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BPSCX vs. WPGTX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BPSCX vs. WPGTX - Performance Comparison

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

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BPSCX vs. WPGTX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
WPGTX
WPG Partners Small/Micro Cap Value Fund
1.86%7.08%10.53%14.45%2.10%40.04%-1.31%23.35%-21.88%5.58%

Returns By Period

In the year-to-date period, BPSCX achieves a -1.66% return, which is significantly lower than WPGTX's 1.86% return. Over the past 10 years, BPSCX has underperformed WPGTX with an annualized return of 8.49%, while WPGTX has yielded a comparatively higher 8.93% 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%

WPGTX

1D
-0.52%
1M
-7.70%
YTD
1.86%
6M
4.01%
1Y
17.79%
3Y*
10.08%
5Y*
9.29%
10Y*
8.93%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BPSCX vs. WPGTX - Expense Ratio Comparison

BPSCX has a 1.24% expense ratio, which is higher than WPGTX's 1.10% expense ratio.


Return for Risk

BPSCX vs. WPGTX — Risk / Return Rank

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

BPSCX
BPSCX Risk / Return Rank: 2525
Overall Rank
BPSCX Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
BPSCX Sortino Ratio Rank: 2727
Sortino Ratio Rank
BPSCX Omega Ratio Rank: 2222
Omega Ratio Rank
BPSCX Calmar Ratio Rank: 2727
Calmar Ratio Rank
BPSCX Martin Ratio Rank: 2323
Martin Ratio Rank

WPGTX
WPGTX Risk / Return Rank: 4141
Overall Rank
WPGTX Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
WPGTX Sortino Ratio Rank: 4242
Sortino Ratio Rank
WPGTX Omega Ratio Rank: 4242
Omega Ratio Rank
WPGTX Calmar Ratio Rank: 4242
Calmar Ratio Rank
WPGTX Martin Ratio Rank: 4040
Martin Ratio Rank
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. WPGTX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Boston Partners Small Cap Value Fund II (BPSCX) and WPG Partners Small/Micro Cap Value Fund (WPGTX). 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.


BPSCXWPGTXDifference

Sharpe ratio

Return per unit of total volatility

0.61

0.85

-0.25

Sortino ratio

Return per unit of downside risk

1.01

1.28

-0.27

Omega ratio

Gain probability vs. loss probability

1.13

1.18

-0.06

Calmar ratio

Return relative to maximum drawdown

0.78

1.07

-0.29

Martin ratio

Return relative to average drawdown

2.46

4.17

-1.70

BPSCX vs. WPGTX - Sharpe Ratio Comparison

The current BPSCX Sharpe Ratio is 0.61, which is comparable to the WPGTX Sharpe Ratio of 0.85. The chart below compares the historical Sharpe Ratios of BPSCX and WPGTX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


BPSCXWPGTXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.61

0.85

-0.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.27

0.47

-0.20

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.38

0.40

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

0.45

0.00

Correlation

The correlation between BPSCX and WPGTX is 0.90, 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. WPGTX - Dividend Comparison

BPSCX's dividend yield for the trailing twelve months is around 8.21%, less than WPGTX's 9.96% yield.


TTM20252024202320222021202020192018201720162015
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%
WPGTX
WPG Partners Small/Micro Cap Value Fund
9.96%10.15%6.38%7.58%17.82%1.47%0.64%0.44%8.44%6.83%0.42%3.03%

Drawdowns

BPSCX vs. WPGTX - Drawdown Comparison

The maximum BPSCX drawdown since its inception was -62.69%, roughly equal to the maximum WPGTX drawdown of -60.60%. Use the drawdown chart below to compare losses from any high point for BPSCX and WPGTX.


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Drawdown Indicators


BPSCXWPGTXDifference

Max Drawdown

Largest peak-to-trough decline

-62.69%

-60.60%

-2.09%

Max Drawdown (1Y)

Largest decline over 1 year

-12.53%

-14.46%

+1.93%

Max Drawdown (5Y)

Largest decline over 5 years

-22.19%

-25.90%

+3.71%

Max Drawdown (10Y)

Largest decline over 10 years

-47.80%

-50.03%

+2.23%

Current Drawdown

Current decline from peak

-8.57%

-9.70%

+1.13%

Average Drawdown

Average peak-to-trough decline

-9.35%

-13.05%

+3.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.96%

3.71%

+0.25%

Volatility

BPSCX vs. WPGTX - Volatility Comparison

The current volatility for Boston Partners Small Cap Value Fund II (BPSCX) is 4.71%, while WPG Partners Small/Micro Cap Value Fund (WPGTX) has a volatility of 5.34%. This indicates that BPSCX experiences smaller price fluctuations and is considered to be less risky than WPGTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BPSCXWPGTXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.71%

5.34%

-0.63%

Volatility (6M)

Calculated over the trailing 6-month period

11.52%

11.75%

-0.23%

Volatility (1Y)

Calculated over the trailing 1-year period

19.85%

20.76%

-0.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.02%

19.81%

+1.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.67%

22.45%

+0.22%