BTEFX vs. WAMFX
BTEFX (Boston Trust Equity Fund) and WAMFX (Boston Trust Walden Midcap Fund) are both mutual funds - BTEFX is a Large Cap Blend Equities fund managed by Boston Trust Walden, while WAMFX is a Mid Cap Blend Equities fund managed by Boston Trust Walden. Over the past 10 years, BTEFX returned 12.05%/yr vs 10.54%/yr for WAMFX. Their correlation of 0.91 suggests significant overlap in exposure. BTEFX charges 0.85%/yr vs 0.99%/yr for WAMFX.
Performance
BTEFX vs. WAMFX - Performance Comparison
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Returns By Period
In the year-to-date period, BTEFX achieves a 0.98% return, which is significantly lower than WAMFX's 2.40% return. Over the past 10 years, BTEFX has outperformed WAMFX with an annualized return of 12.05%, while WAMFX has yielded a comparatively lower 10.54% annualized return.
BTEFX
- 1D
- -1.09%
- 1M
- -3.11%
- YTD
- 0.98%
- 6M
- 0.40%
- 1Y
- 10.43%
- 3Y*
- 10.44%
- 5Y*
- 7.62%
- 10Y*
- 12.05%
WAMFX
- 1D
- 0.00%
- 1M
- 0.83%
- YTD
- 2.40%
- 6M
- 1.19%
- 1Y
- 7.06%
- 3Y*
- 9.45%
- 5Y*
- 6.29%
- 10Y*
- 10.54%
BTEFX vs. WAMFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BTEFX Boston Trust Equity Fund | 0.98% | 8.85% | 13.70% | 17.29% | -14.15% | 29.74% | 14.66% | 31.87% | -2.55% | 18.76% |
WAMFX Boston Trust Walden Midcap Fund | 2.40% | 4.82% | 10.39% | 13.90% | -10.87% | 24.85% | 9.56% | 36.98% | -3.59% | 16.21% |
Correlation
The correlation between BTEFX and WAMFX is 0.73, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.73 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.81 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.87 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.89 |
Correlation (All Time) Calculated using the full available price history since Aug 1, 2011 | 0.91 |
The correlation between BTEFX and WAMFX shifts across timeframes, from 0.73 (1 year) to 0.91 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
BTEFX vs. WAMFX — Risk / Return Rank
BTEFX
WAMFX
BTEFX vs. WAMFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Boston Trust Equity Fund (BTEFX) and Boston Trust Walden Midcap Fund (WAMFX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| BTEFX | WAMFX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.45 | ||
| Sortino ratioReturn per unit of downside risk | +0.53 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.13 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 1.36 | 1.01 | +0.35 |
| Martin ratioReturn relative to average drawdown | 5.56 | 2.92 | +2.64 |
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Drawdowns
BTEFX vs. WAMFX - Drawdown Comparison
The maximum BTEFX drawdown since its inception was -47.71%, which is greater than WAMFX's maximum drawdown of -36.81%. Use the drawdown chart below to compare losses from any high point for BTEFX and WAMFX.
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Drawdown Indicators
| BTEFX | WAMFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.71% | -36.81% | -10.90% |
Max Drawdown (1Y)Largest decline over 1 year | -8.42% | -8.38% | -0.04% |
Max Drawdown (3Y)Largest decline over 3 years | -16.59% | -17.51% | +0.92% |
Max Drawdown (5Y)Largest decline over 5 years | -23.03% | -20.82% | -2.21% |
Max Drawdown (10Y)Largest decline over 10 years | -32.83% | -36.81% | +3.98% |
Current DrawdownCurrent decline from peak | -3.38% | -2.17% | -1.21% |
Average DrawdownAverage peak-to-trough decline | -5.56% | -3.93% | -1.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.06% | 2.91% | -0.85% |
Volatility
BTEFX vs. WAMFX - Volatility Comparison
Boston Trust Equity Fund (BTEFX) and Boston Trust Walden Midcap Fund (WAMFX) have volatilities of 3.12% and 3.26%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BTEFX | WAMFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.12% | 3.26% | -0.14% |
Volatility (6M)Calculated over the trailing 6-month period | 7.41% | 8.36% | -0.95% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.95% | 12.04% | -2.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.19% | 15.81% | -0.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.01% | 17.49% | -0.48% |
BTEFX vs. WAMFX - Expense Ratio Comparison
BTEFX has a 0.85% expense ratio, which is lower than WAMFX's 0.99% expense ratio.
Dividends
BTEFX vs. WAMFX - Dividend Comparison
BTEFX's dividend yield for the trailing twelve months is around 7.25%, more than WAMFX's 7.06% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BTEFX Boston Trust Equity Fund | 7.25% | 7.33% | 2.50% | 1.54% | 3.16% | 2.65% | 2.91% | 1.01% | 1.80% | 0.98% | 6.71% | 7.63% |
WAMFX Boston Trust Walden Midcap Fund | 7.06% | 7.23% | 3.49% | 4.84% | 5.55% | 4.82% | 3.87% | 12.83% | 7.08% | 0.45% | 5.06% | 5.54% |
Frequently Asked Questions
BTEFX and WAMFX have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WAMFX has higher volatility (3.26%) compared to BTEFX (3.12%). In terms of maximum drawdown, BTEFX dropped -47.71% vs WAMFX's -36.81%.
BTEFX currently has the higher Sharpe Ratio (1.15 vs 0.71), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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