BOSOX vs. ^GSPC
Compare and contrast key facts about Boston Trust Small Cap Fund (BOSOX) and S&P 500 (^GSPC).
BOSOX is managed by Boston Trust Walden.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BOSOX or ^GSPC.
Correlation
The correlation between BOSOX and ^GSPC is 0.84, 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.
Performance
BOSOX vs. ^GSPC - Performance Comparison
Key characteristics
BOSOX:
0.05
^GSPC:
0.67
BOSOX:
0.22
^GSPC:
1.05
BOSOX:
1.03
^GSPC:
1.16
BOSOX:
0.04
^GSPC:
0.68
BOSOX:
0.10
^GSPC:
2.70
BOSOX:
10.19%
^GSPC:
4.78%
BOSOX:
20.75%
^GSPC:
19.41%
BOSOX:
-53.78%
^GSPC:
-56.78%
BOSOX:
-18.62%
^GSPC:
-7.45%
Returns By Period
In the year-to-date period, BOSOX achieves a -5.77% return, which is significantly lower than ^GSPC's -3.31% return. Over the past 10 years, BOSOX has underperformed ^GSPC with an annualized return of 1.81%, while ^GSPC has yielded a comparatively higher 10.57% annualized return.
BOSOX
-5.77%
6.66%
-9.99%
-1.23%
8.93%
1.81%
^GSPC
-3.31%
12.07%
-0.74%
10.90%
14.73%
10.57%
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Risk-Adjusted Performance
BOSOX vs. ^GSPC — Risk-Adjusted Performance Rank
BOSOX
^GSPC
BOSOX vs. ^GSPC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Boston Trust Small Cap Fund (BOSOX) and S&P 500 (^GSPC). 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.
Drawdowns
BOSOX vs. ^GSPC - Drawdown Comparison
The maximum BOSOX drawdown since its inception was -53.78%, smaller than the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for BOSOX and ^GSPC. For additional features, visit the drawdowns tool.
Volatility
BOSOX vs. ^GSPC - Volatility Comparison
The current volatility for Boston Trust Small Cap Fund (BOSOX) is 11.73%, while S&P 500 (^GSPC) has a volatility of 14.17%. This indicates that BOSOX experiences smaller price fluctuations and is considered to be less risky than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.