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AATIX vs. BOSOX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

AATIX vs. BOSOX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ancora/Thelen Small-Mid Cap Fund (AATIX) and Boston Trust Small Cap Fund (BOSOX). The values are adjusted to include any dividend payments, if applicable.

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AATIX vs. BOSOX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AATIX
Ancora/Thelen Small-Mid Cap Fund
-4.99%4.07%10.12%21.23%-17.34%24.46%12.14%24.90%-12.42%19.06%
BOSOX
Boston Trust Small Cap Fund
-4.10%-4.04%12.52%10.09%-9.05%28.10%8.27%38.35%-6.01%12.24%

Returns By Period

In the year-to-date period, AATIX achieves a -4.99% return, which is significantly lower than BOSOX's -4.10% return. Over the past 10 years, AATIX has underperformed BOSOX with an annualized return of 8.45%, while BOSOX has yielded a comparatively higher 9.28% annualized return.


AATIX

1D
-0.81%
1M
-11.51%
YTD
-4.99%
6M
-5.49%
1Y
5.67%
3Y*
8.50%
5Y*
3.56%
10Y*
8.45%

BOSOX

1D
-0.25%
1M
-8.25%
YTD
-4.10%
6M
-4.75%
1Y
-4.04%
3Y*
3.34%
5Y*
3.57%
10Y*
9.28%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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AATIX vs. BOSOX - Expense Ratio Comparison

AATIX has a 1.22% expense ratio, which is higher than BOSOX's 1.00% expense ratio.


Return for Risk

AATIX vs. BOSOX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AATIX
AATIX Risk / Return Rank: 1111
Overall Rank
AATIX Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
AATIX Sortino Ratio Rank: 1212
Sortino Ratio Rank
AATIX Omega Ratio Rank: 1111
Omega Ratio Rank
AATIX Calmar Ratio Rank: 1212
Calmar Ratio Rank
AATIX Martin Ratio Rank: 1111
Martin Ratio Rank

BOSOX
BOSOX Risk / Return Rank: 33
Overall Rank
BOSOX Sharpe Ratio Rank: 44
Sharpe Ratio Rank
BOSOX Sortino Ratio Rank: 44
Sortino Ratio Rank
BOSOX Omega Ratio Rank: 44
Omega Ratio Rank
BOSOX Calmar Ratio Rank: 33
Calmar Ratio Rank
BOSOX Martin Ratio Rank: 22
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.

AATIX vs. BOSOX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Ancora/Thelen Small-Mid Cap Fund (AATIX) and Boston Trust Small Cap Fund (BOSOX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


AATIXBOSOXDifference

Sharpe ratio

Return per unit of total volatility

0.28

-0.13

+0.41

Sortino ratio

Return per unit of downside risk

0.56

-0.05

+0.61

Omega ratio

Gain probability vs. loss probability

1.07

0.99

+0.08

Calmar ratio

Return relative to maximum drawdown

0.28

-0.33

+0.61

Martin ratio

Return relative to average drawdown

0.89

-1.03

+1.92

AATIX vs. BOSOX - Sharpe Ratio Comparison

The current AATIX Sharpe Ratio is 0.28, which is higher than the BOSOX Sharpe Ratio of -0.13. The chart below compares the historical Sharpe Ratios of AATIX and BOSOX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


AATIXBOSOXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.28

-0.13

+0.41

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.00

0.20

-0.20

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.01

0.48

-0.47

Sharpe Ratio (All Time)

Calculated using the full available price history

0.01

0.41

-0.39

Correlation

The correlation between AATIX and BOSOX is 0.91, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

AATIX vs. BOSOX - Dividend Comparison

AATIX's dividend yield for the trailing twelve months is around 9.23%, more than BOSOX's 4.60% yield.


TTM20252024202320222021202020192018201720162015
AATIX
Ancora/Thelen Small-Mid Cap Fund
9.23%8.77%0.00%1.88%2.21%23.11%0.28%0.05%7.60%7.54%0.14%1.01%
BOSOX
Boston Trust Small Cap Fund
4.60%4.41%6.52%0.78%5.09%8.93%2.56%12.46%16.19%9.13%3.14%18.92%

Drawdowns

AATIX vs. BOSOX - Drawdown Comparison

The maximum AATIX drawdown since its inception was -97.10%, which is greater than BOSOX's maximum drawdown of -51.32%. Use the drawdown chart below to compare losses from any high point for AATIX and BOSOX.


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Drawdown Indicators


AATIXBOSOXDifference

Max Drawdown

Largest peak-to-trough decline

-97.10%

-51.32%

-45.78%

Max Drawdown (1Y)

Largest decline over 1 year

-13.95%

-11.89%

-2.06%

Max Drawdown (5Y)

Largest decline over 5 years

-97.10%

-22.36%

-74.74%

Max Drawdown (10Y)

Largest decline over 10 years

-97.10%

-36.79%

-60.31%

Current Drawdown

Current decline from peak

-96.49%

-16.07%

-80.42%

Average Drawdown

Average peak-to-trough decline

-14.77%

-7.26%

-7.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.44%

3.82%

+0.62%

Volatility

AATIX vs. BOSOX - Volatility Comparison

Ancora/Thelen Small-Mid Cap Fund (AATIX) has a higher volatility of 6.02% compared to Boston Trust Small Cap Fund (BOSOX) at 4.10%. This indicates that AATIX's price experiences larger fluctuations and is considered to be riskier than BOSOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AATIXBOSOXDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.02%

4.10%

+1.92%

Volatility (6M)

Calculated over the trailing 6-month period

12.34%

10.48%

+1.86%

Volatility (1Y)

Calculated over the trailing 1-year period

21.16%

18.96%

+2.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

1,170.00%

17.82%

+1,152.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

827.32%

19.56%

+807.76%