BPSCX vs. VSIAX
Compare and contrast key facts about Boston Partners Small Cap Value Fund II (BPSCX) and Vanguard Small-Cap Value Index Fund Admiral Shares (VSIAX).
BPSCX is managed by Boston Partners. It was launched on Jul 1, 1998. VSIAX is managed by Vanguard. It was launched on Sep 27, 2011.
Performance
BPSCX vs. VSIAX - Performance Comparison
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BPSCX vs. VSIAX - 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% |
VSIAX Vanguard Small-Cap Value Index Fund Admiral Shares | 0.80% | 9.09% | 11.34% | 17.06% | -9.31% | 28.10% | 5.80% | 22.76% | -12.24% | 11.80% |
Returns By Period
In the year-to-date period, BPSCX achieves a -1.66% return, which is significantly lower than VSIAX's 0.80% return. Over the past 10 years, BPSCX has underperformed VSIAX with an annualized return of 8.49%, while VSIAX has yielded a comparatively higher 9.83% 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%
VSIAX
- 1D
- -0.40%
- 1M
- -7.12%
- YTD
- 0.80%
- 6M
- 2.85%
- 1Y
- 16.28%
- 3Y*
- 12.51%
- 5Y*
- 7.35%
- 10Y*
- 9.83%
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BPSCX vs. VSIAX - Expense Ratio Comparison
BPSCX has a 1.24% expense ratio, which is higher than VSIAX's 0.07% expense ratio.
Return for Risk
BPSCX vs. VSIAX — Risk / Return Rank
BPSCX
VSIAX
BPSCX vs. VSIAX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Boston Partners Small Cap Value Fund II (BPSCX) and Vanguard Small-Cap Value Index Fund Admiral Shares (VSIAX). 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 | VSIAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.61 | 0.81 | -0.21 |
Sortino ratioReturn per unit of downside risk | 1.01 | 1.27 | -0.26 |
Omega ratioGain probability vs. loss probability | 1.13 | 1.17 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 0.78 | 1.03 | -0.26 |
Martin ratioReturn relative to average drawdown | 2.46 | 4.28 | -1.82 |
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 | VSIAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.61 | 0.81 | -0.21 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.27 | 0.37 | -0.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.38 | 0.44 | -0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 0.55 | -0.11 |
Correlation
The correlation between BPSCX and VSIAX is 0.97, 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. VSIAX - Dividend Comparison
BPSCX's dividend yield for the trailing twelve months is around 8.21%, more than VSIAX's 1.95% 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% |
VSIAX Vanguard Small-Cap Value Index Fund Admiral Shares | 1.95% | 1.95% | 1.98% | 2.10% | 2.03% | 1.75% | 1.68% | 2.06% | 2.35% | 1.79% | 1.77% | 1.99% |
Drawdowns
BPSCX vs. VSIAX - Drawdown Comparison
The maximum BPSCX drawdown since its inception was -62.69%, which is greater than VSIAX's maximum drawdown of -45.39%. Use the drawdown chart below to compare losses from any high point for BPSCX and VSIAX.
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Drawdown Indicators
| BPSCX | VSIAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.69% | -45.39% | -17.30% |
Max Drawdown (1Y)Largest decline over 1 year | -12.53% | -14.16% | +1.63% |
Max Drawdown (5Y)Largest decline over 5 years | -22.19% | -24.09% | +1.90% |
Max Drawdown (10Y)Largest decline over 10 years | -47.80% | -45.39% | -2.41% |
Current DrawdownCurrent decline from peak | -8.57% | -8.24% | -0.33% |
Average DrawdownAverage peak-to-trough decline | -9.35% | -5.54% | -3.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.96% | 3.42% | +0.54% |
Volatility
BPSCX vs. VSIAX - Volatility Comparison
Boston Partners Small Cap Value Fund II (BPSCX) and Vanguard Small-Cap Value Index Fund Admiral Shares (VSIAX) have volatilities of 4.71% and 4.89%, 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.
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Volatility by Period
| BPSCX | VSIAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.71% | 4.89% | -0.18% |
Volatility (6M)Calculated over the trailing 6-month period | 11.52% | 11.03% | +0.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.85% | 20.62% | -0.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.02% | 19.83% | +1.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.67% | 22.44% | +0.23% |