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ISIN
US1011565033
CUSIP
101156503
Min. Investment
$100,000
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Mid-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

BTMFX Performance Chart

Boston Trust Midcap Fund (BTMFX) is up 2.1% since the beginning of the year. BTMFX is currently trading at $23 per share. Investors who bought $1,000 worth of BTMFX shares 5 years ago would now be looking at an investment worth $1,355.


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S&P 500 Index

Returns By Period

Boston Trust Midcap Fund (BTMFX) has returned 2.05% so far this year and 7.62% over the past 12 months. Over the last ten years, BTMFX has returned 10.15% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.


Boston Trust Midcap Fund

1D
0.64%
1M
0.77%
YTD
2.05%
6M
0.69%
1Y
7.62%
3Y*
8.12%
5Y*
6.26%
10Y*
10.15%

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BTMFX Monthly Returns History

Based on dividend-adjusted daily data since Sep 28, 2007, BTMFX's average daily return is +0.04%, while the average monthly return is +0.83%. At this rate, an investment would double in approximately 7.0 years.

Historically, 62% of months were positive and 38% were negative. The best month was Apr 2009 with a return of +12.8%, while the worst month was Oct 2008 at -17.7%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 5 months.

On a daily basis, BTMFX closed higher 52% of trading days. The best single day was Oct 13, 2008 with a return of +10.3%, while the worst single day was Mar 16, 2020 at -11.5%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20262.62%1.40%-5.87%3.29%0.26%0.60%2.05%
20252.63%-1.52%-2.23%-2.66%3.97%0.78%1.91%2.52%-0.62%-1.45%1.71%-0.57%4.29%
2024-1.48%5.08%4.50%-5.99%1.75%-0.71%5.55%0.96%2.15%-1.71%6.85%-6.11%10.27%
20235.46%-2.05%0.64%-0.18%-4.76%7.52%3.28%-1.97%-4.85%-3.77%8.21%6.08%13.06%
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%

Benchmark Metrics

Boston Trust Midcap Fund has an annualized alpha of 1.14%, beta of 0.91, and R2 of 0.89 versus S&P 500 Index. Calculated based on daily prices since September 28, 2007.

  • This fund participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (92.63%) than losses (91.07%) - typical of diversified or defensive assets.
  • With beta of 0.91 and R2 of 0.89, this fund moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

Alpha
1.14%
Beta
0.91
0.89
Upside Capture
92.63%
Downside Capture
91.07%

Expense Ratio

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


Return for Risk

Risk / Return Rank

BTMFX ranks 9 for risk / return — in the bottom 9% of mutual funds on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.


BTMFX Risk / Return Rank: 99
Overall Rank
BTMFX Sharpe Ratio Rank: 88
Sharpe Ratio Rank
BTMFX Sortino Ratio Rank: 99
Sortino Ratio Rank
BTMFX Omega Ratio Rank: 88
Omega Ratio Rank
BTMFX Calmar Ratio Rank: 1111
Calmar Ratio Rank
BTMFX Martin Ratio Rank: 1010
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Boston Trust Midcap Fund (BTMFX) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


BTMFXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-1.38

Sortino ratioReturn per unit of downside risk

-1.70

Omega ratioGain probability vs. loss probability

1.12

1.37

-0.25

Calmar ratioReturn relative to maximum drawdown

1.00

2.78

-1.79

Martin ratioReturn relative to average drawdown

2.75

12.44

-9.69

Dividends

Dividend History

Boston Trust Midcap Fund provided a 10.64% dividend yield over the last twelve months, with an annual payout of $2.49 per share. The fund has been increasing its distributions for 3 consecutive years.


2.00%4.00%6.00%8.00%10.00%$0.00$0.50$1.00$1.50$2.00$2.5020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$2.49$2.49$1.03$1.01$1.00$1.23$0.42$1.36$0.94$1.14$1.08$0.97

Dividend yield

10.64%10.86%4.23%4.41%4.71%4.91%1.98%6.95%5.96%6.61%7.03%6.60%

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
2026$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2025$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$2.49$2.49
2024$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.03$1.03
2023$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.01$1.01
2022$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.00$1.00
2021$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$0.00$1.23$1.23

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.


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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 49.26%, occurring on Mar 9, 2009. Recovery took 393 trading sessions.

The current Boston Trust Midcap Fund drawdown is 2.42%.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-49.26%Mar 2009
1y 2mo1y 6mo
2y 9moDec 2007 - Sep 2010
COVID crash2020
-37.14%Mar 2020
1mo 1d7mo 21d
8mo 22dFeb 2020 - Nov 2020
2011 bear market2011
-22.44%Oct 2011
2mo 27d5mo 12d
8mo 9dJul 2011 - Mar 2012
Bear market2022
-20.79%Sep 2022
9mo 4d1y 2mo
1y 11moDec 2021 - Dec 2023
Rate-hike selloffLate 2018
-18.08%Dec 2018
3mo 1d3mo 8d
6mo 9dSep 2018 - Apr 2019

Drawdown Indicators


BTMFXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-49.26%

-56.78%

+7.52%

Max Drawdown (1Y)

Largest decline over 1 year

-7.79%

-9.10%

+1.31%

Max Drawdown (3Y)

Largest decline over 3 years

-17.77%

-18.90%

+1.13%

Max Drawdown (5Y)

Largest decline over 5 years

-20.79%

-25.43%

+4.64%

Max Drawdown (10Y)

Largest decline over 10 years

-37.14%

-33.92%

-3.22%

Current Drawdown

Current decline from peak

-2.42%

-1.80%

-0.62%

Average Drawdown

Average peak-to-trough decline

-6.15%

-10.71%

+4.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.83%

2.03%

+0.80%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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