See what your fund actually adds
Boston Partners Small Cap Value Fund II Investor Class BPSCX
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | BPSCX | Replication |
|---|---|---|
| Annualized growth | 7.1% | 7.7% |
| Annualized volatility | 18.5% | 18.1% |
| Sharpe ratio | 0.46 | 0.50 |
| Maximum drawdown | 22.1% | 22.5% |
| Replication fit (R²) | 0.96 · Tracking error 3.9% | |
Replication portfolio
The published portfolio below is the investable basket used to model BPSCX’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| IJR | US Small Cap | 64.0% |
| VBR | Small-Cap · Value | 14.4% |
| XLF | Sector · Financials | 12.2% |
| XLE | Sector · Energy | 4.9% |
| DGS | EM Small Cap | 4.6% |