Correlation
The correlation between BOSOX and ^GSPC is 0.85, 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. ^GSPC
Compare and contrast key facts about Boston Trust Small Cap Fund (BOSOX) and S&P 500 (^GSPC).
BOSOX is managed by Boston Trust Walden.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BOSOX or ^GSPC.
Performance
BOSOX vs. ^GSPC - Performance Comparison
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Key characteristics
BOSOX:
0.17
^GSPC:
0.52
BOSOX:
0.28
^GSPC:
0.78
BOSOX:
1.03
^GSPC:
1.11
BOSOX:
0.07
^GSPC:
0.48
BOSOX:
0.20
^GSPC:
1.81
BOSOX:
8.13%
^GSPC:
4.99%
BOSOX:
20.33%
^GSPC:
19.70%
BOSOX:
-53.78%
^GSPC:
-56.78%
BOSOX:
-14.01%
^GSPC:
-5.56%
Returns By Period
In the year-to-date period, BOSOX achieves a -5.72% return, which is significantly lower than ^GSPC's -1.34% return. Over the past 10 years, BOSOX has underperformed ^GSPC with an annualized return of 9.00%, while ^GSPC has yielded a comparatively higher 10.68% annualized return.
BOSOX
-5.72%
2.10%
-12.93%
3.11%
6.89%
12.57%
9.00%
^GSPC
-1.34%
5.80%
-2.79%
9.39%
13.76%
14.45%
10.68%
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Risk-Adjusted Performance
BOSOX vs. ^GSPC — Risk-Adjusted Performance Rank
BOSOX
^GSPC
BOSOX vs. ^GSPC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Boston Trust Small Cap Fund (BOSOX) and S&P 500 (^GSPC). 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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Drawdowns
BOSOX vs. ^GSPC - Drawdown Comparison
The maximum BOSOX drawdown since its inception was -53.78%, smaller than the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for BOSOX and ^GSPC.
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Volatility
BOSOX vs. ^GSPC - Volatility Comparison
Boston Trust Small Cap Fund (BOSOX) has a higher volatility of 5.15% compared to S&P 500 (^GSPC) at 4.37%. This indicates that BOSOX's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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