BSMIX vs. BOSOX
Compare and contrast key facts about iShares Russell Small/Mid-Cap Index Fund (BSMIX) and Boston Trust Small Cap Fund (BOSOX).
BSMIX is managed by BlackRock. It was launched on Aug 13, 2015. BOSOX is managed by Boston Trust Walden.
Performance
BSMIX vs. BOSOX - Performance Comparison
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BSMIX vs. BOSOX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BSMIX iShares Russell Small/Mid-Cap Index Fund | -1.37% | 11.92% | 12.04% | 17.15% | -18.39% | 18.00% | 20.28% | 27.62% | -10.22% | 16.75% |
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% |
Returns By Period
In the year-to-date period, BSMIX achieves a -1.37% return, which is significantly higher than BOSOX's -4.10% return. Over the past 10 years, BSMIX has outperformed BOSOX with an annualized return of 10.11%, while BOSOX has yielded a comparatively lower 9.28% annualized return.
BSMIX
- 1D
- -1.26%
- 1M
- -8.33%
- YTD
- -1.37%
- 6M
- 0.85%
- 1Y
- 19.40%
- 3Y*
- 11.90%
- 5Y*
- 4.70%
- 10Y*
- 10.11%
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%
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BSMIX vs. BOSOX - Expense Ratio Comparison
BSMIX has a 0.12% expense ratio, which is lower than BOSOX's 1.00% expense ratio.
Return for Risk
BSMIX vs. BOSOX — Risk / Return Rank
BSMIX
BOSOX
BSMIX vs. BOSOX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Russell Small/Mid-Cap Index Fund (BSMIX) and Boston Trust Small Cap Fund (BOSOX). 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.
| BSMIX | BOSOX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.88 | -0.13 | +1.01 |
Sortino ratioReturn per unit of downside risk | 1.36 | -0.05 | +1.41 |
Omega ratioGain probability vs. loss probability | 1.18 | 0.99 | +0.19 |
Calmar ratioReturn relative to maximum drawdown | 1.19 | -0.33 | +1.52 |
Martin ratioReturn relative to average drawdown | 5.17 | -1.03 | +6.20 |
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
| BSMIX | BOSOX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.88 | -0.13 | +1.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.22 | 0.20 | +0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.47 | 0.48 | -0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.41 | +0.07 |
Correlation
The correlation between BSMIX and BOSOX is 0.93, 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
BSMIX vs. BOSOX - Dividend Comparison
BSMIX's dividend yield for the trailing twelve months is around 2.94%, less than BOSOX's 4.60% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BSMIX iShares Russell Small/Mid-Cap Index Fund | 2.94% | 2.90% | 2.04% | 1.37% | 4.94% | 4.77% | 4.42% | 2.83% | 4.33% | 2.83% | 1.45% | 0.00% |
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% |
Drawdowns
BSMIX vs. BOSOX - Drawdown Comparison
The maximum BSMIX drawdown since its inception was -41.32%, smaller than the maximum BOSOX drawdown of -51.32%. Use the drawdown chart below to compare losses from any high point for BSMIX and BOSOX.
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Drawdown Indicators
| BSMIX | BOSOX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -41.32% | -51.32% | +10.00% |
Max Drawdown (1Y)Largest decline over 1 year | -14.24% | -11.89% | -2.35% |
Max Drawdown (5Y)Largest decline over 5 years | -28.33% | -22.36% | -5.97% |
Max Drawdown (10Y)Largest decline over 10 years | -41.32% | -36.79% | -4.53% |
Current DrawdownCurrent decline from peak | -9.39% | -16.07% | +6.68% |
Average DrawdownAverage peak-to-trough decline | -7.52% | -7.26% | -0.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.29% | 3.82% | -0.53% |
Volatility
BSMIX vs. BOSOX - Volatility Comparison
iShares Russell Small/Mid-Cap Index Fund (BSMIX) has a higher volatility of 6.35% compared to Boston Trust Small Cap Fund (BOSOX) at 4.10%. This indicates that BSMIX's price experiences larger fluctuations and is considered to be riskier than BOSOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BSMIX | BOSOX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.35% | 4.10% | +2.25% |
Volatility (6M)Calculated over the trailing 6-month period | 12.71% | 10.48% | +2.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.93% | 18.96% | +2.97% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.10% | 17.82% | +3.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.63% | 19.56% | +2.07% |