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.
Correlation
The correlation between BOSOX and ^GSPC is 0.84, 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.
Performance
BOSOX vs. ^GSPC - Performance Comparison
Key characteristics
BOSOX:
0.44
^GSPC:
1.62
BOSOX:
0.74
^GSPC:
2.20
BOSOX:
1.09
^GSPC:
1.30
BOSOX:
0.46
^GSPC:
2.46
BOSOX:
1.27
^GSPC:
10.01
BOSOX:
5.92%
^GSPC:
2.08%
BOSOX:
17.13%
^GSPC:
12.88%
BOSOX:
-53.78%
^GSPC:
-56.78%
BOSOX:
-13.49%
^GSPC:
-2.13%
Returns By Period
In the year-to-date period, BOSOX achieves a 0.17% return, which is significantly lower than ^GSPC's 2.24% return. Over the past 10 years, BOSOX has underperformed ^GSPC with an annualized return of 2.26%, while ^GSPC has yielded a comparatively higher 11.04% annualized return.
BOSOX
0.17%
-2.85%
-1.89%
7.03%
4.90%
2.26%
^GSPC
2.24%
-1.20%
6.72%
18.21%
12.53%
11.04%
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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.
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. For additional features, visit the drawdowns tool.
Volatility
BOSOX vs. ^GSPC - Volatility Comparison
Boston Trust Small Cap Fund (BOSOX) has a higher volatility of 3.75% compared to S&P 500 (^GSPC) at 3.43%. 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.