BOSOX vs. BTMFX
Compare and contrast key facts about Boston Trust Small Cap Fund (BOSOX) and Boston Trust Midcap Fund (BTMFX).
BOSOX is managed by Boston Trust Walden. BTMFX is managed by Boston Trust Walden.
Performance
BOSOX vs. BTMFX - Performance Comparison
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BOSOX vs. BTMFX - 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% |
BTMFX Boston Trust Midcap Fund | -3.57% | 4.29% | 10.27% | 13.06% | -10.91% | 24.77% | 9.72% | 33.00% | -3.36% | 20.01% |
Returns By Period
In the year-to-date period, BOSOX achieves a -4.10% return, which is significantly lower than BTMFX's -3.57% return. Both investments have delivered pretty close results over the past 10 years, with BOSOX having a 9.28% annualized return and BTMFX not far ahead at 9.66%.
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%
BTMFX
- 1D
- -0.09%
- 1M
- -7.33%
- YTD
- -3.57%
- 6M
- -3.90%
- 1Y
- 1.77%
- 3Y*
- 6.45%
- 5Y*
- 5.48%
- 10Y*
- 9.66%
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BOSOX vs. BTMFX - Expense Ratio Comparison
Both BOSOX and BTMFX have an expense ratio of 1.00%.
Return for Risk
BOSOX vs. BTMFX — Risk / Return Rank
BOSOX
BTMFX
BOSOX vs. BTMFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Boston Trust Small Cap Fund (BOSOX) and Boston Trust Midcap Fund (BTMFX). 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 | BTMFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.13 | 0.16 | -0.29 |
Sortino ratioReturn per unit of downside risk | -0.05 | 0.35 | -0.41 |
Omega ratioGain probability vs. loss probability | 0.99 | 1.05 | -0.05 |
Calmar ratioReturn relative to maximum drawdown | -0.33 | 0.10 | -0.43 |
Martin ratioReturn relative to average drawdown | -1.03 | 0.41 | -1.43 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| BOSOX | BTMFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.13 | 0.16 | -0.29 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.20 | 0.35 | -0.15 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.48 | 0.56 | -0.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.41 | 0.47 | -0.06 |
Correlation
The correlation between BOSOX and BTMFX is 0.92, 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. BTMFX - Dividend Comparison
BOSOX's dividend yield for the trailing twelve months is around 4.60%, less than BTMFX's 11.26% 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% |
BTMFX Boston Trust Midcap Fund | 11.26% | 10.86% | 4.23% | 4.41% | 4.71% | 4.91% | 1.98% | 6.95% | 5.96% | 6.61% | 7.03% | 6.60% |
Drawdowns
BOSOX vs. BTMFX - Drawdown Comparison
The maximum BOSOX drawdown since its inception was -51.32%, roughly equal to the maximum BTMFX drawdown of -49.26%. Use the drawdown chart below to compare losses from any high point for BOSOX and BTMFX.
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Drawdown Indicators
| BOSOX | BTMFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.32% | -49.26% | -2.06% |
Max Drawdown (1Y)Largest decline over 1 year | -11.89% | -11.81% | -0.08% |
Max Drawdown (5Y)Largest decline over 5 years | -22.36% | -20.79% | -1.57% |
Max Drawdown (10Y)Largest decline over 10 years | -36.79% | -37.14% | +0.35% |
Current DrawdownCurrent decline from peak | -16.07% | -7.79% | -8.28% |
Average DrawdownAverage peak-to-trough decline | -7.26% | -6.18% | -1.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.82% | 2.92% | +0.90% |
Volatility
BOSOX vs. BTMFX - Volatility Comparison
Boston Trust Small Cap Fund (BOSOX) has a higher volatility of 4.10% compared to Boston Trust Midcap Fund (BTMFX) at 3.22%. This indicates that BOSOX's price experiences larger fluctuations and is considered to be riskier than BTMFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BOSOX | BTMFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.10% | 3.22% | +0.88% |
Volatility (6M)Calculated over the trailing 6-month period | 10.48% | 8.27% | +2.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.96% | 16.27% | +2.69% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.82% | 15.75% | +2.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.56% | 17.44% | +2.12% |