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BTEFX vs. WSEFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BTEFX vs. WSEFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Boston Trust Equity Fund (BTEFX) and Boston Trust Walden Equity Fund (WSEFX). The values are adjusted to include any dividend payments, if applicable.

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BTEFX vs. WSEFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BTEFX
BTEFX Risk / Return Rank: 2121
Overall Rank
BTEFX Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
BTEFX Sortino Ratio Rank: 1818
Sortino Ratio Rank
BTEFX Omega Ratio Rank: 1818
Omega Ratio Rank
BTEFX Calmar Ratio Rank: 2424
Calmar Ratio Rank
BTEFX Martin Ratio Rank: 3030
Martin Ratio Rank

WSEFX
WSEFX Risk / Return Rank: 4040
Overall Rank
WSEFX Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
WSEFX Sortino Ratio Rank: 3636
Sortino Ratio Rank
WSEFX Omega Ratio Rank: 3535
Omega Ratio Rank
WSEFX Calmar Ratio Rank: 4444
Calmar Ratio Rank
WSEFX Martin Ratio Rank: 5353
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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.


BTEFXWSEFXDifference

Sharpe ratio

Return per unit of total volatility

0.54

0.82

-0.28

Sortino ratio

Return per unit of downside risk

0.91

1.31

-0.40

Omega ratio

Gain probability vs. loss probability

1.13

1.19

-0.06

Calmar ratio

Return relative to maximum drawdown

0.86

1.31

-0.45

Martin ratio

Return relative to average drawdown

3.74

5.89

-2.15

BTEFX vs. WSEFX - Sharpe Ratio Comparison

The current BTEFX Sharpe Ratio is 0.54, which is lower than the WSEFX Sharpe Ratio of 0.82. The chart below compares the historical Sharpe Ratios of BTEFX and WSEFX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


BTEFXWSEFXDifference

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.


TTM20252024202320222021202020192018201720162015
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


BTEFXWSEFXDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-6.39%

-6.34%

-0.05%

Average Drawdown

Average peak-to-trough decline

-5.60%

-6.12%

+0.52%

Ulcer Index

Depth 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


BTEFXWSEFXDifference

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%