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BOSOX vs. VSCIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BOSOX vs. VSCIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Boston Trust Small Cap Fund (BOSOX) and Vanguard Small-Cap Index Fund Institutional Shares (VSCIX). The values are adjusted to include any dividend payments, if applicable.

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BOSOX vs. VSCIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
VSCIX
Vanguard Small-Cap Index Fund Institutional Shares
-1.21%8.85%12.96%19.52%-17.60%17.74%19.07%27.40%-9.33%16.25%

Returns By Period

In the year-to-date period, BOSOX achieves a -4.10% return, which is significantly lower than VSCIX's -1.21% return. Over the past 10 years, BOSOX has underperformed VSCIX with an annualized return of 9.28%, while VSCIX has yielded a comparatively higher 10.16% 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%

VSCIX

1D
-0.97%
1M
-8.09%
YTD
-1.21%
6M
0.59%
1Y
16.09%
3Y*
11.86%
5Y*
5.03%
10Y*
10.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BOSOX vs. VSCIX - Expense Ratio Comparison

BOSOX has a 1.00% expense ratio, which is higher than VSCIX's 0.04% expense ratio.


Return for Risk

BOSOX vs. VSCIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BOSOX
BOSOX Risk / Return Rank: 33
Overall Rank
BOSOX Sharpe Ratio Rank: 44
Sharpe Ratio Rank
BOSOX Sortino Ratio Rank: 44
Sortino Ratio Rank
BOSOX Omega Ratio Rank: 44
Omega Ratio Rank
BOSOX Calmar Ratio Rank: 33
Calmar Ratio Rank
BOSOX Martin Ratio Rank: 22
Martin Ratio Rank

VSCIX
VSCIX Risk / Return Rank: 3737
Overall Rank
VSCIX Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
VSCIX Sortino Ratio Rank: 3838
Sortino Ratio Rank
VSCIX Omega Ratio Rank: 3434
Omega Ratio Rank
VSCIX Calmar Ratio Rank: 3737
Calmar Ratio Rank
VSCIX Martin Ratio Rank: 4141
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BOSOX vs. VSCIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Boston Trust Small Cap Fund (BOSOX) and Vanguard Small-Cap Index Fund Institutional Shares (VSCIX). 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.


BOSOXVSCIXDifference

Sharpe ratio

Return per unit of total volatility

-0.13

0.75

-0.88

Sortino ratio

Return per unit of downside risk

-0.05

1.19

-1.24

Omega ratio

Gain probability vs. loss probability

0.99

1.16

-0.17

Calmar ratio

Return relative to maximum drawdown

-0.33

0.97

-1.30

Martin ratio

Return relative to average drawdown

-1.03

4.21

-5.23

BOSOX vs. VSCIX - Sharpe Ratio Comparison

The current BOSOX Sharpe Ratio is -0.13, which is lower than the VSCIX Sharpe Ratio of 0.75. The chart below compares the historical Sharpe Ratios of BOSOX and VSCIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


BOSOXVSCIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.13

0.75

-0.88

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.20

0.24

-0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

0.47

0.00

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

0.38

+0.02

Correlation

The correlation between BOSOX and VSCIX 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. VSCIX - Dividend Comparison

BOSOX's dividend yield for the trailing twelve months is around 4.60%, more than VSCIX's 1.39% yield.


TTM20252024202320222021202020192018201720162015
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%
VSCIX
Vanguard Small-Cap Index Fund Institutional Shares
1.39%1.34%1.31%1.55%1.55%1.25%1.15%1.40%1.68%1.36%1.50%1.49%

Drawdowns

BOSOX vs. VSCIX - Drawdown Comparison

The maximum BOSOX drawdown since its inception was -51.32%, smaller than the maximum VSCIX drawdown of -59.66%. Use the drawdown chart below to compare losses from any high point for BOSOX and VSCIX.


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Drawdown Indicators


BOSOXVSCIXDifference

Max Drawdown

Largest peak-to-trough decline

-51.32%

-59.66%

+8.34%

Max Drawdown (1Y)

Largest decline over 1 year

-11.89%

-14.30%

+2.41%

Max Drawdown (5Y)

Largest decline over 5 years

-22.36%

-28.13%

+5.77%

Max Drawdown (10Y)

Largest decline over 10 years

-36.79%

-41.81%

+5.02%

Current Drawdown

Current decline from peak

-16.07%

-8.97%

-7.10%

Average Drawdown

Average peak-to-trough decline

-7.26%

-10.18%

+2.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.82%

3.29%

+0.53%

Volatility

BOSOX vs. VSCIX - Volatility Comparison

The current volatility for Boston Trust Small Cap Fund (BOSOX) is 4.10%, while Vanguard Small-Cap Index Fund Institutional Shares (VSCIX) has a volatility of 5.90%. This indicates that BOSOX experiences smaller price fluctuations and is considered to be less risky than VSCIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BOSOXVSCIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.10%

5.90%

-1.80%

Volatility (6M)

Calculated over the trailing 6-month period

10.48%

12.22%

-1.74%

Volatility (1Y)

Calculated over the trailing 1-year period

18.96%

21.62%

-2.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.82%

20.70%

-2.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.56%

21.53%

-1.97%