BPSIX vs. BPLEX
Compare and contrast key facts about Boston Partners Small Cap Value Fund Class I (BPSIX) and Boston Partners Long/Short Equity Fund (BPLEX).
BPSIX is managed by Boston Partners. It was launched on Jul 25, 2000. BPLEX is managed by Boston Partners. It was launched on Nov 16, 1998.
Performance
BPSIX vs. BPLEX - Performance Comparison
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BPSIX vs. BPLEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BPSIX Boston Partners Small Cap Value Fund Class I | -1.61% | 7.45% | 13.95% | 16.98% | -11.48% | 25.67% | 1.60% | 28.06% | -16.42% | 9.72% |
BPLEX Boston Partners Long/Short Equity Fund | 0.57% | 27.87% | 56.97% | 14.93% | 6.95% | 31.73% | -5.82% | 8.97% | -15.70% | 2.54% |
Returns By Period
In the year-to-date period, BPSIX achieves a -1.61% return, which is significantly lower than BPLEX's 0.57% return. Over the past 10 years, BPSIX has underperformed BPLEX with an annualized return of 8.74%, while BPLEX has yielded a comparatively higher 12.58% annualized return.
BPSIX
- 1D
- -0.31%
- 1M
- -6.64%
- YTD
- -1.61%
- 6M
- -2.33%
- 1Y
- 12.32%
- 3Y*
- 11.26%
- 5Y*
- 5.82%
- 10Y*
- 8.74%
BPLEX
- 1D
- 0.19%
- 1M
- -4.33%
- YTD
- 0.57%
- 6M
- 6.20%
- 1Y
- 25.32%
- 3Y*
- 31.49%
- 5Y*
- 23.62%
- 10Y*
- 12.58%
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BPSIX vs. BPLEX - Expense Ratio Comparison
BPSIX has a 0.99% expense ratio, which is lower than BPLEX's 2.21% expense ratio.
Return for Risk
BPSIX vs. BPLEX — Risk / Return Rank
BPSIX
BPLEX
BPSIX vs. BPLEX - 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 Long/Short Equity Fund (BPLEX). 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 | BPLEX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.62 | 2.01 | -1.38 |
Sortino ratioReturn per unit of downside risk | 1.04 | 2.80 | -1.77 |
Omega ratioGain probability vs. loss probability | 1.13 | 1.41 | -0.28 |
Calmar ratioReturn relative to maximum drawdown | 0.80 | 2.76 | -1.96 |
Martin ratioReturn relative to average drawdown | 2.54 | 13.01 | -10.47 |
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
| BPSIX | BPLEX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.62 | 2.01 | -1.38 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.30 | 0.63 | -0.33 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.40 | 0.43 | -0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.54 | -0.07 |
Correlation
The correlation between BPSIX and BPLEX is 0.54, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
BPSIX vs. BPLEX - Dividend Comparison
BPSIX's dividend yield for the trailing twelve months is around 7.68%, less than BPLEX's 10.88% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BPSIX Boston Partners Small Cap Value Fund Class I | 7.68% | 7.56% | 14.43% | 12.77% | 7.64% | 7.03% | 0.54% | 2.42% | 6.95% | 4.50% | 2.22% | 5.29% |
BPLEX Boston Partners Long/Short Equity Fund | 10.88% | 10.94% | 58.72% | 28.35% | 15.19% | 5.11% | 44.84% | 11.33% | 9.69% | 0.83% | 0.00% | 9.91% |
Drawdowns
BPSIX vs. BPLEX - Drawdown Comparison
The maximum BPSIX drawdown since its inception was -62.51%, which is greater than BPLEX's maximum drawdown of -43.47%. Use the drawdown chart below to compare losses from any high point for BPSIX and BPLEX.
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Drawdown Indicators
| BPSIX | BPLEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.51% | -43.47% | -19.04% |
Max Drawdown (1Y)Largest decline over 1 year | -12.53% | -8.75% | -3.78% |
Max Drawdown (5Y)Largest decline over 5 years | -22.01% | -28.78% | +6.77% |
Max Drawdown (10Y)Largest decline over 10 years | -47.79% | -37.65% | -10.14% |
Current DrawdownCurrent decline from peak | -8.54% | -4.33% | -4.21% |
Average DrawdownAverage peak-to-trough decline | -9.14% | -6.65% | -2.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.94% | 1.85% | +2.09% |
Volatility
BPSIX vs. BPLEX - Volatility Comparison
Boston Partners Small Cap Value Fund Class I (BPSIX) has a higher volatility of 4.71% compared to Boston Partners Long/Short Equity Fund (BPLEX) at 3.35%. This indicates that BPSIX's price experiences larger fluctuations and is considered to be riskier than BPLEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BPSIX | BPLEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.71% | 3.35% | +1.36% |
Volatility (6M)Calculated over the trailing 6-month period | 11.53% | 7.26% | +4.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.84% | 12.70% | +7.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.79% | 37.94% | -18.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.11% | 29.26% | -7.15% |