BTEFX vs. WSEFX
BTEFX (Boston Trust Equity Fund) and WSEFX (Boston Trust Walden Equity Fund) are both Large Cap Blend Equities funds from Boston Trust Walden. Over the past 10 years, BTEFX returned 12.05%/yr vs 12.74%/yr for WSEFX. With a 0.98 correlation, they move nearly in lockstep. BTEFX charges 0.85%/yr vs 1.00%/yr for WSEFX.
Performance
BTEFX vs. WSEFX - 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 WSEFX's 8.62% return. Over the past 10 years, BTEFX has underperformed WSEFX with an annualized return of 12.05%, while WSEFX has yielded a comparatively higher 12.74% 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%
WSEFX
- 1D
- -0.28%
- 1M
- 1.03%
- YTD
- 8.62%
- 6M
- 7.88%
- 1Y
- 26.13%
- 3Y*
- 13.65%
- 5Y*
- 9.08%
- 10Y*
- 12.74%
BTEFX vs. WSEFX - 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% |
WSEFX Boston Trust Walden Equity Fund | 8.62% | 13.26% | 9.78% | 16.31% | -13.53% | 27.97% | 13.57% | 35.43% | -2.54% | 15.84% |
Correlation
The correlation between BTEFX and WSEFX is 0.91, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.91 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.96 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.98 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.98 |
Correlation (All Time) Calculated using the full available price history since Oct 1, 2003 | 0.98 |
The correlation between BTEFX and WSEFX has been stable across timeframes, ranging from 0.91 to 0.98 - a consistent structural relationship.
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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.
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 | WSEFX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.25 | ||
| Sortino ratioReturn per unit of downside risk | -1.72 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.44 | -0.23 |
| Calmar ratioReturn relative to maximum drawdown | 1.36 | 3.15 | -1.78 |
| Martin ratioReturn relative to average drawdown | 5.56 | 14.28 | -8.72 |
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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 | -8.42% | -8.65% | +0.23% |
Max Drawdown (3Y)Largest decline over 3 years | -16.59% | -17.49% | +0.90% |
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 | -3.38% | -0.86% | -2.52% |
Average DrawdownAverage peak-to-trough decline | -5.56% | -6.07% | +0.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.06% | 1.90% | +0.16% |
Volatility
BTEFX vs. WSEFX - Volatility Comparison
The current volatility for Boston Trust Equity Fund (BTEFX) is 3.12%, while Boston Trust Walden Equity Fund (WSEFX) has a volatility of 3.52%. 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 | 3.12% | 3.52% | -0.40% |
Volatility (6M)Calculated over the trailing 6-month period | 7.41% | 8.62% | -1.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.95% | 11.31% | -1.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.19% | 15.61% | -0.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.01% | 17.29% | -0.28% |
BTEFX vs. WSEFX - Expense Ratio Comparison
BTEFX has a 0.85% expense ratio, which is lower than WSEFX's 1.00% expense ratio.
Dividends
BTEFX vs. WSEFX - Dividend Comparison
BTEFX's dividend yield for the trailing twelve months is around 7.25%, less than WSEFX's 10.63% 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% |
WSEFX Boston Trust Walden Equity Fund | 10.63% | 11.55% | 4.95% | 2.99% | 3.31% | 2.24% | 4.15% | 5.27% | 2.20% | 0.92% | 3.39% | 6.82% |
Frequently Asked Questions
With a correlation of 0.91, BTEFX and WSEFX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
WSEFX has higher volatility (3.52%) compared to BTEFX (3.12%). In terms of maximum drawdown, BTEFX dropped -47.71% vs WSEFX's -48.02%.
WSEFX currently has the higher Sharpe Ratio (2.41 vs 1.15), 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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