BTMFX vs. BMSLX
BTMFX (Boston Trust Midcap Fund) and BMSLX (MFS Blended Research Mid Cap Equity Fund) are both Mid Cap Blend Equities funds. Over the past 5 years, BTMFX returned 6.34%/yr vs 10.89%/yr for BMSLX. Their correlation of 0.91 means they have usually moved in the same direction. BTMFX charges 1.00%/yr vs 0.59%/yr for BMSLX.
Performance
BTMFX vs. BMSLX - Performance Comparison
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Returns By Period
In the year-to-date period, BTMFX achieves a 7.93% return, which is significantly lower than BMSLX's 18.50% return.
BTMFX
- 1D
- 0.08%
- 1M
- 2.15%
- 6M
- 4.87%
- YTD
- 7.93%
- 1Y
- 10.61%
- 3Y*
- 8.64%
- 5Y*
- 6.34%
- 10Y*
- 10.61%
- ALL TIME*
- 9.49%
BMSLX
- 1D
- -0.17%
- 1M
- 0.80%
- 6M
- 14.04%
- YTD
- 18.50%
- 1Y
- 24.12%
- 3Y*
- 17.25%
- 5Y*
- 10.89%
- 10Y*
- —
- ALL TIME*
- 12.13%
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 |
BTMFX vs. BMSLX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BTMFX Boston Trust Midcap Fund | 7.93% | 4.29% | 10.27% | 13.06% | -10.91% | 24.77% | 9.72% | 33.00% | -3.36% | 20.01% |
BMSLX MFS Blended Research Mid Cap Equity Fund | 18.50% | 8.08% | 19.25% | 19.81% | -13.70% | 26.54% | 10.44% | 30.21% | -11.11% | 18.04% |
Correlation
The correlation between BTMFX and BMSLX is 0.83, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.83 |
Correlation (3Y) Balances recent behavior with more history. | 0.87 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.91 |
Correlation (All Time) Calculated using the full available price history since Aug 23, 2016 | 0.91 |
The correlation between BTMFX and BMSLX has been stable across timeframes, ranging from 0.83 to 0.91 - a consistent structural relationship.
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Return for Risk
BTMFX vs. BMSLX — Risk / Return Rank
BTMFX
BMSLX
BTMFX vs. BMSLX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Boston Trust Midcap Fund (BTMFX) and MFS Blended Research Mid Cap Equity Fund (BMSLX). 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.
| BTMFX | BMSLX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.71 | ||
| Sortino ratioReturn per unit of downside risk | -0.99 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 1.27 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | 1.24 | 2.42 | -1.19 |
| Martin ratioReturn relative to average drawdown | 3.43 | 8.37 | -4.94 |
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Drawdowns
BTMFX vs. BMSLX - Drawdown Comparison
The maximum BTMFX drawdown since its inception was -49.26%, which is greater than BMSLX's maximum drawdown of -41.06%. Use the drawdown chart below to compare losses from any high point for BTMFX and BMSLX.
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Drawdown Indicators
| BTMFX | BMSLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.26% | -41.06% | -8.20% |
Max Drawdown (1Y)Largest decline over 1 year | -7.79% | -9.17% | +1.38% |
Max Drawdown (3Y)Largest decline over 3 years | -17.77% | -22.28% | +4.51% |
Max Drawdown (5Y)Largest decline over 5 years | -20.79% | -22.28% | +1.49% |
Max Drawdown (10Y)Largest decline over 10 years | -37.14% | — | — |
Current DrawdownCurrent decline from peak | -0.68% | -0.74% | +0.06% |
Average DrawdownAverage peak-to-trough decline | -6.12% | -4.98% | -1.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.80% | 2.65% | +0.15% |
Volatility
BTMFX vs. BMSLX - Volatility Comparison
Boston Trust Midcap Fund (BTMFX) has a higher volatility of 3.47% compared to MFS Blended Research Mid Cap Equity Fund (BMSLX) at 3.07%. This indicates that BTMFX's price experiences larger fluctuations and is considered to be riskier than BMSLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BTMFX | BMSLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.47% | 3.07% | +0.40% |
Volatility (6M)Calculated over the trailing 6-month period | 8.19% | 10.95% | -2.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.72% | 14.50% | -2.78% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.74% | 18.43% | -2.69% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.38% | 19.64% | -2.26% |
BTMFX vs. BMSLX - Expense Ratio Comparison
BTMFX has a 1.00% expense ratio, which is higher than BMSLX's 0.59% expense ratio.
Dividends
BTMFX vs. BMSLX - Dividend Comparison
BTMFX's dividend yield for the trailing twelve months is around 10.06%, more than BMSLX's 2.60% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BMSLX MFS Blended Research Mid Cap Equity Fund | 2.60% | 3.08% | 10.98% | 2.32% | 5.15% | 23.06% | 0.94% | 4.90% | 8.27% | 2.63% | 0.47% | 0.00% |
BTMFX Boston Trust Midcap Fund | 10.06% | 10.86% | 4.23% | 4.41% | 4.71% | 4.91% | 1.98% | 6.95% | 5.96% | 6.61% | 7.03% | 6.60% |
Frequently Asked Questions
BTMFX and BMSLX have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BTMFX has higher volatility (3.47%) compared to BMSLX (3.07%). In terms of maximum drawdown, BTMFX dropped -49.26% vs BMSLX's -41.06%.
BMSLX currently has the higher Sharpe Ratio (1.53 vs 0.82), 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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