BTEFX vs. WIEFX
BTEFX (Boston Trust Equity Fund) and WIEFX (Boston Trust Walden International Equity Fund) are both mutual funds - BTEFX is a Large Cap Blend Equities fund managed by Boston Trust Walden, while WIEFX is a Foreign Large Cap Equities fund managed by Boston Trust Walden. Over the past 10 years, BTEFX returned 12.08%/yr vs 7.86%/yr for WIEFX. Their 0.69 correlation means they have sometimes moved together and sometimes differently. BTEFX charges 0.85%/yr vs 0.94%/yr for WIEFX.
Performance
BTEFX vs. WIEFX - Performance Comparison
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Returns By Period
In the year-to-date period, BTEFX achieves a 6.53% return, which is significantly lower than WIEFX's 11.99% return. Over the past 10 years, BTEFX has outperformed WIEFX with an annualized return of 12.08%, while WIEFX has yielded a comparatively lower 7.86% annualized return.
BTEFX
- 1D
- 0.31%
- 1M
- 1.76%
- 6M
- 4.51%
- YTD
- 6.53%
- 1Y
- 14.41%
- 3Y*
- 10.44%
- 5Y*
- 7.67%
- 10Y*
- 12.08%
- ALL TIME*
- 9.43%
WIEFX
- 1D
- 1.36%
- 1M
- 3.46%
- 6M
- 9.46%
- YTD
- 11.99%
- 1Y
- 16.27%
- 3Y*
- 12.05%
- 5Y*
- 7.21%
- 10Y*
- 7.86%
- ALL TIME*
- 7.82%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
BTEFX vs. WIEFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BTEFX Boston Trust Equity Fund | 6.53% | 8.85% | 13.70% | 17.29% | -14.15% | 29.74% | 14.66% | 31.87% | -2.55% | 18.76% |
WIEFX Boston Trust Walden International Equity Fund | 11.99% | 15.09% | 5.31% | 16.19% | -13.08% | 13.42% | 7.16% | 20.63% | -10.17% | 19.92% |
Correlation
The correlation between BTEFX and WIEFX is 0.67, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.67 |
Correlation (3Y) Balances recent behavior with more history. | 0.67 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.72 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.69 |
Correlation (All Time) Calculated using the full available price history since Jan 4, 2016 | 0.69 |
The correlation between BTEFX and WIEFX has been stable across timeframes, ranging from 0.67 to 0.72 - a consistent structural relationship.
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Return for Risk
BTEFX vs. WIEFX — Risk / Return Rank
BTEFX
WIEFX
BTEFX vs. WIEFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Boston Trust Equity Fund (BTEFX) and Boston Trust Walden International Equity Fund (WIEFX). 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 | WIEFX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.05 | ||
| Sortino ratioReturn per unit of downside risk | +0.16 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.22 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 1.44 | 1.74 | -0.31 |
| Martin ratioReturn relative to average drawdown | 5.71 | 6.02 | -0.31 |
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Drawdowns
BTEFX vs. WIEFX - Drawdown Comparison
The maximum BTEFX drawdown since its inception was -47.71%, which is greater than WIEFX's maximum drawdown of -29.65%. Use the drawdown chart below to compare losses from any high point for BTEFX and WIEFX.
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Drawdown Indicators
| BTEFX | WIEFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.71% | -29.65% | -18.06% |
Max Drawdown (1Y)Largest decline over 1 year | -8.42% | -8.86% | +0.44% |
Max Drawdown (3Y)Largest decline over 3 years | -16.59% | -11.45% | -5.14% |
Max Drawdown (5Y)Largest decline over 5 years | -23.03% | -25.98% | +2.95% |
Max Drawdown (10Y)Largest decline over 10 years | -32.83% | -29.65% | -3.18% |
Current DrawdownCurrent decline from peak | -0.25% | 0.00% | -0.25% |
Average DrawdownAverage peak-to-trough decline | -5.54% | -4.84% | -0.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.11% | 2.56% | -0.45% |
Volatility
BTEFX vs. WIEFX - Volatility Comparison
Boston Trust Equity Fund (BTEFX) has a higher volatility of 3.19% compared to Boston Trust Walden International Equity Fund (WIEFX) at 3.02%. This indicates that BTEFX's price experiences larger fluctuations and is considered to be riskier than WIEFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BTEFX | WIEFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.19% | 3.02% | +0.17% |
Volatility (6M)Calculated over the trailing 6-month period | 7.63% | 9.91% | -2.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.19% | 13.61% | -3.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.17% | 14.45% | +0.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.96% | 14.44% | +2.52% |
BTEFX vs. WIEFX - Expense Ratio Comparison
BTEFX has a 0.85% expense ratio, which is lower than WIEFX's 0.94% expense ratio.
Dividends
BTEFX vs. WIEFX - Dividend Comparison
BTEFX's dividend yield for the trailing twelve months is around 6.88%, while WIEFX has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BTEFX Boston Trust Equity Fund | 6.88% | 7.33% | 2.50% | 1.54% | 3.16% | 2.65% | 2.91% | 1.01% | 1.80% | 0.98% | 6.71% | 7.63% |
WIEFX Boston Trust Walden International Equity Fund | 0.00% | 0.00% | 1.59% | 1.59% | 1.59% | 1.57% | 1.12% | 1.66% | 1.69% | 1.17% | 1.80% | 0.00% |
Frequently Asked Questions
BTEFX and WIEFX have a correlation of 0.67, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BTEFX has higher volatility (3.19%) compared to WIEFX (3.02%). In terms of maximum drawdown, BTEFX dropped -47.71% vs WIEFX's -29.65%.
BTEFX currently has the higher Sharpe Ratio (1.19 vs 1.14), 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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