Correlation
The correlation between BOSOX and SPMO is 0.77, 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.
BOSOX vs. SPMO
Compare and contrast key facts about Boston Trust Small Cap Fund (BOSOX) and Invesco S&P 500® Momentum ETF (SPMO).
BOSOX is managed by Boston Trust Walden. SPMO is a passively managed fund by Invesco that tracks the performance of the S&P 500 Momentum Index. It was launched on Oct 9, 2015.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BOSOX or SPMO.
Performance
BOSOX vs. SPMO - Performance Comparison
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Key characteristics
BOSOX:
0.17
SPMO:
1.08
BOSOX:
0.28
SPMO:
1.59
BOSOX:
1.03
SPMO:
1.23
BOSOX:
0.07
SPMO:
1.34
BOSOX:
0.20
SPMO:
4.84
BOSOX:
8.13%
SPMO:
5.58%
BOSOX:
20.33%
SPMO:
25.00%
BOSOX:
-53.78%
SPMO:
-30.95%
BOSOX:
-14.01%
SPMO:
-2.28%
Returns By Period
In the year-to-date period, BOSOX achieves a -5.72% return, which is significantly lower than SPMO's 8.46% return.
BOSOX
-5.72%
2.10%
-12.93%
3.11%
6.89%
12.57%
9.00%
SPMO
8.46%
10.79%
8.03%
25.63%
25.19%
21.33%
N/A
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BOSOX vs. SPMO - Expense Ratio Comparison
BOSOX has a 1.00% expense ratio, which is higher than SPMO's 0.13% expense ratio.
Risk-Adjusted Performance
BOSOX vs. SPMO — Risk-Adjusted Performance Rank
BOSOX
SPMO
BOSOX vs. SPMO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Boston Trust Small Cap Fund (BOSOX) and Invesco S&P 500® Momentum ETF (SPMO). 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.
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Dividends
BOSOX vs. SPMO - Dividend Comparison
BOSOX's dividend yield for the trailing twelve months is around 6.91%, more than SPMO's 0.50% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BOSOX Boston Trust Small Cap Fund | 6.91% | 6.51% | 0.78% | 5.08% | 8.93% | 2.56% | 6.46% | 16.19% | 9.12% | 3.14% | 18.92% | 7.24% |
SPMO Invesco S&P 500® Momentum ETF | 0.50% | 0.48% | 1.63% | 1.66% | 0.52% | 1.27% | 1.39% | 1.05% | 0.77% | 1.94% | 0.36% | 0.00% |
Drawdowns
BOSOX vs. SPMO - Drawdown Comparison
The maximum BOSOX drawdown since its inception was -53.78%, which is greater than SPMO's maximum drawdown of -30.95%. Use the drawdown chart below to compare losses from any high point for BOSOX and SPMO.
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Volatility
BOSOX vs. SPMO - Volatility Comparison
Boston Trust Small Cap Fund (BOSOX) and Invesco S&P 500® Momentum ETF (SPMO) have volatilities of 5.15% and 5.21%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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