BPSCX vs. ICISX

Last updated Jun 20, 2026

BPSCX (Boston Partners Small Cap Value Fund II) and ICISX (VY Columbia Small Cap Value II Portfolio) are both Small Cap Value Equities funds. Over the past 10 years, BPSCX returned 9.91%/yr vs 10.94%/yr for ICISX. With a 0.95 correlation, they move nearly in lockstep. BPSCX charges 1.24%/yr vs 0.92%/yr for ICISX.

Performance

BPSCX vs. ICISX - Performance Comparison

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

Returns By Period

In the year-to-date period, BPSCX achieves a 14.29% return, which is significantly lower than ICISX's 21.34% return. Over the past 10 years, BPSCX has underperformed ICISX with an annualized return of 9.91%, while ICISX has yielded a comparatively higher 10.94% annualized return.

BPSCX

• 1D: 1.25%
• 1M: 5.12%
• YTD: 14.29%
• 6M: 12.79%
• 1Y: 25.94%
• 3Y*: 16.06%
• 5Y*: 8.22%
• 10Y*: 9.91%

ICISX

• 1D: 1.49%
• 1M: 6.58%
• YTD: 21.34%
• 6M: 19.47%
• 1Y: 40.73%
• 3Y*: 16.90%
• 5Y*: 9.61%
• 10Y*: 10.94%

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

BPSCX vs. ICISX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
BPSCX Boston Partners Small Cap Value Fund II	14.29%	7.15%	13.65%	16.96%	-11.69%	25.42%	1.30%	27.75%	-16.64%	9.44%
ICISX VY Columbia Small Cap Value II Portfolio	21.34%	8.38%	11.15%	14.13%	-13.57%	34.53%	9.95%	20.26%	-17.54%	11.24%

Correlation

The correlation between BPSCX and ICISX is 0.82, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.82
Correlation (3Y) Calculated over the trailing 3-year period	0.87
Correlation (5Y) Calculated over the trailing 5-year period	0.92
Correlation (10Y) Calculated over the trailing 10-year period	0.94
Correlation (All Time) Calculated using the full available price history since May 4, 2006	0.95

The correlation between BPSCX and ICISX shifts across timeframes, from 0.82 (1 year) to 0.95 (all time), reflecting how their relationship changes across market environments.

Return for Risk

BPSCX vs. ICISX — Risk / Return Rank

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

BPSCX

BPSCX Risk / Return Rank: 39
BPSCX Sharpe Ratio Rank: 37
BPSCX Sortino Ratio Rank: 42
BPSCX Omega Ratio Rank: 34
BPSCX Calmar Ratio Rank: 48
BPSCX Martin Ratio Rank: 36

ICISX

ICISX Risk / Return Rank: 87
ICISX Sharpe Ratio Rank: 88
ICISX Sortino Ratio Rank: 86
ICISX Omega Ratio Rank: 76
ICISX Calmar Ratio Rank: 93
ICISX Martin Ratio Rank: 91

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. ICISX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Boston Partners Small Cap Value Fund II (BPSCX) and VY Columbia Small Cap Value II Portfolio (ICISX). 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	ICISX	Difference
Sharpe ratio: Return per unit of total volatility	1.61	2.66	-1.05
Sortino ratio: Return per unit of downside risk	2.46	3.76	-1.30
Omega ratio: Gain probability vs. loss probability	1.28	1.45	-0.17
Calmar ratio: Return relative to maximum drawdown	2.48	4.83	-2.35
Martin ratio: Return relative to average drawdown	7.49	16.73	-9.24

BPSCX vs. ICISX - Sharpe Ratio Comparison

The current BPSCX Sharpe Ratio is 1.61, which is lower than the ICISX Sharpe Ratio of 2.66. The chart below compares the historical Sharpe Ratios of BPSCX and ICISX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

BPSCX vs. ICISX - Drawdown Comparison

The maximum BPSCX drawdown since its inception was -62.69%, roughly equal to the maximum ICISX drawdown of -59.91%. Use the drawdown chart below to compare losses from any high point for BPSCX and ICISX.

Drawdown Indicators

	BPSCX	ICISX	Difference
Max Drawdown Largest peak-to-trough decline	-62.69%	-59.91%	-2.78%
Max Drawdown (1Y) Largest decline over 1 year	-10.45%	-9.50%	-0.95%
Max Drawdown (3Y) Largest decline over 3 years	-21.70%	-28.05%	+6.35%
Max Drawdown (5Y) Largest decline over 5 years	-22.19%	-28.05%	+5.86%
Max Drawdown (10Y) Largest decline over 10 years	-47.80%	-49.01%	+1.21%
Current Drawdown Current decline from peak	-0.54%	-0.53%	-0.01%
Average Drawdown Average peak-to-trough decline	-9.28%	-10.79%	+1.51%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.45%	2.68%	+0.77%

Volatility

BPSCX vs. ICISX - Volatility Comparison

Boston Partners Small Cap Value Fund II (BPSCX) and VY Columbia Small Cap Value II Portfolio (ICISX) have volatilities of 4.77% and 5.00%, 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	ICISX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.77%	5.00%	-0.23%
Volatility (6M) Calculated over the trailing 6-month period	11.08%	11.91%	-0.83%
Volatility (1Y) Calculated over the trailing 1-year period	16.05%	17.24%	-1.19%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.97%	21.68%	-0.71%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	22.69%	23.69%	-1.00%

BPSCX vs. ICISX - Expense Ratio Comparison

BPSCX has a 1.24% expense ratio, which is higher than ICISX's 0.92% expense ratio.

Dividends

BPSCX vs. ICISX - Dividend Comparison

BPSCX's dividend yield for the trailing twelve months is around 7.06%, less than ICISX's 23.03% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
BPSCX Boston Partners Small Cap Value Fund II	7.06%	8.07%	15.19%	13.27%	7.76%	7.12%	0.32%	2.26%	6.95%	4.44%	2.09%	5.24%
ICISX VY Columbia Small Cap Value II Portfolio	23.03%	27.95%	11.14%	7.68%	17.24%	0.74%	4.30%	13.90%	14.67%	4.45%	4.26%	0.62%

Frequently Asked Questions

Can I hold both BPSCX and ICISX in my portfolio?

BPSCX and ICISX 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.

Which is riskier, BPSCX or ICISX?

ICISX has higher volatility (5.00%) compared to BPSCX (4.77%). In terms of maximum drawdown, BPSCX dropped -62.69% vs ICISX's -59.91%.

Which has better risk-adjusted returns?

ICISX currently has the higher Sharpe Ratio (2.66 vs 1.61), 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.