BOSOX vs. VSMAX
Compare and contrast key facts about Boston Trust Small Cap Fund (BOSOX) and Vanguard Small-Cap Index Fund Admiral Shares (VSMAX).
BOSOX is managed by Boston Trust Walden. VSMAX is managed by Vanguard. It was launched on Nov 13, 2000.
Performance
BOSOX vs. VSMAX - Performance Comparison
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BOSOX vs. VSMAX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BOSOX Boston Trust Small Cap Fund | -2.23% | -4.04% | 12.52% | 10.09% | -9.05% | 28.10% | 8.27% | 38.35% | -6.01% | 12.24% |
VSMAX Vanguard Small-Cap Index Fund Admiral Shares | 1.90% | 8.83% | 14.23% | 18.17% | -17.61% | 17.74% | 19.06% | 27.36% | -9.33% | 16.24% |
Returns By Period
In the year-to-date period, BOSOX achieves a -2.23% return, which is significantly lower than VSMAX's 1.90% return. Over the past 10 years, BOSOX has underperformed VSMAX with an annualized return of 9.49%, while VSMAX has yielded a comparatively higher 10.49% annualized return.
BOSOX
- 1D
- 1.95%
- 1M
- -6.73%
- YTD
- -2.23%
- 6M
- -3.01%
- 1Y
- -2.22%
- 3Y*
- 4.01%
- 5Y*
- 3.68%
- 10Y*
- 9.49%
VSMAX
- 1D
- 3.15%
- 1M
- -5.71%
- YTD
- 1.90%
- 6M
- 3.41%
- 1Y
- 19.29%
- 3Y*
- 13.01%
- 5Y*
- 5.34%
- 10Y*
- 10.49%
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BOSOX vs. VSMAX - Expense Ratio Comparison
BOSOX has a 1.00% expense ratio, which is higher than VSMAX's 0.05% expense ratio.
Return for Risk
BOSOX vs. VSMAX — Risk / Return Rank
BOSOX
VSMAX
BOSOX vs. VSMAX - 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 Admiral Shares (VSMAX). 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 | VSMAX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.11 | 0.91 | -1.02 |
Sortino ratioReturn per unit of downside risk | -0.03 | 1.40 | -1.44 |
Omega ratioGain probability vs. loss probability | 1.00 | 1.19 | -0.19 |
Calmar ratioReturn relative to maximum drawdown | -0.04 | 1.38 | -1.42 |
Martin ratioReturn relative to average drawdown | -0.13 | 5.95 | -6.07 |
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 | VSMAX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.11 | 0.91 | -1.02 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.21 | 0.26 | -0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.49 | 0.49 | 0.00 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.41 | 0.37 | +0.04 |
Correlation
The correlation between BOSOX and VSMAX 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. VSMAX - Dividend Comparison
BOSOX's dividend yield for the trailing twelve months is around 4.51%, more than VSMAX's 1.33% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BOSOX Boston Trust Small Cap Fund | 4.51% | 4.41% | 6.52% | 0.78% | 5.09% | 8.93% | 2.56% | 12.46% | 16.19% | 9.13% | 3.14% | 18.92% |
VSMAX Vanguard Small-Cap Index Fund Admiral Shares | 1.33% | 1.33% | 1.30% | 1.56% | 1.54% | 1.24% | 1.14% | 1.39% | 1.67% | 1.35% | 1.49% | 1.48% |
Drawdowns
BOSOX vs. VSMAX - Drawdown Comparison
The maximum BOSOX drawdown since its inception was -51.32%, smaller than the maximum VSMAX drawdown of -59.68%. Use the drawdown chart below to compare losses from any high point for BOSOX and VSMAX.
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Drawdown Indicators
| BOSOX | VSMAX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.32% | -59.68% | +8.36% |
Max Drawdown (1Y)Largest decline over 1 year | -11.89% | -14.30% | +2.41% |
Max Drawdown (5Y)Largest decline over 5 years | -22.36% | -28.14% | +5.78% |
Max Drawdown (10Y)Largest decline over 10 years | -36.79% | -41.82% | +5.03% |
Current DrawdownCurrent decline from peak | -14.43% | -6.11% | -8.32% |
Average DrawdownAverage peak-to-trough decline | -7.26% | -9.75% | +2.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.86% | 3.32% | +0.54% |
Volatility
BOSOX vs. VSMAX - Volatility Comparison
The current volatility for Boston Trust Small Cap Fund (BOSOX) is 4.68%, while Vanguard Small-Cap Index Fund Admiral Shares (VSMAX) has a volatility of 6.82%. This indicates that BOSOX experiences smaller price fluctuations and is considered to be less risky than VSMAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BOSOX | VSMAX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.68% | 6.82% | -2.14% |
Volatility (6M)Calculated over the trailing 6-month period | 10.66% | 12.61% | -1.95% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.02% | 21.80% | -2.78% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.84% | 20.74% | -2.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.56% | 21.54% | -1.98% |