COAGX vs. BPLEX

Last updated Apr 3, 2026

Compare and contrast key facts about Caldwell & Orkin - Gator Capital Long/Short Fund (COAGX) and Boston Partners Long/Short Equity Fund (BPLEX).

COAGX is managed by Caldwell & Orkin. It was launched on Aug 23, 1992. BPLEX is managed by Boston Partners. It was launched on Nov 16, 1998.

Performance

COAGX vs. BPLEX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Caldwell & Orkin - Gator Capital Long/Short Fund (COAGX) and Boston Partners Long/Short Equity Fund (BPLEX). The values are adjusted to include any dividend payments, if applicable.

COAGX vs. BPLEX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
COAGX Caldwell & Orkin - Gator Capital Long/Short Fund	3.61%	17.44%	35.58%	31.98%	-7.18%	27.17%	11.06%	24.20%	-15.53%	0.93%
BPLEX Boston Partners Long/Short Equity Fund	3.42%	27.87%	56.97%	14.93%	6.95%	31.73%	-5.82%	8.97%	-15.70%	2.54%

Returns By Period

COAGX

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

BPLEX

• 1D: 1.30%
• 1M: 0.18%
• YTD: 3.42%
• 6M: 9.70%
• 1Y: 27.50%
• 3Y*: 32.71%
• 5Y*: 24.11%
• 10Y*: 12.90%

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

COAGX vs. BPLEX - Expense Ratio Comparison

COAGX has a 2.00% expense ratio, which is lower than BPLEX's 2.21% expense ratio.

BPLEX

Boston Partners Long/Short Equity Fund

COAGX

Caldwell & Orkin - Gator Capital Long/Short Fund

Return for Risk

COAGX vs. BPLEX — Risk / Return Rank

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

BPLEX

BPLEX Risk / Return Rank: 94
BPLEX Sharpe Ratio Rank: 94
BPLEX Sortino Ratio Rank: 94
BPLEX Omega Ratio Rank: 92
BPLEX Calmar Ratio Rank: 94
BPLEX Martin Ratio Rank: 96

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.

COAGX vs. BPLEX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Caldwell & Orkin - Gator Capital Long/Short Fund (COAGX) 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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	COAGX	BPLEX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	2.22	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.64	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.44	—
Sharpe Ratio (All Time) Calculated using the full available price history	—	0.54	—

Correlation

The correlation between COAGX and BPLEX is 0.35, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

COAGX vs. BPLEX - Dividend Comparison

COAGX has not paid dividends to shareholders, while BPLEX's dividend yield for the trailing twelve months is around 10.58%.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
COAGX Caldwell & Orkin - Gator Capital Long/Short Fund	0.00%	0.00%	0.81%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	5.81%
BPLEX Boston Partners Long/Short Equity Fund	10.58%	10.94%	58.72%	28.35%	15.19%	5.11%	44.84%	11.33%	9.69%	0.83%	0.00%	9.91%

Drawdowns

Drawdown Indicators

	COAGX	BPLEX	Difference
Max Drawdown Largest peak-to-trough decline	—	-43.47%	—
Max Drawdown (1Y) Largest decline over 1 year	—	-5.87%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-28.78%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-37.65%	—
Current Drawdown Current decline from peak	—	-1.62%	—
Average Drawdown Average peak-to-trough decline	—	-6.65%	—
Ulcer Index Depth and duration of drawdowns from previous peaks	—	1.87%	—

Volatility

Volatility by Period

	COAGX	BPLEX	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	3.73%	—
Volatility (6M) Calculated over the trailing 6-month period	—	7.50%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	12.80%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	37.95%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	29.26%	—