.66% | 7.15% | 13.65% | 16.96% | -11.69% | 25.42% | 1.30% | 10.02% |
FISVX Fidelity Small Cap Value Index Fund | 2.23% | 12.70% | 8.16% | 14.72% | -14.42% | 28.26% | 4.49% | 9.54% |
Returns By Period
In the year-to-date period, BPSCX achieves a -1.66% return, which is significantly lower than FISVX's 2.23% 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%
FISVX
- 1D
- -0.89%
- 1M
- -6.12%
- YTD
- 2.23%
- 6M
- 5.57%
- 1Y
- 24.88%
- 3Y*
- 12.88%
- 5Y*
- 5.32%
- 10Y*
- —
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BPSCX vs. FISVX - Expense Ratio Comparison
BPSCX has a 1.24% expense ratio, which is higher than FISVX's 0.05% expense ratio.
Return for Risk
BPSCX vs. FISVX — Risk / Return Rank
BPSCX
FISVX
BPSCX vs. FISVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Boston Partners Small Cap Value Fund II (BPSCX) and Fidelity Small Cap Value Index Fund (FISVX). 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 | FISVX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.61 | 1.13 | -0.52 |
Sortino ratioReturn per unit of downside risk | 1.01 | 1.66 | -0.65 |
Omega ratioGain probability vs. loss probability | 1.13 | 1.22 | -0.09 |
Calmar ratioReturn relative to maximum drawdown | 0.78 | 1.61 | -0.83 |
Martin ratioReturn relative to average drawdown | 2.46 | 6.40 | -3.94 |
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
| BPSCX | FISVX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.61 | 1.13 | -0.52 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.27 | 0.25 | +0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.38 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 0.34 | +0.11 |
Correlation
The correlation between BPSCX and FISVX is 0.96, 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. FISVX - Dividend Comparison
BPSCX's dividend yield for the trailing twelve months is around 8.21%, more than FISVX's 2.13% 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% |
FISVX Fidelity Small Cap Value Index Fund | 2.13% | 2.18% | 1.70% | 2.06% | 3.69% | 9.55% | 1.33% | 0.62% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
BPSCX vs. FISVX - Drawdown Comparison
The maximum BPSCX drawdown since its inception was -62.69%, which is greater than FISVX's maximum drawdown of -44.66%. Use the drawdown chart below to compare losses from any high point for BPSCX and FISVX.
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Drawdown Indicators
| BPSCX | FISVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.69% | -44.66% | -18.03% |
Max Drawdown (1Y)Largest decline over 1 year | -12.53% | -13.82% | +1.29% |
Max Drawdown (5Y)Largest decline over 5 years | -22.19% | -26.50% | +4.31% |
Max Drawdown (10Y)Largest decline over 10 years | -47.80% | — | — |
Current DrawdownCurrent decline from peak | -8.57% | -7.80% | -0.77% |
Average DrawdownAverage peak-to-trough decline | -9.35% | -10.58% | +1.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.96% | 3.47% | +0.49% |
Volatility
BPSCX vs. FISVX - Volatility Comparison
The current volatility for Boston Partners Small Cap Value Fund II (BPSCX) is 4.71%, while Fidelity Small Cap Value Index Fund (FISVX) has a volatility of 5.72%. This indicates that BPSCX experiences smaller price fluctuations and is considered to be less risky than FISVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BPSCX | FISVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.71% | 5.72% | -1.01% |
Volatility (6M)Calculated over the trailing 6-month period | 11.52% | 12.87% | -1.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.85% | 21.97% | -2.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.02% | 21.79% | -0.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.67% | 26.95% | -4.28% |