BTEFX vs. WSEFX
Compare and contrast key facts about Boston Trust Equity Fund (BTEFX) and Boston Trust Walden Equity Fund (WSEFX).
BTEFX is managed by Boston Trust Walden. It was launched on Oct 1, 2003. WSEFX is managed by Boston Trust Walden. It was launched on Jun 18, 1999.
Performance
BTEFX vs. WSEFX - Performance Comparison
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BTEFX vs. WSEFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BTEFX Boston Trust Equity Fund | -3.64% | 8.85% | 13.70% | 17.29% | -14.15% | 29.74% | 14.66% | 31.87% | -2.55% | 18.76% |
WSEFX Boston Trust Walden Equity Fund | -3.58% | 13.26% | 9.78% | 16.31% | -13.53% | 27.97% | 13.57% | 35.43% | -2.54% | 15.84% |
Returns By Period
The year-to-date returns for both investments are quite close, with BTEFX having a -3.64% return and WSEFX slightly higher at -3.58%. Both investments have delivered pretty close results over the past 10 years, with BTEFX having a 11.42% annualized return and WSEFX not far behind at 11.22%.
BTEFX
- 1D
- 2.12%
- 1M
- -5.02%
- YTD
- -3.64%
- 6M
- -2.50%
- 1Y
- 8.12%
- 3Y*
- 10.10%
- 5Y*
- 7.93%
- 10Y*
- 11.42%
WSEFX
- 1D
- 2.52%
- 1M
- -5.38%
- YTD
- -3.58%
- 6M
- 1.05%
- 1Y
- 13.62%
- 3Y*
- 10.45%
- 5Y*
- 7.74%
- 10Y*
- 11.22%
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BTEFX vs. WSEFX - Expense Ratio Comparison
BTEFX has a 0.85% expense ratio, which is lower than WSEFX's 1.00% expense ratio.
Return for Risk
BTEFX vs. WSEFX — Risk / Return Rank
BTEFX
WSEFX
BTEFX vs. WSEFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Boston Trust Equity Fund (BTEFX) and Boston Trust Walden Equity Fund (WSEFX). 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.
| BTEFX | WSEFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.54 | 0.82 | -0.28 |
Sortino ratioReturn per unit of downside risk | 0.91 | 1.31 | -0.40 |
Omega ratioGain probability vs. loss probability | 1.13 | 1.19 | -0.06 |
Calmar ratioReturn relative to maximum drawdown | 0.86 | 1.31 | -0.45 |
Martin ratioReturn relative to average drawdown | 3.74 | 5.89 | -2.15 |
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
| BTEFX | WSEFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.54 | 0.82 | -0.28 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.52 | 0.50 | +0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.67 | 0.65 | +0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.52 | 0.43 | +0.09 |
Correlation
The correlation between BTEFX and WSEFX is 0.99, 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
BTEFX vs. WSEFX - Dividend Comparison
BTEFX's dividend yield for the trailing twelve months is around 7.60%, less than WSEFX's 11.98% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BTEFX Boston Trust Equity Fund | 7.60% | 7.33% | 2.50% | 1.54% | 3.16% | 2.65% | 2.91% | 1.01% | 1.80% | 0.98% | 6.71% | 7.63% |
WSEFX Boston Trust Walden Equity Fund | 11.98% | 11.55% | 4.95% | 2.99% | 3.31% | 2.24% | 4.15% | 5.27% | 2.20% | 0.92% | 3.39% | 6.82% |
Drawdowns
BTEFX vs. WSEFX - Drawdown Comparison
The maximum BTEFX drawdown since its inception was -47.71%, roughly equal to the maximum WSEFX drawdown of -48.02%. Use the drawdown chart below to compare losses from any high point for BTEFX and WSEFX.
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Drawdown Indicators
| BTEFX | WSEFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.71% | -48.02% | +0.31% |
Max Drawdown (1Y)Largest decline over 1 year | -10.64% | -11.26% | +0.62% |
Max Drawdown (5Y)Largest decline over 5 years | -23.03% | -21.99% | -1.04% |
Max Drawdown (10Y)Largest decline over 10 years | -32.83% | -33.50% | +0.67% |
Current DrawdownCurrent decline from peak | -6.39% | -6.34% | -0.05% |
Average DrawdownAverage peak-to-trough decline | -5.60% | -6.12% | +0.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.45% | 2.51% | -0.06% |
Volatility
BTEFX vs. WSEFX - Volatility Comparison
The current volatility for Boston Trust Equity Fund (BTEFX) is 3.94%, while Boston Trust Walden Equity Fund (WSEFX) has a volatility of 4.66%. This indicates that BTEFX experiences smaller price fluctuations and is considered to be less risky than WSEFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BTEFX | WSEFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.94% | 4.66% | -0.72% |
Volatility (6M)Calculated over the trailing 6-month period | 7.25% | 8.60% | -1.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.33% | 16.76% | -1.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.24% | 15.60% | -0.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.99% | 17.27% | -0.28% |