- ISIN
- US1011561073
- CUSIP
- 101156107
- Issuer
- Boston Trust Walden
- Inception Date
- Jun 18, 1999
- Category
- Large Cap Blend Equities
- Min. Investment
- $100,000
- Distribution Policy
- Distributing
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Blend
Share Price Chart
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Performance
WSEFX Performance Chart
Boston Trust Walden Equity Fund (WSEFX) is up 8.9% since the beginning of the year. WSEFX is currently trading at $40 per share. Investors who bought $1,000 worth of WSEFX shares 5 years ago would now be looking at an investment worth $1,579.
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Returns By Period
Boston Trust Walden Equity Fund (WSEFX) has returned 8.93% so far this year and 27.44% over the past 12 months. Over the last ten years, WSEFX has returned 12.55% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.
Boston Trust Walden Equity Fund
- 1D
- 0.56%
- 1M
- 1.31%
- YTD
- 8.93%
- 6M
- 8.57%
- 1Y
- 27.44%
- 3Y*
- 13.20%
- 5Y*
- 9.56%
- 10Y*
- 12.55%
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%
WSEFX Monthly Returns History
Based on dividend-adjusted daily data since Jun 18, 1999, WSEFX's average daily return is +0.04%, while the average monthly return is +0.72%. At this rate, an investment would double in approximately 8.1 years.
Historically, 63% of months were positive and 37% were negative. The best month was Oct 2011 with a return of +10.8%, while the worst month was Oct 2008 at -16.0%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 5 months.
On a daily basis, WSEFX closed higher 51% of trading days. The best single day was Oct 13, 2008 with a return of +10.5%, while the worst single day was Mar 16, 2020 at -11.5%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.57% | 0.41% | -5.46% | 8.69% | 2.84% | 1.07% | 8.93% | ||||||
| 2025 | 2.97% | -2.15% | -4.67% | -2.68% | 3.89% | 3.14% | 1.17% | 2.96% | 3.06% | 2.76% | 2.69% | -0.18% | 13.26% |
| 2024 | 0.76% | 2.39% | 2.22% | -4.06% | 2.96% | 1.52% | 1.58% | 2.08% | 0.91% | -1.64% | 4.34% | -3.32% | 9.78% |
| 2023 | 4.17% | -3.30% | 2.73% | 1.95% | -1.85% | 5.85% | 3.75% | -1.75% | -4.68% | -1.74% | 7.34% | 3.55% | 16.31% |
| 2022 | -5.57% | -3.17% | 3.18% | -7.55% | 0.79% | -7.00% | 8.31% | -3.10% | -8.60% | 8.77% | 6.47% | -4.79% | -13.53% |
| 2021 | -2.50% | 3.24% | 4.58% | 5.70% | 0.84% | 2.07% | 3.67% | 2.72% | -5.35% | 7.75% | -2.09% | 5.07% | 27.97% |
Benchmark Metrics
Boston Trust Walden Equity Fund has an annualized alpha of 1.86%, beta of 0.90, and R2 of 0.95 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 (92.88%) than losses (87.27%) - typical of diversified or defensive assets.
- With beta of 0.90 and R2 of 0.95, 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
- 1.86%
- Beta
- 0.90
- R²
- 0.95
- Upside Capture
- 92.88%
- Downside Capture
- 87.27%
Expense Ratio
WSEFX has a high expense ratio of 1.00%, indicating above-average management fees.
Return for Risk
Risk / Return Rank
WSEFX ranks 76 for risk / return — better than 76% 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 Equity Fund (WSEFX) 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.
| WSEFX | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.36 | ||
| Sortino ratioReturn per unit of downside risk | +0.60 | ||
| Omega ratioGain probability vs. loss probability | 1.43 | 1.37 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 3.12 | 2.78 | +0.34 |
| Martin ratioReturn relative to average drawdown | 14.16 | 12.44 | +1.72 |
Dividends
Dividend History
Boston Trust Walden Equity Fund provided a 10.60% dividend yield over the last twelve months, with an annual payout of $4.19 per share. The fund has been increasing its distributions for 4 consecutive years.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $4.19 | $4.19 | $1.77 | $1.02 | $1.00 | $0.81 | $1.20 | $1.40 | $0.45 | $0.20 | $0.64 | $1.19 |
Dividend yield | 10.60% | 11.55% | 4.95% | 2.99% | 3.31% | 2.24% | 4.15% | 5.27% | 2.20% | 0.92% | 3.39% | 6.82% |
Monthly Dividends
The table displays the monthly dividend distributions for Boston Trust Walden Equity 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 | $4.19 | $4.19 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.77 | $1.77 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.02 | $1.02 |
| 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 | $0.81 | $0.81 |
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 Equity 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 Equity Fund was 48.02%, occurring on Mar 9, 2009. Recovery took 480 trading sessions.
The current Boston Trust Walden Equity Fund drawdown is 0.58%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Financial crisis2007–2009 | -48.02%Mar 2009 | 1y 2mo | 1y 10mo | 3y 1moDec 2007 - Feb 2011 |
COVID crash2020 | -33.50%Mar 2020 | 1mo 2d | 5mo 7d | 6mo 9dFeb 2020 - Aug 2020 |
Dot-com crash2000–2002 | -28.74%Jul 2002 | 2y 3mo | 1y 5mo | 3y 9moMar 2000 - Dec 2003 |
Bear market2022 | -21.99%Sep 2022 | 9mo 4d | 1y 2mo | 1y 12moDec 2021 - Dec 2023 |
2011 correction2011 | -18.86%Oct 2011 | 2mo 27d | 4mo 8d | 7mo 5dJul 2011 - Feb 2012 |
Drawdown Indicators
| WSEFX | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.02% | -56.78% | +8.76% |
Max Drawdown (1Y)Largest decline over 1 year | -8.65% | -9.10% | +0.45% |
Max Drawdown (3Y)Largest decline over 3 years | -17.49% | -18.90% | +1.41% |
Max Drawdown (5Y)Largest decline over 5 years | -21.99% | -25.43% | +3.44% |
Max Drawdown (10Y)Largest decline over 10 years | -33.50% | -33.92% | +0.42% |
Current DrawdownCurrent decline from peak | -0.58% | -1.80% | +1.22% |
Average DrawdownAverage peak-to-trough decline | -6.07% | -10.71% | +4.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.90% | 2.03% | -0.13% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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