BPSIX vs. BPGSX

Last updated Jun 4, 2026

BPSIX (Boston Partners Small Cap Value Fund Class I) and BPGSX (Boston Partners Global Sustainability Fund) are both mutual funds - BPSIX is a Small Cap Value Equities fund managed by Boston Partners, while BPGSX is a Global Equities fund managed by Boston Partners. Over the past 3 years, BPSIX returned 16.49%/yr vs 18.27%/yr for BPGSX. A 0.78 correlation means they provide meaningful diversification when combined. BPSIX charges 0.99%/yr vs 0.90%/yr for BPGSX.

Performance

BPSIX vs. BPGSX - 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 Sustainability Fund (BPGSX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, BPSIX achieves a 11.30% return, which is significantly higher than BPGSX's 2.43% return.

BPSIX

• 1D: 1.01%
• 1M: 2.51%
• YTD: 11.30%
• 6M: 12.13%
• 1Y: 22.22%
• 3Y*: 16.49%
• 5Y*: 6.84%
• 10Y*: 9.76%

BPGSX

• 1D: 0.00%
• 1M: 0.00%
• YTD: 2.43%
• 6M: 4.12%
• 1Y: 14.58%
• 3Y*: 18.27%
• 5Y*: —
• 10Y*: —

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

BPSIX vs. BPGSX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
BPSIX Boston Partners Small Cap Value Fund Class I	11.30%	7.45%	13.95%	16.98%	-8.73%
BPGSX Boston Partners Global Sustainability Fund	2.43%	32.86%	9.62%	16.44%	-5.69%

Correlation

The correlation between BPSIX and BPGSX is 0.53, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.53
Correlation (3Y) Calculated over the trailing 3-year period	0.70
Correlation (All Time) Calculated using the full available price history since Feb 1, 2022	0.78

Over the past year, the correlation between BPSIX and BPGSX has dropped to 0.53 - well below their long-term average of 0.78, suggesting their price drivers have been diverging.

Return for Risk

BPSIX vs. BPGSX — Risk / Return Rank

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

BPSIX

BPSIX Risk / Return Rank: 30
BPSIX Sharpe Ratio Rank: 27
BPSIX Sortino Ratio Rank: 30
BPSIX Omega Ratio Rank: 26
BPSIX Calmar Ratio Rank: 36
BPSIX Martin Ratio Rank: 29

BPGSX

BPGSX Risk / Return Rank: 49
BPGSX Sharpe Ratio Rank: 34
BPGSX Sortino Ratio Rank: 35
BPGSX Omega Ratio Rank: 48
BPGSX Calmar Ratio Rank: 62
BPGSX Martin Ratio Rank: 64

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.

BPSIX vs. BPGSX - 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 Sustainability Fund (BPGSX). 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.

	BPSIX	BPGSX	Difference
Sharpe ratio: Return per unit of total volatility	1.49	1.67	-0.18
Sortino ratio: Return per unit of downside risk	2.27	2.47	-0.20
Omega ratio: Gain probability vs. loss probability	1.26	1.38	-0.11
Calmar ratio: Return relative to maximum drawdown	2.28	3.03	-0.75
Martin ratio: Return relative to average drawdown	6.85	12.53	-5.68
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

BPSIX vs. BPGSX - Sharpe Ratio Comparison

The current BPSIX Sharpe Ratio is 1.49, which is comparable to the BPGSX Sharpe Ratio of 1.67. The chart below compares the historical Sharpe Ratios of BPSIX and BPGSX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	BPSIX	BPGSX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.49	1.67	-0.18
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.35	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.44	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.48	0.82	-0.33

Drawdowns

BPSIX vs. BPGSX - Drawdown Comparison

The maximum BPSIX drawdown since its inception was -62.51%, which is greater than BPGSX's maximum drawdown of -22.19%. Use the drawdown chart below to compare losses from any high point for BPSIX and BPGSX.

Drawdown Indicators

	BPSIX	BPGSX	Difference
Max Drawdown Largest peak-to-trough decline	-62.51%	-22.19%	-40.32%
Max Drawdown (1Y) Largest decline over 1 year	-10.39%	-5.17%	-5.22%
Max Drawdown (3Y) Largest decline over 3 years	-21.62%	-12.20%	-9.42%
Max Drawdown (5Y) Largest decline over 5 years	-22.01%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-47.79%	—	—
Current Drawdown Current decline from peak	0.00%	-0.51%	+0.51%
Average Drawdown Average peak-to-trough decline	-9.09%	-4.04%	-5.05%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.44%	1.20%	+2.24%

Volatility

BPSIX vs. BPGSX - Volatility Comparison

Boston Partners Small Cap Value Fund Class I (BPSIX) has a higher volatility of 3.98% compared to Boston Partners Global Sustainability Fund (BPGSX) at 0.00%. This indicates that BPSIX's price experiences larger fluctuations and is considered to be riskier than BPGSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BPSIX	BPGSX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.98%	0.00%	+3.98%
Volatility (6M) Calculated over the trailing 6-month period	10.78%	5.53%	+5.25%
Volatility (1Y) Calculated over the trailing 1-year period	15.87%	9.36%	+6.51%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.73%	15.12%	+4.61%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	22.12%	15.12%	+7.00%

BPSIX vs. BPGSX - Expense Ratio Comparison

BPSIX has a 0.99% expense ratio, which is higher than BPGSX's 0.90% expense ratio.

Dividends

BPSIX vs. BPGSX - Dividend Comparison

BPSIX's dividend yield for the trailing twelve months is around 6.79%, less than BPGSX's 80.06% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
BPGSX Boston Partners Global Sustainability Fund	80.06%	16.14%	3.04%	1.52%	1.49%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
BPSIX Boston Partners Small Cap Value Fund Class I	6.79%	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 BPGSX in my portfolio?

BPSIX and BPGSX have a correlation of 0.53, 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 BPGSX?

BPSIX has higher volatility (3.98%) compared to BPGSX (0.00%). In terms of maximum drawdown, BPSIX dropped -62.51% vs BPGSX's -22.19%.

Which has better risk-adjusted returns?

BPGSX currently has the higher Sharpe Ratio (1.67 vs 1.49), 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.