BOSOX vs. IWM
Compare and contrast key facts about Boston Trust Small Cap Fund (BOSOX) and iShares Russell 2000 ETF (IWM).
BOSOX is managed by Boston Trust Walden. IWM is a passively managed fund by iShares that tracks the performance of the Russell 2000 Index. It was launched on May 22, 2000.
Performance
BOSOX vs. IWM - Performance Comparison
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BOSOX vs. IWM - 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% |
IWM iShares Russell 2000 ETF | 0.93% | 12.66% | 11.38% | 16.83% | -20.48% | 14.54% | 20.03% | 25.39% | -11.12% | 14.58% |
Returns By Period
In the year-to-date period, BOSOX achieves a -4.10% return, which is significantly lower than IWM's 0.93% return. Over the past 10 years, BOSOX has underperformed IWM with an annualized return of 9.28%, while IWM has yielded a comparatively higher 9.76% 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%
IWM
- 1D
- 3.50%
- 1M
- -4.96%
- YTD
- 0.93%
- 6M
- 3.02%
- 1Y
- 25.66%
- 3Y*
- 12.94%
- 5Y*
- 3.34%
- 10Y*
- 9.76%
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BOSOX vs. IWM - Expense Ratio Comparison
BOSOX has a 1.00% expense ratio, which is higher than IWM's 0.19% expense ratio.
Return for Risk
BOSOX vs. IWM — Risk / Return Rank
BOSOX
IWM
BOSOX vs. IWM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Boston Trust Small Cap Fund (BOSOX) and iShares Russell 2000 ETF (IWM). 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 | IWM | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.13 | 1.11 | -1.24 |
Sortino ratioReturn per unit of downside risk | -0.05 | 1.66 | -1.71 |
Omega ratioGain probability vs. loss probability | 0.99 | 1.21 | -0.22 |
Calmar ratioReturn relative to maximum drawdown | -0.33 | 1.82 | -2.15 |
Martin ratioReturn relative to average drawdown | -1.03 | 6.76 | -7.79 |
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 | IWM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.13 | 1.11 | -1.24 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.20 | 0.15 | +0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.48 | 0.43 | +0.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.41 | 0.34 | +0.06 |
Correlation
The correlation between BOSOX and IWM is 0.94, 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. IWM - Dividend Comparison
BOSOX's dividend yield for the trailing twelve months is around 4.60%, more than IWM's 1.02% 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% |
IWM iShares Russell 2000 ETF | 1.02% | 1.04% | 1.15% | 1.35% | 1.48% | 0.94% | 1.04% | 1.26% | 1.40% | 1.26% | 1.38% | 1.54% |
Drawdowns
BOSOX vs. IWM - Drawdown Comparison
The maximum BOSOX drawdown since its inception was -51.32%, smaller than the maximum IWM drawdown of -59.05%. Use the drawdown chart below to compare losses from any high point for BOSOX and IWM.
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Drawdown Indicators
| BOSOX | IWM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.32% | -59.05% | +7.73% |
Max Drawdown (1Y)Largest decline over 1 year | -11.89% | -13.74% | +1.85% |
Max Drawdown (5Y)Largest decline over 5 years | -22.36% | -31.91% | +9.55% |
Max Drawdown (10Y)Largest decline over 10 years | -36.79% | -41.13% | +4.34% |
Current DrawdownCurrent decline from peak | -16.07% | -7.91% | -8.16% |
Average DrawdownAverage peak-to-trough decline | -7.26% | -10.83% | +3.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.82% | 3.70% | +0.12% |
Volatility
BOSOX vs. IWM - Volatility Comparison
The current volatility for Boston Trust Small Cap Fund (BOSOX) is 4.10%, while iShares Russell 2000 ETF (IWM) has a volatility of 7.47%. This indicates that BOSOX experiences smaller price fluctuations and is considered to be less risky than IWM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BOSOX | IWM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.10% | 7.47% | -3.37% |
Volatility (6M)Calculated over the trailing 6-month period | 10.48% | 14.47% | -3.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.96% | 23.18% | -4.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.82% | 22.55% | -4.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.56% | 22.99% | -3.43% |