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WPGTX vs. BPSCX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

WPGTX vs. BPSCX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WPG Partners Small/Micro Cap Value Fund (WPGTX) and Boston Partners Small Cap Value Fund II (BPSCX). The values are adjusted to include any dividend payments, if applicable.

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WPGTX vs. BPSCX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
WPGTX
WPG Partners Small/Micro Cap Value Fund
1.86%7.08%10.53%14.45%2.10%40.04%-1.31%23.35%-21.88%5.58%
BPSCX
Boston Partners Small Cap Value Fund II
-1.66%7.15%13.65%16.96%-11.69%25.42%1.30%27.75%-16.64%9.44%

Returns By Period

In the year-to-date period, WPGTX achieves a 1.86% return, which is significantly higher than BPSCX's -1.66% return. Both investments have delivered pretty close results over the past 10 years, with WPGTX having a 8.93% annualized return and BPSCX not far behind at 8.49%.


WPGTX

1D
-0.52%
1M
-7.70%
YTD
1.86%
6M
4.01%
1Y
17.79%
3Y*
10.08%
5Y*
9.29%
10Y*
8.93%

BPSCX

1D
-0.34%
1M
-6.66%
YTD
-1.66%
6M
-2.48%
1Y
12.02%
3Y*
11.08%
5Y*
5.60%
10Y*
8.49%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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WPGTX vs. BPSCX - Expense Ratio Comparison

WPGTX has a 1.10% expense ratio, which is lower than BPSCX's 1.24% expense ratio.


Return for Risk

WPGTX vs. BPSCX — Risk / Return Rank

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

WPGTX
WPGTX Risk / Return Rank: 4141
Overall Rank
WPGTX Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
WPGTX Sortino Ratio Rank: 4242
Sortino Ratio Rank
WPGTX Omega Ratio Rank: 4242
Omega Ratio Rank
WPGTX Calmar Ratio Rank: 4242
Calmar Ratio Rank
WPGTX Martin Ratio Rank: 4040
Martin Ratio Rank

BPSCX
BPSCX Risk / Return Rank: 2525
Overall Rank
BPSCX Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
BPSCX Sortino Ratio Rank: 2727
Sortino Ratio Rank
BPSCX Omega Ratio Rank: 2222
Omega Ratio Rank
BPSCX Calmar Ratio Rank: 2727
Calmar Ratio Rank
BPSCX Martin Ratio Rank: 2323
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.

WPGTX vs. BPSCX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WPG Partners Small/Micro Cap Value Fund (WPGTX) 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.


WPGTXBPSCXDifference

Sharpe ratio

Return per unit of total volatility

0.85

0.61

+0.25

Sortino ratio

Return per unit of downside risk

1.28

1.01

+0.27

Omega ratio

Gain probability vs. loss probability

1.18

1.13

+0.06

Calmar ratio

Return relative to maximum drawdown

1.07

0.78

+0.29

Martin ratio

Return relative to average drawdown

4.17

2.46

+1.70

WPGTX vs. BPSCX - Sharpe Ratio Comparison

The current WPGTX Sharpe Ratio is 0.85, which is higher than the BPSCX Sharpe Ratio of 0.61. The chart below compares the historical Sharpe Ratios of WPGTX and BPSCX, 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


WPGTXBPSCXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.85

0.61

+0.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.47

0.27

+0.20

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.40

0.38

+0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

0.45

0.00

Correlation

The correlation between WPGTX and BPSCX is 0.90, 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

WPGTX vs. BPSCX - Dividend Comparison

WPGTX's dividend yield for the trailing twelve months is around 9.96%, more than BPSCX's 8.21% yield.


TTM20252024202320222021202020192018201720162015
WPGTX
WPG Partners Small/Micro Cap Value Fund
9.96%10.15%6.38%7.58%17.82%1.47%0.64%0.44%8.44%6.83%0.42%3.03%
BPSCX
Boston Partners Small Cap Value Fund II
8.21%8.07%15.19%13.27%7.76%7.12%0.32%2.26%6.95%4.44%2.09%5.24%

Drawdowns

WPGTX vs. BPSCX - Drawdown Comparison

The maximum WPGTX drawdown since its inception was -60.60%, roughly equal to the maximum BPSCX drawdown of -62.69%. Use the drawdown chart below to compare losses from any high point for WPGTX and BPSCX.


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Drawdown Indicators


WPGTXBPSCXDifference

Max Drawdown

Largest peak-to-trough decline

-60.60%

-62.69%

+2.09%

Max Drawdown (1Y)

Largest decline over 1 year

-14.46%

-12.53%

-1.93%

Max Drawdown (5Y)

Largest decline over 5 years

-25.90%

-22.19%

-3.71%

Max Drawdown (10Y)

Largest decline over 10 years

-50.03%

-47.80%

-2.23%

Current Drawdown

Current decline from peak

-9.70%

-8.57%

-1.13%

Average Drawdown

Average peak-to-trough decline

-13.05%

-9.35%

-3.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.71%

3.96%

-0.25%

Volatility

WPGTX vs. BPSCX - Volatility Comparison

WPG Partners Small/Micro Cap Value Fund (WPGTX) has a higher volatility of 5.34% compared to Boston Partners Small Cap Value Fund II (BPSCX) at 4.71%. This indicates that WPGTX's price experiences larger fluctuations and is considered to be riskier than BPSCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


WPGTXBPSCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.34%

4.71%

+0.63%

Volatility (6M)

Calculated over the trailing 6-month period

11.75%

11.52%

+0.23%

Volatility (1Y)

Calculated over the trailing 1-year period

20.76%

19.85%

+0.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.81%

21.02%

-1.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.45%

22.67%

-0.22%