BTMFX vs. BOSOX
Compare and contrast key facts about Boston Trust Midcap Fund (BTMFX) and Boston Trust Small Cap Fund (BOSOX).
BTMFX is managed by Boston Trust Walden. BOSOX is managed by Boston Trust Walden.
Performance
BTMFX vs. BOSOX - Performance Comparison
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BTMFX vs. BOSOX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BTMFX Boston Trust Midcap Fund | -3.57% | 4.29% | 10.27% | 13.06% | -10.91% | 24.77% | 9.72% | 33.00% | -3.36% | 20.01% |
BOSOX Boston Trust Small Cap Fund | -4.10% | -4.04% | 12.52% | 10.09% | -9.05% | 28.10% | 8.27% | 38.35% | -6.01% | 12.24% |
Returns By Period
In the year-to-date period, BTMFX achieves a -3.57% return, which is significantly higher than BOSOX's -4.10% return. Both investments have delivered pretty close results over the past 10 years, with BTMFX having a 9.66% annualized return and BOSOX not far behind at 9.28%.
BTMFX
- 1D
- -0.09%
- 1M
- -7.33%
- YTD
- -3.57%
- 6M
- -3.90%
- 1Y
- 1.77%
- 3Y*
- 6.45%
- 5Y*
- 5.48%
- 10Y*
- 9.66%
BOSOX
- 1D
- -0.25%
- 1M
- -8.25%
- YTD
- -4.10%
- 6M
- -4.75%
- 1Y
- -4.04%
- 3Y*
- 3.34%
- 5Y*
- 3.57%
- 10Y*
- 9.28%
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BTMFX vs. BOSOX - Expense Ratio Comparison
Both BTMFX and BOSOX have an expense ratio of 1.00%.
Return for Risk
BTMFX vs. BOSOX — Risk / Return Rank
BTMFX
BOSOX
BTMFX vs. BOSOX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Boston Trust Midcap Fund (BTMFX) and Boston Trust Small Cap Fund (BOSOX). 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.
| BTMFX | BOSOX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.16 | -0.13 | +0.29 |
Sortino ratioReturn per unit of downside risk | 0.35 | -0.05 | +0.41 |
Omega ratioGain probability vs. loss probability | 1.05 | 0.99 | +0.05 |
Calmar ratioReturn relative to maximum drawdown | 0.10 | -0.33 | +0.43 |
Martin ratioReturn relative to average drawdown | 0.41 | -1.03 | +1.43 |
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
| BTMFX | BOSOX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.16 | -0.13 | +0.29 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.35 | 0.20 | +0.15 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | 0.48 | +0.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.41 | +0.06 |
Correlation
The correlation between BTMFX and BOSOX is 0.92, 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
BTMFX vs. BOSOX - Dividend Comparison
BTMFX's dividend yield for the trailing twelve months is around 11.26%, more than BOSOX's 4.60% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BTMFX Boston Trust Midcap Fund | 11.26% | 10.86% | 4.23% | 4.41% | 4.71% | 4.91% | 1.98% | 6.95% | 5.96% | 6.61% | 7.03% | 6.60% |
BOSOX Boston Trust Small Cap Fund | 4.60% | 4.41% | 6.52% | 0.78% | 5.09% | 8.93% | 2.56% | 12.46% | 16.19% | 9.13% | 3.14% | 18.92% |
Drawdowns
BTMFX vs. BOSOX - Drawdown Comparison
The maximum BTMFX drawdown since its inception was -49.26%, roughly equal to the maximum BOSOX drawdown of -51.32%. Use the drawdown chart below to compare losses from any high point for BTMFX and BOSOX.
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Drawdown Indicators
| BTMFX | BOSOX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.26% | -51.32% | +2.06% |
Max Drawdown (1Y)Largest decline over 1 year | -11.81% | -11.89% | +0.08% |
Max Drawdown (5Y)Largest decline over 5 years | -20.79% | -22.36% | +1.57% |
Max Drawdown (10Y)Largest decline over 10 years | -37.14% | -36.79% | -0.35% |
Current DrawdownCurrent decline from peak | -7.79% | -16.07% | +8.28% |
Average DrawdownAverage peak-to-trough decline | -6.18% | -7.26% | +1.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.92% | 3.82% | -0.90% |
Volatility
BTMFX vs. BOSOX - Volatility Comparison
The current volatility for Boston Trust Midcap Fund (BTMFX) is 3.22%, while Boston Trust Small Cap Fund (BOSOX) has a volatility of 4.10%. This indicates that BTMFX experiences smaller price fluctuations and is considered to be less risky than BOSOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BTMFX | BOSOX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.22% | 4.10% | -0.88% |
Volatility (6M)Calculated over the trailing 6-month period | 8.27% | 10.48% | -2.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.27% | 18.96% | -2.69% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.75% | 17.82% | -2.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.44% | 19.56% | -2.12% |