BOSOX vs. BTEFX
Compare and contrast key facts about Boston Trust Small Cap Fund (BOSOX) and Boston Trust Equity Fund (BTEFX).
BOSOX is managed by Boston Trust Walden. BTEFX is managed by Boston Trust Walden. It was launched on Oct 1, 2003.
Performance
BOSOX vs. BTEFX - Performance Comparison
Loading graphics...
BOSOX vs. BTEFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
BTEFX Boston Trust Equity Fund | -5.64% | 8.85% | 13.70% | 17.29% | -14.15% | 29.74% | 14.66% | 31.87% | -2.55% | 18.76% |
Returns By Period
In the year-to-date period, BOSOX achieves a -4.10% return, which is significantly higher than BTEFX's -5.64% return. Over the past 10 years, BOSOX has underperformed BTEFX with an annualized return of 9.28%, while BTEFX has yielded a comparatively higher 11.19% annualized return.
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%
BTEFX
- 1D
- 0.09%
- 1M
- -7.19%
- YTD
- -5.64%
- 6M
- -4.46%
- 1Y
- 6.00%
- 3Y*
- 9.33%
- 5Y*
- 7.70%
- 10Y*
- 11.19%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
BOSOX vs. BTEFX - Expense Ratio Comparison
BOSOX has a 1.00% expense ratio, which is higher than BTEFX's 0.85% expense ratio.
Return for Risk
BOSOX vs. BTEFX — Risk / Return Rank
BOSOX
BTEFX
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 ratioReturn per unit of total volatility | -0.13 | 0.46 | -0.58 |
Sortino ratioReturn per unit of downside risk | -0.05 | 0.78 | -0.83 |
Omega ratioGain probability vs. loss probability | 0.99 | 1.11 | -0.12 |
Calmar ratioReturn relative to maximum drawdown | -0.33 | 0.45 | -0.78 |
Martin ratioReturn relative to average drawdown | -1.03 | 1.96 | -2.98 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| BOSOX | BTEFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.13 | 0.46 | -0.58 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.20 | 0.51 | -0.31 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.48 | 0.66 | -0.19 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.41 | 0.51 | -0.11 |
Correlation
The correlation between BOSOX and BTEFX is 0.85, 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
BOSOX vs. BTEFX - Dividend Comparison
BOSOX's dividend yield for the trailing twelve months is around 4.60%, less than BTEFX's 7.76% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
BTEFX Boston Trust Equity Fund | 7.76% | 7.33% | 2.50% | 1.54% | 3.16% | 2.65% | 2.91% | 1.01% | 1.80% | 0.98% | 6.71% | 7.63% |
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.
Loading graphics...
Drawdown Indicators
| BOSOX | BTEFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.32% | -47.71% | -3.61% |
Max Drawdown (1Y)Largest decline over 1 year | -11.89% | -10.64% | -1.25% |
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 DrawdownCurrent decline from peak | -16.07% | -8.33% | -7.74% |
Average DrawdownAverage peak-to-trough decline | -7.26% | -5.60% | -1.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.82% | 2.42% | +1.40% |
Volatility
BOSOX vs. BTEFX - Volatility Comparison
Boston Trust Small Cap Fund (BOSOX) has a higher volatility of 4.10% compared to Boston Trust Equity Fund (BTEFX) at 3.08%. 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.
Loading graphics...
Volatility by Period
| BOSOX | BTEFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.10% | 3.08% | +1.02% |
Volatility (6M)Calculated over the trailing 6-month period | 10.48% | 6.93% | +3.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.96% | 15.22% | +3.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.82% | 15.21% | +2.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.56% | 16.98% | +2.58% |