BPSIX vs. BPSCX

Last updated Jun 24, 2026

BPSIX (Boston Partners Small Cap Value Fund Class I) and BPSCX (Boston Partners Small Cap Value Fund II) are both Small Cap Value Equities funds from Boston Partners. Over the past 10 years, BPSIX returned 10.39%/yr vs 10.14%/yr for BPSCX. With a 1.00 correlation, they move nearly in lockstep. BPSIX charges 0.99%/yr vs 1.24%/yr for BPSCX.

Performance

BPSIX vs. BPSCX - 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 Small Cap Value Fund II (BPSCX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both stocks are quite close, with BPSIX having a 14.65% return and BPSCX slightly lower at 14.53%. Both investments have delivered pretty close results over the past 10 years, with BPSIX having a 10.39% annualized return and BPSCX not far behind at 10.14%.

BPSIX

• 1D: 0.24%
• 1M: 4.45%
• YTD: 14.65%
• 6M: 12.91%
• 1Y: 24.91%
• 3Y*: 17.49%
• 5Y*: 7.99%
• 10Y*: 10.39%

BPSCX

• 1D: 0.22%
• 1M: 4.43%
• YTD: 14.53%
• 6M: 12.76%
• 1Y: 24.62%
• 3Y*: 17.29%
• 5Y*: 7.77%
• 10Y*: 10.14%

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

BPSIX vs. BPSCX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
BPSIX Boston Partners Small Cap Value Fund Class I	14.65%	7.45%	13.95%	16.98%	-11.48%	25.67%	1.60%	28.06%	-16.42%	9.72%
BPSCX Boston Partners Small Cap Value Fund II	14.53%	7.15%	13.65%	16.96%	-11.69%	25.42%	1.30%	27.75%	-16.64%	9.44%

Correlation

The correlation between BPSIX and BPSCX is 1.00 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	1.00
Correlation (3Y) Calculated over the trailing 3-year period	0.99
Correlation (5Y) Calculated over the trailing 5-year period	0.99
Correlation (10Y) Calculated over the trailing 10-year period	1.00
Correlation (All Time) Calculated using the full available price history since Jun 30, 1998	1.00

The correlation between BPSIX and BPSCX has been stable across timeframes, ranging from 0.99 to 1.00 - a consistent structural relationship.

Return for Risk

BPSIX vs. BPSCX — Risk / Return Rank

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

BPSIX

BPSIX Risk / Return Rank: 40
BPSIX Sharpe Ratio Rank: 38
BPSIX Sortino Ratio Rank: 42
BPSIX Omega Ratio Rank: 34
BPSIX Calmar Ratio Rank: 49
BPSIX Martin Ratio Rank: 38

BPSCX

BPSCX Risk / Return Rank: 39
BPSCX Sharpe Ratio Rank: 37
BPSCX Sortino Ratio Rank: 41
BPSCX Omega Ratio Rank: 34
BPSCX Calmar Ratio Rank: 48
BPSCX Martin Ratio Rank: 36

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. BPSCX - 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 Small Cap Value Fund II (BPSCX). 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	BPSCX	Difference
Sharpe ratio: Return per unit of total volatility	1.66	1.64	+0.02
Sortino ratio: Return per unit of downside risk	2.52	2.49	+0.03
Omega ratio: Gain probability vs. loss probability	1.29	1.29	0.00
Calmar ratio: Return relative to maximum drawdown	2.57	2.52	+0.05
Martin ratio: Return relative to average drawdown	7.75	7.61	+0.14

BPSIX vs. BPSCX - Sharpe Ratio Comparison

The current BPSIX Sharpe Ratio is 1.66, which is comparable to the BPSCX Sharpe Ratio of 1.64. The chart below compares the historical Sharpe Ratios of BPSIX and BPSCX, 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. BPSCX - Drawdown Comparison

The maximum BPSIX drawdown since its inception was -62.51%, roughly equal to the maximum BPSCX drawdown of -62.69%. Use the drawdown chart below to compare losses from any high point for BPSIX and BPSCX.

Drawdown Indicators

	BPSIX	BPSCX	Difference
Max Drawdown Largest peak-to-trough decline	-62.51%	-62.69%	+0.18%
Max Drawdown (1Y) Largest decline over 1 year	-10.39%	-10.45%	+0.06%
Max Drawdown (3Y) Largest decline over 3 years	-21.62%	-21.70%	+0.08%
Max Drawdown (5Y) Largest decline over 5 years	-22.01%	-22.19%	+0.18%
Max Drawdown (10Y) Largest decline over 10 years	-47.79%	-47.80%	+0.01%
Current Drawdown Current decline from peak	-0.30%	-0.33%	+0.03%
Average Drawdown Average peak-to-trough decline	-9.08%	-9.28%	+0.20%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.43%	3.45%	-0.02%

Volatility

BPSIX vs. BPSCX - Volatility Comparison

Boston Partners Small Cap Value Fund Class I (BPSIX) and Boston Partners Small Cap Value Fund II (BPSCX) have volatilities of 4.50% and 4.55%, 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.

Volatility by Period

	BPSIX	BPSCX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.50%	4.55%	-0.05%
Volatility (6M) Calculated over the trailing 6-month period	11.07%	11.06%	+0.01%
Volatility (1Y) Calculated over the trailing 1-year period	16.07%	16.08%	-0.01%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.71%	20.95%	-1.24%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	22.13%	22.69%	-0.56%

BPSIX vs. BPSCX - Expense Ratio Comparison

BPSIX has a 0.99% expense ratio, which is lower than BPSCX's 1.24% expense ratio.

Dividends

BPSIX vs. BPSCX - Dividend Comparison

BPSIX's dividend yield for the trailing twelve months is around 6.59%, less than BPSCX's 7.05% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
BPSCX Boston Partners Small Cap Value Fund II	7.05%	8.07%	15.19%	13.27%	7.76%	7.12%	0.32%	2.26%	6.95%	4.44%	2.09%	5.24%
BPSIX Boston Partners Small Cap Value Fund Class I	6.59%	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 BPSCX in my portfolio?

With a correlation of 1.00, BPSIX and BPSCX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, BPSIX or BPSCX?

BPSCX has higher volatility (4.55%) compared to BPSIX (4.50%). In terms of maximum drawdown, BPSIX dropped -62.51% vs BPSCX's -62.69%.

Which has better risk-adjusted returns?

BPSIX currently has the higher Sharpe Ratio (1.66 vs 1.64), 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.