- ISIN
- US1011568839
- CUSIP
- 101156883
- Issuer
- Boston Trust Walden
- Inception Date
- Nov 30, 2011
- Category
- Mid Cap Blend Equities
- Min. Investment
- $1,000,000
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Mid-Cap
- Asset Class Style
- Blend
Share Price Chart
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Performance
BTSMX Performance Chart
Boston Trust SMID Cap Fund (BTSMX) is up 4.1% since the beginning of the year. BTSMX is currently trading at $26 per share. Investors who bought $1,000 worth of BTSMX shares 5 years ago would now be looking at an investment worth $1,366.
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Returns By Period
Boston Trust SMID Cap Fund (BTSMX) has returned 4.07% so far this year and 8.29% over the past 12 months. Over the last ten years, BTSMX has returned 10.64% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.
Boston Trust SMID Cap Fund
- 1D
- 1.03%
- 1M
- 1.51%
- YTD
- 4.07%
- 6M
- 2.32%
- 1Y
- 8.29%
- 3Y*
- 8.26%
- 5Y*
- 6.44%
- 10Y*
- 10.64%
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%
BTSMX Monthly Returns History
Based on dividend-adjusted daily data since Dec 1, 2011, BTSMX's average daily return is +0.05%, while the average monthly return is +0.94%. At this rate, an investment would double in approximately 6.2 years.
Historically, 61% of months were positive and 39% were negative. The best month was Nov 2020 with a return of +10.9%, while the worst month was Mar 2020 at -15.2%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 4 months.
On a daily basis, BTSMX closed higher 52% of trading days. The best single day was Mar 24, 2020 with a return of +9.5%, while the worst single day was Mar 16, 2020 at -11.6%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 2.73% | 1.03% | -5.76% | 3.62% | 1.08% | 1.59% | 4.07% | ||||||
| 2025 | 3.33% | -2.49% | -2.91% | -3.28% | 3.14% | 1.23% | 0.45% | 2.51% | -1.18% | -2.56% | 3.08% | -0.24% | 0.72% |
| 2024 | -1.17% | 4.30% | 5.00% | -6.41% | 0.73% | -0.72% | 8.00% | -0.48% | 2.59% | -1.59% | 8.24% | -7.41% | 10.16% |
| 2023 | 6.91% | -3.28% | -1.32% | -0.52% | -4.55% | 7.43% | 3.41% | -1.36% | -4.76% | -4.62% | 8.62% | 8.00% | 13.14% |
| 2022 | -6.04% | -0.70% | 1.10% | -5.75% | 0.46% | -7.83% | 9.54% | -4.88% | -7.96% | 9.64% | 5.61% | -3.74% | -12.02% |
| 2021 | 0.10% | 4.57% | 5.27% | 4.34% | 0.90% | 0.54% | 2.32% | 2.48% | -3.66% | 6.31% | -2.28% | 10.33% | 35.06% |
Benchmark Metrics
Boston Trust SMID Cap Fund has an annualized alpha of -1.20%, beta of 0.93, and R2 of 0.80 versus S&P 500 Index. Calculated based on daily prices since December 01, 2011.
- This fund participated in 99.96% of S&P 500 Index downside but only 89.62% of its upside - more exposed to losses than it benefited from rallies.
- With beta of 0.93 and R2 of 0.80, 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
- -1.20%
- Beta
- 0.93
- R²
- 0.80
- Upside Capture
- 89.62%
- Downside Capture
- 99.96%
Expense Ratio
BTSMX has an expense ratio of 0.75%, placing it in the medium range.
Return for Risk
Risk / Return Rank
BTSMX 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.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Boston Trust SMID Cap Fund (BTSMX) 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.
| BTSMX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.37 | ||
| Sortino ratioReturn per unit of downside risk | -1.68 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.37 | -0.25 |
| Calmar ratioReturn relative to maximum drawdown | 0.95 | 2.78 | -1.83 |
| Martin ratioReturn relative to average drawdown | 2.66 | 12.44 | -9.78 |
Dividends
Dividend History
Boston Trust SMID Cap Fund provided a 1.97% dividend yield over the last twelve months, with an annual payout of $0.50 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.50 | $0.50 | $0.55 | $0.18 | $0.85 | $1.54 | $0.15 | $1.13 | $0.29 | $0.07 | $0.86 | $0.88 |
Dividend yield | 1.97% | 2.05% | 2.20% | 0.79% | 4.15% | 6.35% | 0.77% | 6.33% | 1.95% | 0.47% | 6.36% | 7.34% |
Monthly Dividends
The table displays the monthly dividend distributions for Boston Trust SMID Cap Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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 | $0.50 | $0.50 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.55 | $0.55 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.18 | $0.18 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.85 | $0.85 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.54 | $1.54 |
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 SMID Cap 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 SMID Cap Fund was 38.04%, occurring on Mar 23, 2020. Recovery took 166 trading sessions.
The current Boston Trust SMID Cap Fund drawdown is 3.41%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -38.04%Mar 2020 | 2mo 6d | 7mo 28d | 10mo 4dJan 2020 - Nov 2020 |
Bear market2022 | -21.46%Sep 2022 | 9mo 1d | 1y 4mo | 2y 1moDec 2021 - Feb 2024 |
2025 selloff2025 | -20.28%Apr 2025 | 4mo 13d | — | 1y 6moNov 2024 - now |
Rate-hike selloffLate 2018 | -20.06%Dec 2018 | 3mo 8d | 4mo 1d | 7mo 9dSep 2018 - Apr 2019 |
2016 correction2016 | -17.54%Jan 2016 | 7mo 1d | 5mo 23d | 1y 19dJun 2015 - Jul 2016 |
Drawdown Indicators
| BTSMX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.04% | -56.78% | +18.74% |
Max Drawdown (1Y)Largest decline over 1 year | -8.74% | -9.10% | +0.36% |
Max Drawdown (3Y)Largest decline over 3 years | -20.28% | -18.90% | -1.38% |
Max Drawdown (5Y)Largest decline over 5 years | -21.46% | -25.43% | +3.97% |
Max Drawdown (10Y)Largest decline over 10 years | -38.04% | -33.92% | -4.12% |
Current DrawdownCurrent decline from peak | -3.41% | -1.80% | -1.61% |
Average DrawdownAverage peak-to-trough decline | -4.99% | -10.71% | +5.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.13% | 2.03% | +1.10% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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