BOSOX vs. BTEFX

Last updated Jun 4, 2026

BOSOX (Boston Trust Small Cap Fund) and BTEFX (Boston Trust Equity Fund) are both mutual funds - BOSOX is a Small Cap Blend Equities fund managed by Boston Trust Walden, while BTEFX is a Large Cap Blend Equities fund managed by Boston Trust Walden. Over the past 10 years, BOSOX returned 10.23%/yr vs 12.09%/yr for BTEFX. Their correlation of 0.85 suggests significant overlap in exposure. BOSOX charges 1.00%/yr vs 0.85%/yr for BTEFX.

Performance

BOSOX vs. BTEFX - Performance Comparison

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

Returns By Period

In the year-to-date period, BOSOX achieves a 6.63% return, which is significantly higher than BTEFX's 3.73% return. Over the past 10 years, BOSOX has underperformed BTEFX with an annualized return of 10.23%, while BTEFX has yielded a comparatively higher 12.09% annualized return.

BOSOX

• 1D: 0.80%
• 1M: 2.85%
• YTD: 6.63%
• 6M: 4.71%
• 1Y: 6.71%
• 3Y*: 7.74%
• 5Y*: 4.92%
• 10Y*: 10.23%

BTEFX

• 1D: -0.15%
• 1M: 0.82%
• YTD: 3.73%
• 6M: 3.32%
• 1Y: 13.99%
• 3Y*: 11.80%
• 5Y*: 8.26%
• 10Y*: 12.09%

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

BOSOX vs. BTEFX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
BOSOX Boston Trust Small Cap Fund	6.63%	-4.04%	12.52%	10.09%	-9.05%	28.10%	8.27%	38.35%	-6.01%	12.24%
BTEFX Boston Trust Equity Fund	3.73%	8.85%	13.70%	17.29%	-14.15%	29.74%	14.66%	31.87%	-2.55%	18.76%

Correlation

The correlation between BOSOX and BTEFX is 0.68, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.68
Correlation (3Y) Calculated over the trailing 3-year period	0.75
Correlation (5Y) Calculated over the trailing 5-year period	0.81
Correlation (10Y) Calculated over the trailing 10-year period	0.80
Correlation (All Time) Calculated using the full available price history since Dec 20, 2005	0.85

The correlation between BOSOX and BTEFX shifts across timeframes, from 0.68 (1 year) to 0.85 (all time), reflecting how their relationship changes across market environments.

Return for Risk

BOSOX vs. BTEFX — Risk / Return Rank

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

BOSOX

BOSOX Risk / Return Rank: 7
BOSOX Sharpe Ratio Rank: 6
BOSOX Sortino Ratio Rank: 7
BOSOX Omega Ratio Rank: 6
BOSOX Calmar Ratio Rank: 7
BOSOX Martin Ratio Rank: 7

BTEFX

BTEFX Risk / Return Rank: 25
BTEFX Sharpe Ratio Rank: 25
BTEFX Sortino Ratio Rank: 25
BTEFX Omega Ratio Rank: 24
BTEFX Calmar Ratio Rank: 20
BTEFX Martin Ratio Rank: 29

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. BTEFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Boston Trust Small Cap Fund (BOSOX) and Boston Trust Equity Fund (BTEFX). 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	BTEFX	Difference
Sharpe ratio Return per unit of total volatility	0.53	1.46	-0.94
Sortino ratio Return per unit of downside risk	0.89	2.11	-1.21
Omega ratio Gain probability vs. loss probability	1.10	1.26	-0.16
Calmar ratio Return relative to maximum drawdown	0.74	1.69	-0.95
Martin ratio Return relative to average drawdown	2.22	7.04	-4.83
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. BTEFX - Sharpe Ratio Comparison

The current BOSOX Sharpe Ratio is 0.53, which is lower than the BTEFX Sharpe Ratio of 1.46. The chart below compares the historical Sharpe Ratios of BOSOX and BTEFX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	BOSOX	BTEFX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.53	1.46	-0.94
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.28	0.55	-0.27
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.53	0.71	-0.19
Sharpe Ratio (All Time) Calculated using the full available price history	0.43	0.54	-0.11

Drawdowns

BOSOX vs. BTEFX - Drawdown Comparison

The maximum BOSOX drawdown since its inception was -51.32%, which is greater than BTEFX's maximum drawdown of -47.71%. Use the drawdown chart below to compare losses from any high point for BOSOX and BTEFX.

Drawdown Indicators

	BOSOX	BTEFX	Difference
Max Drawdown Largest peak-to-trough decline	-51.32%	-47.71%	-3.61%
Max Drawdown (1Y) Largest decline over 1 year	-10.69%	-8.42%	-2.27%
Max Drawdown (3Y) Largest decline over 3 years	-22.36%	-16.59%	-5.77%
Max Drawdown (5Y) Largest decline over 5 years	-22.36%	-23.03%	+0.67%
Max Drawdown (10Y) Largest decline over 10 years	-36.79%	-32.83%	-3.96%
Current Drawdown Current decline from peak	-6.67%	-0.74%	-5.93%
Average Drawdown Average peak-to-trough decline	-7.27%	-5.57%	-1.70%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.57%	2.02%	+1.55%

Volatility

BOSOX vs. BTEFX - Volatility Comparison

Boston Trust Small Cap Fund (BOSOX) has a higher volatility of 3.90% compared to Boston Trust Equity Fund (BTEFX) at 2.05%. This indicates that BOSOX's price experiences larger fluctuations and is considered to be riskier than BTEFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BOSOX	BTEFX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.90%	2.05%	+1.85%
Volatility (6M) Calculated over the trailing 6-month period	10.08%	6.98%	+3.10%
Volatility (1Y) Calculated over the trailing 1-year period	15.10%	9.68%	+5.42%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.82%	15.16%	+2.66%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.56%	16.99%	+2.57%

BOSOX vs. BTEFX - Expense Ratio Comparison

BOSOX has a 1.00% expense ratio, which is higher than BTEFX's 0.85% expense ratio.

Dividends

BOSOX vs. BTEFX - Dividend Comparison

BOSOX's dividend yield for the trailing twelve months is around 4.14%, less than BTEFX's 7.06% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
BOSOX Boston Trust Small Cap Fund	4.14%	4.41%	6.52%	0.78%	5.09%	8.93%	2.56%	12.46%	16.19%	9.13%	3.14%	18.92%
BTEFX Boston Trust Equity Fund	7.06%	7.33%	2.50%	1.54%	3.16%	2.65%	2.91%	1.01%	1.80%	0.98%	6.71%	7.63%

Frequently Asked Questions

Can I hold both BOSOX and BTEFX in my portfolio?

BOSOX and BTEFX have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, BOSOX or BTEFX?

BOSOX has higher volatility (3.90%) compared to BTEFX (2.05%). In terms of maximum drawdown, BOSOX dropped -51.32% vs BTEFX's -47.71%.

Which has better risk-adjusted returns?

BTEFX currently has the higher Sharpe Ratio (1.46 vs 0.53), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.