- ISIN
- US1011567013
- CUSIP
- 101156701
- Issuer
- Boston Trust Walden
- Inception Date
- Jun 17, 1999
- Category
- Diversified Portfolio
- Min. Investment
- $100,000
- Distribution Policy
- Distributing
- Asset Class
- Multi-Asset
- Asset Class Size
- Large-Cap
- Asset Class Style
- Blend
Share Price Chart
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Performance
WSBFX Performance Chart
Boston Trust Walden Balanced Fund (WSBFX) is up 6.5% since the beginning of the year. WSBFX is currently trading at $24 per share. Investors who bought $1,000 worth of WSBFX shares 5 years ago would now be looking at an investment worth $1,358.
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Returns By Period
Boston Trust Walden Balanced Fund (WSBFX) has returned 6.53% so far this year and 19.24% over the past 12 months. Over the last ten years, WSBFX has returned 8.76% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.
Boston Trust Walden Balanced Fund
- 1D
- 0.54%
- 1M
- 1.33%
- YTD
- 6.53%
- 6M
- 6.43%
- 1Y
- 19.24%
- 3Y*
- 9.97%
- 5Y*
- 6.31%
- 10Y*
- 8.76%
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%
WSBFX Monthly Returns History
Based on dividend-adjusted daily data since Jun 18, 1999, WSBFX's average daily return is +0.03%, while the average monthly return is +0.54%. At this rate, an investment would double in approximately 10.7 years.
Historically, 64% of months were positive and 36% were negative. The best month was Mar 2000 with a return of +7.8%, while the worst month was Oct 2008 at -11.9%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 5 months.
On a daily basis, WSBFX closed higher 51% of trading days. The best single day was Dec 12, 2023 with a return of +8.1%, while the worst single day was Mar 16, 2020 at -7.9%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.31% | 1.08% | -4.28% | 5.72% | 1.52% | 1.25% | 6.53% | ||||||
| 2025 | 2.78% | -1.31% | -3.05% | -1.37% | 2.31% | 2.22% | 0.62% | 2.29% | 2.49% | 2.06% | 1.69% | -0.37% | 10.63% |
| 2024 | 0.50% | 1.00% | 1.94% | -3.77% | 2.53% | 1.44% | 1.59% | 1.96% | 0.94% | -1.99% | 3.46% | -2.69% | 6.86% |
| 2023 | 3.62% | -2.95% | 2.66% | 1.66% | -1.82% | 3.61% | 2.55% | -1.26% | -3.79% | -1.60% | 6.01% | 3.43% | 12.21% |
| 2022 | -4.65% | -2.54% | 1.11% | -6.56% | 0.68% | -5.35% | 6.65% | -2.99% | -7.21% | 5.94% | 5.23% | -3.56% | -13.64% |
| 2021 | -1.79% | 1.96% | 3.07% | 4.17% | 0.77% | 1.61% | 2.91% | 1.90% | -4.21% | 5.43% | -1.38% | 3.80% | 19.35% |
Benchmark Metrics
Boston Trust Walden Balanced Fund has an annualized alpha of 1.98%, beta of 0.58, and R2 of 0.90 versus S&P 500 Index. Calculated based on daily prices since June 18, 1999.
- This fund participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (62.20%) than losses (61.83%) - typical of diversified or defensive assets.
- Beta of 0.58 indicates this fund moves significantly less than S&P 500 Index - a genuinely defensive profile with reduced participation in both market rallies and downturns.
- Alpha
- 1.98%
- Beta
- 0.58
- R²
- 0.90
- Upside Capture
- 62.20%
- Downside Capture
- 61.83%
Expense Ratio
WSBFX has a high expense ratio of 1.00%, indicating above-average management fees.
Return for Risk
Risk / Return Rank
WSBFX ranks 75 for risk / return — better than 75% of mutual funds on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Boston Trust Walden Balanced Fund (WSBFX) 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.
| WSBFX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.35 | ||
| Sortino ratioReturn per unit of downside risk | +0.71 | ||
| Omega ratioGain probability vs. loss probability | 1.44 | 1.37 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 3.00 | 2.78 | +0.22 |
| Martin ratioReturn relative to average drawdown | 13.75 | 12.44 | +1.31 |
Dividends
Dividend History
Boston Trust Walden Balanced Fund provided a 7.48% dividend yield over the last twelve months, with an annual payout of $1.82 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $1.82 | $1.82 | $1.06 | $1.68 | $0.77 | $0.88 | $0.75 | $0.48 | $0.37 | $0.18 | $0.48 | $1.11 |
Dividend yield | 7.48% | 7.97% | 4.75% | 7.68% | 3.66% | 3.51% | 3.42% | 2.30% | 2.19% | 1.02% | 3.06% | 7.45% |
Monthly Dividends
The table displays the monthly dividend distributions for Boston Trust Walden Balanced 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 | $1.82 | $1.82 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.06 | $1.06 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.68 | $1.68 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.77 | $0.77 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.88 | $0.88 |
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 Walden Balanced 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 Walden Balanced Fund was 32.01%, occurring on Mar 9, 2009. Recovery took 469 trading sessions.
The current Boston Trust Walden Balanced Fund drawdown is 0.45%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Financial crisis2007–2009 | -32.01%Mar 2009 | 1y 2mo | 1y 10mo | 3y 1moDec 2007 - Jan 2011 |
COVID crash2020 | -24.21%Mar 2020 | 1mo 2d | 5mo 13d | 6mo 15dFeb 2020 - Sep 2020 |
Bear market2022 | -19.94%Sep 2022 | 9mo 4d | 1y 2mo | 1y 11moDec 2021 - Dec 2023 |
Dot-com crash2000–2002 | -17.93%Jul 2002 | 1y 10mo | 1y 4mo | 3y 2moSep 2000 - Dec 2003 |
2011 correction2011 | -13.64%Oct 2011 | 2mo 27d | 4mo 3d | 7moJul 2011 - Feb 2012 |
Drawdown Indicators
| WSBFX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.01% | -56.78% | +24.77% |
Max Drawdown (1Y)Largest decline over 1 year | -6.31% | -9.10% | +2.79% |
Max Drawdown (3Y)Largest decline over 3 years | -11.46% | -18.90% | +7.44% |
Max Drawdown (5Y)Largest decline over 5 years | -19.94% | -25.43% | +5.49% |
Max Drawdown (10Y)Largest decline over 10 years | -24.21% | -33.92% | +9.71% |
Current DrawdownCurrent decline from peak | -0.45% | -1.80% | +1.35% |
Average DrawdownAverage peak-to-trough decline | -4.51% | -10.71% | +6.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.38% | 2.03% | -0.65% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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