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GTAPX vs. BPIRX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

GTAPX vs. BPIRX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Quantitative U.S. Long/Short Equity Portfolio (GTAPX) and Boston Partners Long/Short Research Fund (BPIRX). The values are adjusted to include any dividend payments, if applicable.

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GTAPX vs. BPIRX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GTAPX
Quantitative U.S. Long/Short Equity Portfolio
2.72%12.79%13.28%4.42%3.16%17.72%-5.16%3.26%-8.65%8.74%
BPIRX
Boston Partners Long/Short Research Fund
-0.71%14.90%13.49%4.75%6.48%23.74%-8.25%12.60%-10.59%10.10%

Returns By Period

In the year-to-date period, GTAPX achieves a 2.72% return, which is significantly higher than BPIRX's -0.71% return. Over the past 10 years, GTAPX has underperformed BPIRX with an annualized return of 5.34%, while BPIRX has yielded a comparatively higher 6.55% annualized return.


GTAPX

1D
0.38%
1M
0.76%
YTD
2.72%
6M
6.94%
1Y
14.49%
3Y*
10.66%
5Y*
9.11%
10Y*
5.34%

BPIRX

1D
1.38%
1M
-5.04%
YTD
-0.71%
6M
0.66%
1Y
12.33%
3Y*
11.54%
5Y*
10.57%
10Y*
6.55%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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GTAPX vs. BPIRX - Expense Ratio Comparison

GTAPX has a 1.25% expense ratio, which is lower than BPIRX's 1.40% expense ratio.


Return for Risk

GTAPX vs. BPIRX — Risk / Return Rank

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

GTAPX
GTAPX Risk / Return Rank: 9090
Overall Rank
GTAPX Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
GTAPX Sortino Ratio Rank: 9090
Sortino Ratio Rank
GTAPX Omega Ratio Rank: 8383
Omega Ratio Rank
GTAPX Calmar Ratio Rank: 9595
Calmar Ratio Rank
GTAPX Martin Ratio Rank: 9393
Martin Ratio Rank

BPIRX
BPIRX Risk / Return Rank: 6666
Overall Rank
BPIRX Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
BPIRX Sortino Ratio Rank: 6060
Sortino Ratio Rank
BPIRX Omega Ratio Rank: 6161
Omega Ratio Rank
BPIRX Calmar Ratio Rank: 7373
Calmar Ratio Rank
BPIRX Martin Ratio Rank: 7373
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.

GTAPX vs. BPIRX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Quantitative U.S. Long/Short Equity Portfolio (GTAPX) and Boston Partners Long/Short Research Fund (BPIRX). 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.


GTAPXBPIRXDifference

Sharpe ratio

Return per unit of total volatility

1.82

1.18

+0.64

Sortino ratio

Return per unit of downside risk

2.64

1.66

+0.99

Omega ratio

Gain probability vs. loss probability

1.35

1.25

+0.10

Calmar ratio

Return relative to maximum drawdown

3.33

1.83

+1.50

Martin ratio

Return relative to average drawdown

11.90

7.40

+4.49

GTAPX vs. BPIRX - Sharpe Ratio Comparison

The current GTAPX Sharpe Ratio is 1.82, which is higher than the BPIRX Sharpe Ratio of 1.18. The chart below compares the historical Sharpe Ratios of GTAPX and BPIRX, 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


GTAPXBPIRXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.82

1.18

+0.64

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.84

0.92

-0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.53

0.56

-0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

0.69

-0.30

Correlation

The correlation between GTAPX and BPIRX is 0.72, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

GTAPX vs. BPIRX - Dividend Comparison

GTAPX's dividend yield for the trailing twelve months is around 16.19%, more than BPIRX's 10.73% yield.


TTM20252024202320222021202020192018201720162015
GTAPX
Quantitative U.S. Long/Short Equity Portfolio
16.19%16.63%11.79%11.23%0.00%0.00%0.00%0.96%0.00%0.00%0.00%0.00%
BPIRX
Boston Partners Long/Short Research Fund
10.73%10.65%11.38%11.29%20.90%12.51%0.00%2.28%5.50%0.00%0.00%3.88%

Drawdowns

GTAPX vs. BPIRX - Drawdown Comparison

The maximum GTAPX drawdown since its inception was -30.40%, roughly equal to the maximum BPIRX drawdown of -30.59%. Use the drawdown chart below to compare losses from any high point for GTAPX and BPIRX.


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Drawdown Indicators


GTAPXBPIRXDifference

Max Drawdown

Largest peak-to-trough decline

-30.40%

-30.59%

+0.19%

Max Drawdown (1Y)

Largest decline over 1 year

-4.15%

-7.09%

+2.94%

Max Drawdown (5Y)

Largest decline over 5 years

-12.21%

-15.42%

+3.21%

Max Drawdown (10Y)

Largest decline over 10 years

-30.40%

-30.59%

+0.19%

Current Drawdown

Current decline from peak

-0.90%

-5.17%

+4.27%

Average Drawdown

Average peak-to-trough decline

-7.09%

-3.88%

-3.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.16%

1.75%

-0.59%

Volatility

GTAPX vs. BPIRX - Volatility Comparison

The current volatility for Quantitative U.S. Long/Short Equity Portfolio (GTAPX) is 1.98%, while Boston Partners Long/Short Research Fund (BPIRX) has a volatility of 3.37%. This indicates that GTAPX experiences smaller price fluctuations and is considered to be less risky than BPIRX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


GTAPXBPIRXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.98%

3.37%

-1.39%

Volatility (6M)

Calculated over the trailing 6-month period

5.12%

6.41%

-1.29%

Volatility (1Y)

Calculated over the trailing 1-year period

8.18%

10.64%

-2.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.89%

11.50%

-0.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.20%

11.65%

-1.45%