BOSOX vs. ^GSPC

Last updated Apr 2, 2026

Compare and contrast key facts about Boston Trust Small Cap Fund (BOSOX) and S&P 500 Index (^GSPC).

BOSOX is managed by Boston Trust Walden.

Performance

BOSOX vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Boston Trust Small Cap Fund (BOSOX) and S&P 500 Index (^GSPC). The values are adjusted to include any dividend payments, if applicable.

BOSOX vs. ^GSPC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
BOSOX Boston Trust Small Cap Fund	-2.23%	-4.04%	12.52%	10.09%	-9.05%	28.10%	8.27%	38.35%	-6.01%	12.24%
^GSPC S&P 500 Index	-3.95%	16.39%	23.31%	24.23%	-19.44%	26.89%	16.26%	28.88%	-6.24%	19.42%

Returns By Period

In the year-to-date period, BOSOX achieves a -2.23% return, which is significantly higher than ^GSPC's -3.95% return. Over the past 10 years, BOSOX has underperformed ^GSPC with an annualized return of 9.49%, while ^GSPC has yielded a comparatively higher 12.24% annualized return.

BOSOX

• 1D: 1.95%
• 1M: -6.73%
• YTD: -2.23%
• 6M: -3.01%
• 1Y: -2.22%
• 3Y*: 4.01%
• 5Y*: 3.68%
• 10Y*: 9.49%

^GSPC

• 1D: 0.72%
• 1M: -4.45%
• YTD: -3.95%
• 6M: -2.02%
• 1Y: 16.73%
• 3Y*: 16.96%
• 5Y*: 10.34%
• 10Y*: 12.24%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

BOSOX vs. ^GSPC — Risk / Return Rank

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

BOSOX

BOSOX Risk / Return Rank: 4
BOSOX Sharpe Ratio Rank: 3
BOSOX Sortino Ratio Rank: 3
BOSOX Omega Ratio Rank: 3
BOSOX Calmar Ratio Rank: 5
BOSOX Martin Ratio Rank: 5

^GSPC

^GSPC Risk / Return Rank: 67
^GSPC Sharpe Ratio Rank: 63
^GSPC Sortino Ratio Rank: 64
^GSPC Omega Ratio Rank: 69
^GSPC Calmar Ratio Rank: 60
^GSPC Martin Ratio Rank: 77

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.

BOSOX vs. ^GSPC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Boston Trust Small Cap Fund (BOSOX) and S&P 500 Index (^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.

	BOSOX	^GSPC	Difference
Sharpe ratio Return per unit of total volatility	-0.11	0.92	-1.03
Sortino ratio Return per unit of downside risk	-0.03	1.41	-1.45
Omega ratio Gain probability vs. loss probability	1.00	1.21	-0.22
Calmar ratio Return relative to maximum drawdown	-0.04	1.41	-1.46
Martin ratio Return relative to average drawdown	-0.13	6.61	-6.74
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

BOSOX vs. ^GSPC - Sharpe Ratio Comparison

The current BOSOX Sharpe Ratio is -0.11, which is lower than the ^GSPC Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of BOSOX and ^GSPC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	BOSOX	^GSPC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.11	0.92	-1.03
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.21	0.61	-0.41
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.49	0.68	-0.19
Sharpe Ratio (All Time) Calculated using the full available price history	0.41	0.46	-0.05

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.

Drawdowns

BOSOX vs. ^GSPC - Drawdown Comparison

The maximum BOSOX drawdown since its inception was -51.32%, 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.

Drawdown Indicators

	BOSOX	^GSPC	Difference
Max Drawdown Largest peak-to-trough decline	-51.32%	-56.78%	+5.46%
Max Drawdown (1Y) Largest decline over 1 year	-11.89%	-12.14%	+0.25%
Max Drawdown (5Y) Largest decline over 5 years	-22.36%	-25.43%	+3.07%
Max Drawdown (10Y) Largest decline over 10 years	-36.79%	-33.92%	-2.87%
Current Drawdown Current decline from peak	-14.43%	-5.78%	-8.65%
Average Drawdown Average peak-to-trough decline	-7.26%	-10.75%	+3.49%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.86%	2.60%	+1.26%

Volatility

BOSOX vs. ^GSPC - Volatility Comparison

The current volatility for Boston Trust Small Cap Fund (BOSOX) is 4.68%, while S&P 500 Index (^GSPC) has a volatility of 5.37%. 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.

Volatility by Period

	BOSOX	^GSPC	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.68%	5.37%	-0.69%
Volatility (6M) Calculated over the trailing 6-month period	10.66%	9.55%	+1.11%
Volatility (1Y) Calculated over the trailing 1-year period	19.02%	18.33%	+0.69%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.84%	16.90%	+0.94%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.56%	18.05%	+1.51%