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:
-0.42
^GSPC:
-0.17
BOSOX:
-0.46
^GSPC:
-0.11
BOSOX:
0.94
^GSPC:
0.98
BOSOX:
-0.33
^GSPC:
-0.15
BOSOX:
-0.95
^GSPC:
-0.79
BOSOX:
8.27%
^GSPC:
3.36%
BOSOX:
18.74%
^GSPC:
15.95%
BOSOX:
-53.78%
^GSPC:
-56.78%
BOSOX:
-23.70%
^GSPC:
-17.42%
Returns By Period
In the year-to-date period, BOSOX achieves a -11.65% return, which is significantly higher than ^GSPC's -13.73% return. Over the past 10 years, BOSOX has underperformed ^GSPC with an annualized return of 0.95%, while ^GSPC has yielded a comparatively higher 9.37% annualized return.
BOSOX
-11.65%
-9.13%
-15.52%
-7.13%
10.34%
0.95%
^GSPC
-13.73%
-13.15%
-11.77%
-1.42%
15.35%
9.37%
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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 8.12%, while S&P 500 (^GSPC) has a volatility of 9.30%. 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.