BPSIX vs. BPGIX

Last updated Aug 1, 2026

BPSIX (Boston Partners Small Cap Value Fund Class I) and BPGIX (Boston Partners Global Equity Fund) are both mutual funds - BPSIX is a Small Cap Value Equities fund managed by Boston Partners, while BPGIX is a Global Equities fund managed by Boston Partners. Over the past 10 years, BPSIX returned 9.82%/yr vs 11.23%/yr for BPGIX. Their correlation of 0.83 means they have usually moved in the same direction. BPSIX charges 0.99%/yr vs 0.95%/yr for BPGIX.

Performance

BPSIX vs. BPGIX - Performance Comparison

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

Returns By Period

In the year-to-date period, BPSIX achieves a 17.34% return, which is significantly higher than BPGIX's 12.59% return. Over the past 10 years, BPSIX has underperformed BPGIX with an annualized return of 9.82%, while BPGIX has yielded a comparatively higher 11.23% annualized return.

BPSIX

• 1D: 0.16%
• 1M: 1.36%
• 6M: 12.41%
• YTD: 17.34%
• 1Y: 26.51%
• 3Y*: 14.67%
• 5Y*: 8.84%
• 10Y*: 9.82%
• ALL TIME*: 10.60%

BPGIX

• 1D: 0.94%
• 1M: 3.14%
• 6M: 8.14%
• YTD: 12.59%
• 1Y: 25.49%
• 3Y*: 18.89%
• 5Y*: 13.21%
• 10Y*: 11.23%
• ALL TIME*: 11.50%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
BPGIX Boston Partners Global Equity Fund	$0.00	$0.00	$0.00
BPSIX Boston Partners Small Cap Value Fund Class I	$0.00	$0.00	$0.00

BPSIX vs. BPGIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
BPSIX Boston Partners Small Cap Value Fund Class I	17.34%	7.45%	13.95%	16.98%	-11.48%	25.67%	1.60%	28.06%	-16.42%	9.72%
BPGIX Boston Partners Global Equity Fund	12.59%	33.90%	7.20%	14.13%	-3.07%	21.74%	3.26%	18.79%	-13.16%	20.36%

Correlation

The correlation between BPSIX and BPGIX is 0.72, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.72
Correlation (3Y) Balances recent behavior with more history.	0.75
Correlation (5Y) Shows whether the relationship held over a longer period.	0.81
Correlation (10Y) Provides a long-term view across more market conditions.	0.83
Correlation (All Time) Calculated using the full available price history since Dec 30, 2011	0.83

The correlation between BPSIX and BPGIX shifts across timeframes, from 0.72 (1 year) to 0.83 (all time), reflecting how their relationship changes across market environments.

Return for Risk

BPSIX vs. BPGIX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

BPSIX

BPSIX Risk / Return Rank: 61
BPSIX Sharpe Ratio Rank: 61
BPSIX Sortino Ratio Rank: 67
BPSIX Omega Ratio Rank: 56
BPSIX Calmar Ratio Rank: 69
BPSIX Martin Ratio Rank: 50

BPGIX

BPGIX Risk / Return Rank: 76
BPGIX Sharpe Ratio Rank: 79
BPGIX Sortino Ratio Rank: 79
BPGIX Omega Ratio Rank: 76
BPGIX Calmar Ratio Rank: 74
BPGIX Martin Ratio Rank: 70

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

BPSIX vs. BPGIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Boston Partners Small Cap Value Fund Class I (BPSIX) and Boston Partners Global Equity Fund (BPGIX). 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.

	BPSIX	BPGIX	Difference
Sharpe ratio: Return per unit of total volatility	1.50	1.88	-0.38
Sortino ratio: Return per unit of downside risk	2.32	2.76	-0.44
Omega ratio: Gain probability vs. loss probability	1.27	1.34	-0.08
Calmar ratio: Return relative to maximum drawdown	2.27	2.45	-0.18
Martin ratio: Return relative to average drawdown	6.93	8.74	-1.82

BPSIX vs. BPGIX - Sharpe Ratio Comparison

The current BPSIX Sharpe Ratio is 1.50, which is comparable to the BPGIX Sharpe Ratio of 1.88. The chart below compares the historical Sharpe Ratios of BPSIX and BPGIX, 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

BPSIX vs. BPGIX - Drawdown Comparison

The maximum BPSIX drawdown since its inception was -62.51%, which is greater than BPGIX's maximum drawdown of -41.87%. Use the drawdown chart below to compare losses from any high point for BPSIX and BPGIX.

Drawdown Indicators

	BPSIX	BPGIX	Difference
Max Drawdown Largest peak-to-trough decline	-62.51%	-41.87%	-20.64%
Max Drawdown (1Y) Largest decline over 1 year	-10.39%	-9.64%	-0.75%
Max Drawdown (3Y) Largest decline over 3 years	-21.62%	-12.43%	-9.19%
Max Drawdown (5Y) Largest decline over 5 years	-22.01%	-22.49%	+0.48%
Max Drawdown (10Y) Largest decline over 10 years	-47.79%	-41.87%	-5.92%
Current Drawdown Current decline from peak	-0.59%	0.00%	-0.59%
Average Drawdown Average peak-to-trough decline	-9.04%	-5.03%	-4.01%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.40%	2.70%	+0.70%

Volatility

BPSIX vs. BPGIX - Volatility Comparison

Boston Partners Small Cap Value Fund Class I (BPSIX) has a higher volatility of 3.36% compared to Boston Partners Global Equity Fund (BPGIX) at 3.07%. This indicates that BPSIX's price experiences larger fluctuations and is considered to be riskier than BPGIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BPSIX	BPGIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.36%	3.07%	+0.29%
Volatility (6M) Calculated over the trailing 6-month period	10.63%	10.09%	+0.54%
Volatility (1Y) Calculated over the trailing 1-year period	15.80%	12.62%	+3.18%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.56%	15.17%	+4.39%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	22.05%	17.34%	+4.71%

BPSIX vs. BPGIX - Expense Ratio Comparison

BPSIX has a 0.99% expense ratio, which is higher than BPGIX's 0.95% expense ratio.

Dividends

BPSIX vs. BPGIX - Dividend Comparison

BPSIX's dividend yield for the trailing twelve months is around 6.44%, less than BPGIX's 8.97% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
BPGIX Boston Partners Global Equity Fund	8.97%	10.09%	5.24%	1.94%	1.51%	1.74%	1.98%	1.42%	8.73%	2.03%	1.91%	0.73%
BPSIX Boston Partners Small Cap Value Fund Class I	6.44%	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 BPSIX and BPGIX in my portfolio?

BPSIX and BPGIX have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, BPSIX or BPGIX?

BPSIX has higher volatility (3.36%) compared to BPGIX (3.07%). In terms of maximum drawdown, BPSIX dropped -62.51% vs BPGIX's -41.87%.

Which has better risk-adjusted returns?

BPGIX currently has the higher Sharpe Ratio (1.88 vs 1.50), 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.