PortfoliosLab logoPortfoliosLab logo
BTMFX vs. FMCSX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BTMFX vs. FMCSX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Boston Trust Midcap Fund (BTMFX) and Fidelity Mid-Cap Stock Fund (FMCSX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

BTMFX vs. FMCSX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
FMCSX
Fidelity Mid-Cap Stock Fund
1.46%11.80%14.55%11.02%-6.40%28.64%11.43%25.39%-6.67%18.03%

Returns By Period

In the year-to-date period, BTMFX achieves a -3.57% return, which is significantly lower than FMCSX's 1.46% return. Over the past 10 years, BTMFX has underperformed FMCSX with an annualized return of 9.66%, while FMCSX has yielded a comparatively higher 11.64% annualized return.


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%

FMCSX

1D
-1.38%
1M
-7.66%
YTD
1.46%
6M
4.65%
1Y
20.42%
3Y*
12.52%
5Y*
8.62%
10Y*
11.64%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


BTMFX vs. FMCSX - Expense Ratio Comparison

BTMFX has a 1.00% expense ratio, which is higher than FMCSX's 0.85% expense ratio.


Return for Risk

BTMFX vs. FMCSX — Risk / Return Rank

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

BTMFX
BTMFX Risk / Return Rank: 88
Overall Rank
BTMFX Sharpe Ratio Rank: 88
Sharpe Ratio Rank
BTMFX Sortino Ratio Rank: 88
Sortino Ratio Rank
BTMFX Omega Ratio Rank: 88
Omega Ratio Rank
BTMFX Calmar Ratio Rank: 88
Calmar Ratio Rank
BTMFX Martin Ratio Rank: 88
Martin Ratio Rank

FMCSX
FMCSX Risk / Return Rank: 6161
Overall Rank
FMCSX Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
FMCSX Sortino Ratio Rank: 6262
Sortino Ratio Rank
FMCSX Omega Ratio Rank: 5757
Omega Ratio Rank
FMCSX Calmar Ratio Rank: 6161
Calmar Ratio Rank
FMCSX Martin Ratio Rank: 6767
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.

BTMFX vs. FMCSX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Boston Trust Midcap Fund (BTMFX) and Fidelity Mid-Cap Stock Fund (FMCSX). 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.


BTMFXFMCSXDifference

Sharpe ratio

Return per unit of total volatility

0.16

1.05

-0.89

Sortino ratio

Return per unit of downside risk

0.35

1.55

-1.19

Omega ratio

Gain probability vs. loss probability

1.05

1.22

-0.17

Calmar ratio

Return relative to maximum drawdown

0.10

1.40

-1.30

Martin ratio

Return relative to average drawdown

0.41

6.36

-5.96

BTMFX vs. FMCSX - Sharpe Ratio Comparison

The current BTMFX Sharpe Ratio is 0.16, which is lower than the FMCSX Sharpe Ratio of 1.05. The chart below compares the historical Sharpe Ratios of BTMFX and FMCSX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


BTMFXFMCSXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.16

1.05

-0.89

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.35

0.49

-0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

0.63

-0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

0.56

-0.09

Correlation

The correlation between BTMFX and FMCSX is 0.91, 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. FMCSX - Dividend Comparison

BTMFX's dividend yield for the trailing twelve months is around 11.26%, more than FMCSX's 1.81% yield.


TTM20252024202320222021202020192018201720162015
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%
FMCSX
Fidelity Mid-Cap Stock Fund
1.81%1.83%8.94%2.60%5.44%12.80%6.72%6.63%18.48%6.66%8.25%14.18%

Drawdowns

BTMFX vs. FMCSX - Drawdown Comparison

The maximum BTMFX drawdown since its inception was -49.26%, smaller than the maximum FMCSX drawdown of -62.19%. Use the drawdown chart below to compare losses from any high point for BTMFX and FMCSX.


Loading graphics...

Drawdown Indicators


BTMFXFMCSXDifference

Max Drawdown

Largest peak-to-trough decline

-49.26%

-62.19%

+12.93%

Max Drawdown (1Y)

Largest decline over 1 year

-11.81%

-13.27%

+1.46%

Max Drawdown (5Y)

Largest decline over 5 years

-20.79%

-22.33%

+1.54%

Max Drawdown (10Y)

Largest decline over 10 years

-37.14%

-40.55%

+3.41%

Current Drawdown

Current decline from peak

-7.79%

-8.55%

+0.76%

Average Drawdown

Average peak-to-trough decline

-6.18%

-9.40%

+3.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.92%

2.93%

-0.01%

Volatility

BTMFX vs. FMCSX - Volatility Comparison

The current volatility for Boston Trust Midcap Fund (BTMFX) is 3.22%, while Fidelity Mid-Cap Stock Fund (FMCSX) has a volatility of 6.50%. This indicates that BTMFX experiences smaller price fluctuations and is considered to be less risky than FMCSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


BTMFXFMCSXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.22%

6.50%

-3.28%

Volatility (6M)

Calculated over the trailing 6-month period

8.27%

11.90%

-3.63%

Volatility (1Y)

Calculated over the trailing 1-year period

16.27%

19.89%

-3.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.75%

17.59%

-1.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.44%

18.50%

-1.06%