BPSIX vs. VRTVX

Last updated Jul 17, 2026

BPSIX (Boston Partners Small Cap Value Fund Class I) and VRTVX (Vanguard Russell 2000 Value Index Fund Institutional Shares) are both Small Cap Value Equities funds. Over the past 10 years, BPSIX returned 9.87%/yr vs 10.35%/yr for VRTVX. With a 0.96 correlation, they move nearly in lockstep. BPSIX charges 0.99%/yr vs 0.08%/yr for VRTVX.

Performance

BPSIX vs. VRTVX - 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 Vanguard Russell 2000 Value Index Fund Institutional Shares (VRTVX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, BPSIX achieves a 16.84% return, which is significantly lower than VRTVX's 22.94% return. Both investments have delivered pretty close results over the past 10 years, with BPSIX having a 9.87% annualized return and VRTVX not far ahead at 10.35%.

BPSIX

• 1D: 0.23%
• 1M: 2.25%
• 6M: 10.39%
• YTD: 16.84%
• 1Y: 23.26%
• 3Y*: 15.92%
• 5Y*: 9.33%
• 10Y*: 9.87%

VRTVX

• 1D: 0.64%
• 1M: 2.41%
• 6M: 14.02%
• YTD: 22.94%
• 1Y: 38.66%
• 3Y*: 17.63%
• 5Y*: 9.41%
• 10Y*: 10.35%

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

BPSIX vs. VRTVX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
BPSIX Boston Partners Small Cap Value Fund Class I	16.84%	7.45%	13.95%	16.98%	-11.48%	25.67%	1.60%	28.06%	-16.42%	9.72%
VRTVX Vanguard Russell 2000 Value Index Fund Institutional Shares	22.94%	12.21%	8.07%	14.71%	-14.52%	28.06%	4.81%	22.40%	-12.83%	7.91%

Correlation

The correlation between BPSIX and VRTVX is 0.89, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.89
Correlation (3Y) Calculated over the trailing 3-year period	0.94
Correlation (5Y) Calculated over the trailing 5-year period	0.96
Correlation (10Y) Calculated over the trailing 10-year period	0.96
Correlation (All Time) Calculated using the full available price history since Sep 22, 2010	0.96

The correlation between BPSIX and VRTVX has been stable across timeframes, ranging from 0.89 to 0.96 - a consistent structural relationship.

Return for Risk

BPSIX vs. VRTVX — Risk / Return Rank

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

BPSIX

BPSIX Risk / Return Rank: 46
BPSIX Sharpe Ratio Rank: 44
BPSIX Sortino Ratio Rank: 52
BPSIX Omega Ratio Rank: 41
BPSIX Calmar Ratio Rank: 53
BPSIX Martin Ratio Rank: 40

VRTVX

VRTVX Risk / Return Rank: 87
VRTVX Sharpe Ratio Rank: 85
VRTVX Sortino Ratio Rank: 83
VRTVX Omega Ratio Rank: 78
VRTVX Calmar Ratio Rank: 95
VRTVX Martin Ratio Rank: 94

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. VRTVX - 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 Vanguard Russell 2000 Value Index Fund Institutional Shares (VRTVX). 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	VRTVX	Difference
Sharpe ratio: Return per unit of total volatility	1.52	2.26	-0.73
Sortino ratio: Return per unit of downside risk	2.35	3.22	-0.87
Omega ratio: Gain probability vs. loss probability	1.27	1.39	-0.12
Calmar ratio: Return relative to maximum drawdown	2.31	4.66	-2.35
Martin ratio: Return relative to average drawdown	7.01	15.95	-8.94

BPSIX vs. VRTVX - Sharpe Ratio Comparison

The current BPSIX Sharpe Ratio is 1.52, which is lower than the VRTVX Sharpe Ratio of 2.26. The chart below compares the historical Sharpe Ratios of BPSIX and VRTVX, 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. VRTVX - Drawdown Comparison

The maximum BPSIX drawdown since its inception was -62.51%, which is greater than VRTVX's maximum drawdown of -45.98%. Use the drawdown chart below to compare losses from any high point for BPSIX and VRTVX.

Drawdown Indicators

	BPSIX	VRTVX	Difference
Max Drawdown Largest peak-to-trough decline	-62.51%	-45.98%	-16.53%
Max Drawdown (1Y) Largest decline over 1 year	-10.39%	-8.54%	-1.85%
Max Drawdown (3Y) Largest decline over 3 years	-21.62%	-26.85%	+5.23%
Max Drawdown (5Y) Largest decline over 5 years	-22.01%	-26.85%	+4.84%
Max Drawdown (10Y) Largest decline over 10 years	-47.79%	-45.98%	-1.81%
Current Drawdown Current decline from peak	-0.65%	-0.42%	-0.23%
Average Drawdown Average peak-to-trough decline	-9.06%	-7.72%	-1.34%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.42%	2.49%	+0.93%

Volatility

BPSIX vs. VRTVX - Volatility Comparison

Boston Partners Small Cap Value Fund Class I (BPSIX) has a higher volatility of 3.35% compared to Vanguard Russell 2000 Value Index Fund Institutional Shares (VRTVX) at 3.03%. This indicates that BPSIX's price experiences larger fluctuations and is considered to be riskier than VRTVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BPSIX	VRTVX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.35%	3.03%	+0.32%
Volatility (6M) Calculated over the trailing 6-month period	11.01%	12.30%	-1.29%
Volatility (1Y) Calculated over the trailing 1-year period	15.89%	17.83%	-1.94%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.64%	21.57%	-1.93%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	22.04%	23.64%	-1.60%

BPSIX vs. VRTVX - Expense Ratio Comparison

BPSIX has a 0.99% expense ratio, which is higher than VRTVX's 0.08% expense ratio.

Dividends

BPSIX vs. VRTVX - Dividend Comparison

BPSIX's dividend yield for the trailing twelve months is around 6.47%, more than VRTVX's 1.62% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
BPSIX Boston Partners Small Cap Value Fund Class I	6.47%	7.56%	14.43%	12.77%	7.64%	7.03%	0.54%	2.42%	6.95%	4.50%	2.22%	5.29%
VRTVX Vanguard Russell 2000 Value Index Fund Institutional Shares	1.62%	1.49%	1.84%	2.08%	2.15%	1.56%	1.54%	1.87%	2.17%	1.74%	1.52%	2.16%

Frequently Asked Questions

Can I hold both BPSIX and VRTVX in my portfolio?

BPSIX and VRTVX have a correlation of 0.89, 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 VRTVX?

BPSIX has higher volatility (3.35%) compared to VRTVX (3.03%). In terms of maximum drawdown, BPSIX dropped -62.51% vs VRTVX's -45.98%.

Which has better risk-adjusted returns?

VRTVX currently has the higher Sharpe Ratio (2.26 vs 1.52), 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.