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Boston Trust Midcap Fund (BTMFX)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Fund Info

ISINUS1011565033
CUSIP101156503
IssuerBoston Trust Walden
CategoryMid Cap Blend Equities
Min. Investment$100,000
Asset ClassEquity

Asset Class Size

Mid-Cap

Asset Class Style

Blend

Expense Ratio

BTMFX has a high expense ratio of 1.00%, indicating higher-than-average management fees.


Expense ratio chart for BTMFX: current value at 1.00% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.00%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons: BTMFX vs. AVEMX, BTMFX vs. NBSRX, BTMFX vs. ^GSPC, BTMFX vs. FMCSX

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Boston Trust Midcap Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
7.38%
12.18%
BTMFX (Boston Trust Midcap Fund)
Benchmark (^GSPC)

Returns By Period

Boston Trust Midcap Fund had a return of 13.97% year-to-date (YTD) and 18.68% in the last 12 months. Over the past 10 years, Boston Trust Midcap Fund had an annualized return of 9.78%, while the S&P 500 had an annualized return of 11.31%, indicating that Boston Trust Midcap Fund did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date13.97%24.72%
1 month1.47%2.30%
6 months7.29%12.31%
1 year18.68%32.12%
5 years (annualized)9.19%13.81%
10 years (annualized)9.78%11.31%

Monthly Returns

The table below presents the monthly returns of BTMFX, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-1.48%5.08%4.50%-5.99%1.75%-0.71%5.55%0.96%2.15%-1.71%13.97%
20235.46%-2.05%0.64%-0.18%-4.76%7.52%3.28%-1.97%-4.85%-3.77%8.21%2.39%9.13%
2022-6.37%-1.16%2.68%-6.58%1.08%-7.59%8.84%-4.08%-8.33%9.04%7.64%-4.36%-10.91%
2021-1.81%3.10%5.40%4.24%0.64%-0.13%2.60%2.03%-4.67%6.06%-2.05%7.66%24.77%
2020-1.53%-8.62%-14.10%9.20%5.58%-0.11%4.94%3.23%-2.33%0.81%10.83%3.44%8.83%
20197.54%4.89%0.90%4.29%-5.82%7.14%0.69%-2.73%3.40%0.68%3.22%2.02%28.59%
20184.46%-3.88%-0.63%-0.12%1.51%1.26%3.73%2.51%1.01%-6.95%3.68%-8.95%-3.36%
20171.69%3.46%-0.19%0.81%1.48%1.15%-0.54%-0.42%3.33%2.70%4.62%0.43%20.01%
2016-4.51%1.93%7.37%0.85%1.23%0.32%2.24%0.44%-0.87%-3.26%4.60%1.74%12.17%
2015-2.50%5.12%0.62%-0.62%1.06%-0.31%1.86%-5.29%-2.31%5.52%0.44%-3.29%-0.26%
2014-2.72%4.54%0.47%-1.13%1.41%2.39%-2.40%4.71%-2.28%4.02%2.06%0.38%11.64%
20136.74%1.28%3.24%-0.08%2.07%-0.67%6.11%-2.42%3.79%2.81%1.23%1.99%28.96%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of BTMFX is 37, suggesting that the investment has average results relative to other mutual funds in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of BTMFX is 3737
Combined Rank
The Sharpe Ratio Rank of BTMFX is 2828Sharpe Ratio Rank
The Sortino Ratio Rank of BTMFX is 2626Sortino Ratio Rank
The Omega Ratio Rank of BTMFX is 2626Omega Ratio Rank
The Calmar Ratio Rank of BTMFX is 7979Calmar Ratio Rank
The Martin Ratio Rank of BTMFX is 2727Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Boston Trust Midcap Fund (BTMFX) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


BTMFX
Sharpe ratio
The chart of Sharpe ratio for BTMFX, currently valued at 1.57, compared to the broader market0.002.004.001.57
Sortino ratio
The chart of Sortino ratio for BTMFX, currently valued at 2.18, compared to the broader market0.005.0010.002.18
Omega ratio
The chart of Omega ratio for BTMFX, currently valued at 1.28, compared to the broader market1.002.003.004.001.28
Calmar ratio
The chart of Calmar ratio for BTMFX, currently valued at 2.63, compared to the broader market0.005.0010.0015.0020.002.63
Martin ratio
The chart of Martin ratio for BTMFX, currently valued at 7.13, compared to the broader market0.0020.0040.0060.0080.00100.007.13
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.66, compared to the broader market0.002.004.002.66
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.56, compared to the broader market0.005.0010.003.56
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.50, compared to the broader market1.002.003.004.001.50
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 3.81, compared to the broader market0.005.0010.0015.0020.003.81
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 17.03, compared to the broader market0.0020.0040.0060.0080.00100.0017.03

Sharpe Ratio

The current Boston Trust Midcap Fund Sharpe ratio is 1.57. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Boston Trust Midcap Fund with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
1.57
2.66
BTMFX (Boston Trust Midcap Fund)
Benchmark (^GSPC)

Dividends

Dividend History

Boston Trust Midcap Fund provided a 0.40% dividend yield over the last twelve months, with an annual payout of $0.11 per share.


0.20%0.30%0.40%0.50%0.60%0.70%0.80%$0.00$0.02$0.04$0.06$0.08$0.10$0.12$0.1420132014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016201520142013
Dividend$0.11$0.11$0.10$0.10$0.12$0.09$0.08$0.08$0.13$0.09$0.05$0.04

Dividend yield

0.40%0.46%0.45%0.38%0.59%0.46%0.52%0.46%0.85%0.58%0.34%0.24%

Monthly Dividends

The table displays the monthly dividend distributions for Boston Trust Midcap Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.11$0.11
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.10$0.10
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.10$0.10
2020$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.12$0.12
2019$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.09$0.09
2018$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.08$0.08
2017$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.08$0.08
2016$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.13$0.13
2015$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.09$0.09
2014$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.05$0.05
2013$0.04$0.04

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.13%
-0.87%
BTMFX (Boston Trust Midcap Fund)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Boston Trust Midcap Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Boston Trust Midcap Fund was 50.57%, occurring on Mar 9, 2009. Recovery took 412 trading sessions.

The current Boston Trust Midcap Fund drawdown is 1.13%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-50.57%Oct 10, 2007354Mar 9, 2009412Oct 25, 2010766
-37.14%Feb 21, 202022Mar 23, 2020161Nov 9, 2020183
-22.44%Jul 8, 201161Oct 3, 2011111Mar 13, 2012172
-20.79%Dec 30, 2021190Sep 30, 2022353Feb 28, 2024543
-18.08%Sep 24, 201864Dec 24, 201866Apr 1, 2019130

Volatility

Volatility Chart

The current Boston Trust Midcap Fund volatility is 3.18%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
3.18%
3.81%
BTMFX (Boston Trust Midcap Fund)
Benchmark (^GSPC)