BOSOX vs. SWSSX
Compare and contrast key facts about Boston Trust Small Cap Fund (BOSOX) and Schwab Small-Cap Index Fund-Select Shares (SWSSX).
BOSOX is managed by Boston Trust Walden. SWSSX is a passively managed fund by Charles Schwab that tracks the performance of the Russell 2000 Index. It was launched on May 19, 1997.
Performance
BOSOX vs. SWSSX - Performance Comparison
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BOSOX vs. SWSSX - 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% |
SWSSX Schwab Small-Cap Index Fund-Select Shares | -2.49% | 12.88% | 11.57% | 17.07% | -20.43% | 14.77% | 20.12% | 25.63% | -11.19% | 14.76% |
Returns By Period
In the year-to-date period, BOSOX achieves a -4.10% return, which is significantly lower than SWSSX's -2.49% return. Both investments have delivered pretty close results over the past 10 years, with BOSOX having a 9.28% annualized return and SWSSX not far ahead at 9.50%.
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%
SWSSX
- 1D
- -1.45%
- 1M
- -8.18%
- YTD
- -2.49%
- 6M
- -0.36%
- 1Y
- 21.55%
- 3Y*
- 11.83%
- 5Y*
- 3.10%
- 10Y*
- 9.50%
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BOSOX vs. SWSSX - Expense Ratio Comparison
BOSOX has a 1.00% expense ratio, which is higher than SWSSX's 0.04% expense ratio.
Return for Risk
BOSOX vs. SWSSX — Risk / Return Rank
BOSOX
SWSSX
BOSOX vs. SWSSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Boston Trust Small Cap Fund (BOSOX) and Schwab Small-Cap Index Fund-Select Shares (SWSSX). 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 | SWSSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.13 | 0.91 | -1.04 |
Sortino ratioReturn per unit of downside risk | -0.05 | 1.40 | -1.45 |
Omega ratioGain probability vs. loss probability | 0.99 | 1.18 | -0.19 |
Calmar ratioReturn relative to maximum drawdown | -0.33 | 1.33 | -1.66 |
Martin ratioReturn relative to average drawdown | -1.03 | 5.02 | -6.05 |
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 | SWSSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.13 | 0.91 | -1.04 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.20 | 0.14 | +0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.48 | 0.40 | +0.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.41 | 0.33 | +0.07 |
Correlation
The correlation between BOSOX and SWSSX is 0.95, 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. SWSSX - Dividend Comparison
BOSOX's dividend yield for the trailing twelve months is around 4.60%, more than SWSSX's 1.32% 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% |
SWSSX Schwab Small-Cap Index Fund-Select Shares | 1.32% | 1.29% | 1.66% | 1.49% | 1.32% | 8.88% | 2.55% | 6.12% | 10.45% | 5.22% | 4.10% | 6.92% |
Drawdowns
BOSOX vs. SWSSX - Drawdown Comparison
The maximum BOSOX drawdown since its inception was -51.32%, smaller than the maximum SWSSX drawdown of -60.34%. Use the drawdown chart below to compare losses from any high point for BOSOX and SWSSX.
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Drawdown Indicators
| BOSOX | SWSSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.32% | -60.34% | +9.02% |
Max Drawdown (1Y)Largest decline over 1 year | -11.89% | -13.90% | +2.01% |
Max Drawdown (5Y)Largest decline over 5 years | -22.36% | -31.93% | +9.57% |
Max Drawdown (10Y)Largest decline over 10 years | -36.79% | -41.81% | +5.02% |
Current DrawdownCurrent decline from peak | -16.07% | -11.00% | -5.07% |
Average DrawdownAverage peak-to-trough decline | -7.26% | -10.78% | +3.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.82% | 3.68% | +0.14% |
Volatility
BOSOX vs. SWSSX - Volatility Comparison
The current volatility for Boston Trust Small Cap Fund (BOSOX) is 4.10%, while Schwab Small-Cap Index Fund-Select Shares (SWSSX) has a volatility of 6.59%. This indicates that BOSOX experiences smaller price fluctuations and is considered to be less risky than SWSSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BOSOX | SWSSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.10% | 6.59% | -2.49% |
Volatility (6M)Calculated over the trailing 6-month period | 10.48% | 14.12% | -3.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.96% | 23.11% | -4.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.82% | 22.57% | -4.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.56% | 24.03% | -4.47% |