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GLQ vs. BPGSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GLQ vs. BPGSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Clough Global Equity Fund (GLQ) and Boston Partners Global Sustainability Fund (BPGSX). The values are adjusted to include any dividend payments, if applicable.

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GLQ vs. BPGSX - Yearly Performance Comparison


2026 (YTD)2025202420232022
GLQ
Clough Global Equity Fund
1.41%28.55%25.41%2.67%-38.28%
BPGSX
Boston Partners Global Sustainability Fund
2.43%32.86%9.62%16.44%-5.69%

Returns By Period

In the year-to-date period, GLQ achieves a 1.41% return, which is significantly lower than BPGSX's 2.43% return.


GLQ

1D
0.40%
1M
-8.06%
YTD
1.41%
6M
4.04%
1Y
33.76%
3Y*
20.53%
5Y*
-2.14%
10Y*
8.10%

BPGSX

1D
0.00%
1M
0.00%
YTD
2.43%
6M
6.22%
1Y
24.66%
3Y*
18.48%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GLQ vs. BPGSX - Expense Ratio Comparison

GLQ has a 0.03% expense ratio, which is lower than BPGSX's 0.90% expense ratio.


Return for Risk

GLQ vs. BPGSX — Risk / Return Rank

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

GLQ
GLQ Risk / Return Rank: 8888
Overall Rank
GLQ Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
GLQ Sortino Ratio Rank: 8686
Sortino Ratio Rank
GLQ Omega Ratio Rank: 8686
Omega Ratio Rank
GLQ Calmar Ratio Rank: 9090
Calmar Ratio Rank
GLQ Martin Ratio Rank: 9191
Martin Ratio Rank

BPGSX
BPGSX Risk / Return Rank: 8585
Overall Rank
BPGSX Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
BPGSX Sortino Ratio Rank: 8888
Sortino Ratio Rank
BPGSX Omega Ratio Rank: 9191
Omega Ratio Rank
BPGSX Calmar Ratio Rank: 7171
Calmar Ratio Rank
BPGSX Martin Ratio Rank: 9090
Martin Ratio Rank
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.

GLQ vs. BPGSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Clough Global Equity Fund (GLQ) 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.


GLQBPGSXDifference

Sharpe ratio

Return per unit of total volatility

1.79

1.82

-0.03

Sortino ratio

Return per unit of downside risk

2.44

2.52

-0.08

Omega ratio

Gain probability vs. loss probability

1.38

1.43

-0.05

Calmar ratio

Return relative to maximum drawdown

2.71

1.88

+0.83

Martin ratio

Return relative to average drawdown

11.53

10.89

+0.64

GLQ vs. BPGSX - Sharpe Ratio Comparison

The current GLQ Sharpe Ratio is 1.79, which is comparable to the BPGSX Sharpe Ratio of 1.82. The chart below compares the historical Sharpe Ratios of GLQ and BPGSX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


GLQBPGSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.79

1.82

-0.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.37

Sharpe Ratio (All Time)

Calculated using the full available price history

0.25

0.83

-0.58

Correlation

The correlation between GLQ and BPGSX is 0.62, 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

GLQ vs. BPGSX - Dividend Comparison

GLQ's dividend yield for the trailing twelve months is around 10.63%, less than BPGSX's 80.06% yield.


TTM20252024202320222021202020192018201720162015
GLQ
Clough Global Equity Fund
10.63%10.18%10.86%12.13%21.42%12.25%9.66%10.96%13.68%9.63%11.68%11.01%
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%

Drawdowns

GLQ vs. BPGSX - Drawdown Comparison

The maximum GLQ drawdown since its inception was -64.45%, which is greater than BPGSX's maximum drawdown of -22.19%. Use the drawdown chart below to compare losses from any high point for GLQ and BPGSX.


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Drawdown Indicators


GLQBPGSXDifference

Max Drawdown

Largest peak-to-trough decline

-64.45%

-22.19%

-42.26%

Max Drawdown (1Y)

Largest decline over 1 year

-12.58%

-10.21%

-2.37%

Max Drawdown (5Y)

Largest decline over 5 years

-57.47%

Max Drawdown (10Y)

Largest decline over 10 years

-57.47%

Current Drawdown

Current decline from peak

-18.02%

-0.51%

-17.51%

Average Drawdown

Average peak-to-trough decline

-17.36%

-4.16%

-13.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.95%

2.11%

+0.84%

Volatility

GLQ vs. BPGSX - Volatility Comparison

Clough Global Equity Fund (GLQ) has a higher volatility of 6.74% compared to Boston Partners Global Sustainability Fund (BPGSX) at 0.00%. This indicates that GLQ'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.


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Volatility by Period


GLQBPGSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.74%

0.00%

+6.74%

Volatility (6M)

Calculated over the trailing 6-month period

11.39%

6.62%

+4.77%

Volatility (1Y)

Calculated over the trailing 1-year period

18.89%

14.22%

+4.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.58%

15.37%

+5.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.95%

15.37%

+6.58%