BTMFX vs. WIEFX
Compare and contrast key facts about Boston Trust Midcap Fund (BTMFX) and Boston Trust Walden International Equity Fund (WIEFX).
BTMFX is managed by Boston Trust Walden. WIEFX is managed by Boston Trust Walden. It was launched on Jun 9, 2015.
Performance
BTMFX vs. WIEFX - Performance Comparison
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BTMFX vs. WIEFX - 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% |
WIEFX Boston Trust Walden International Equity Fund | -2.50% | 15.09% | 5.31% | 16.19% | -13.08% | 13.42% | 7.16% | 20.63% | -10.17% | 19.92% |
Returns By Period
In the year-to-date period, BTMFX achieves a -3.57% return, which is significantly lower than WIEFX's -2.50% return. Over the past 10 years, BTMFX has outperformed WIEFX with an annualized return of 9.66%, while WIEFX has yielded a comparatively lower 6.72% 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%
WIEFX
- 1D
- 0.51%
- 1M
- -8.39%
- YTD
- -2.50%
- 6M
- -4.05%
- 1Y
- 5.83%
- 3Y*
- 9.29%
- 5Y*
- 5.73%
- 10Y*
- 6.72%
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BTMFX vs. WIEFX - Expense Ratio Comparison
BTMFX has a 1.00% expense ratio, which is higher than WIEFX's 0.94% expense ratio.
Return for Risk
BTMFX vs. WIEFX — Risk / Return Rank
BTMFX
WIEFX
BTMFX vs. WIEFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Boston Trust Midcap Fund (BTMFX) and Boston Trust Walden International Equity Fund (WIEFX). 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 | WIEFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.16 | 0.34 | -0.18 |
Sortino ratioReturn per unit of downside risk | 0.35 | 0.55 | -0.20 |
Omega ratioGain probability vs. loss probability | 1.05 | 1.08 | -0.03 |
Calmar ratioReturn relative to maximum drawdown | 0.10 | 0.55 | -0.45 |
Martin ratioReturn relative to average drawdown | 0.41 | 1.91 | -1.50 |
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 | WIEFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.16 | 0.34 | -0.18 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.35 | 0.40 | -0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | 0.46 | +0.10 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.45 | +0.02 |
Correlation
The correlation between BTMFX and WIEFX is 0.68, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
BTMFX vs. WIEFX - Dividend Comparison
BTMFX's dividend yield for the trailing twelve months is around 11.26%, while WIEFX has not paid dividends to shareholders.
| 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% |
WIEFX Boston Trust Walden International Equity Fund | 0.00% | 0.00% | 1.59% | 1.59% | 1.59% | 1.57% | 1.12% | 1.66% | 1.69% | 1.17% | 1.80% | 0.00% |
Drawdowns
BTMFX vs. WIEFX - Drawdown Comparison
The maximum BTMFX drawdown since its inception was -49.26%, which is greater than WIEFX's maximum drawdown of -29.65%. Use the drawdown chart below to compare losses from any high point for BTMFX and WIEFX.
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Drawdown Indicators
| BTMFX | WIEFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -49.26% | -29.65% | -19.61% |
Max Drawdown (1Y)Largest decline over 1 year | -11.81% | -9.15% | -2.66% |
Max Drawdown (5Y)Largest decline over 5 years | -20.79% | -25.98% | +5.19% |
Max Drawdown (10Y)Largest decline over 10 years | -37.14% | -29.65% | -7.49% |
Current DrawdownCurrent decline from peak | -7.79% | -8.39% | +0.60% |
Average DrawdownAverage peak-to-trough decline | -6.18% | -4.96% | -1.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.92% | 2.75% | +0.17% |
Volatility
BTMFX vs. WIEFX - Volatility Comparison
The current volatility for Boston Trust Midcap Fund (BTMFX) is 3.22%, while Boston Trust Walden International Equity Fund (WIEFX) has a volatility of 5.15%. This indicates that BTMFX experiences smaller price fluctuations and is considered to be less risky than WIEFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BTMFX | WIEFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.22% | 5.15% | -1.93% |
Volatility (6M)Calculated over the trailing 6-month period | 8.27% | 10.38% | -2.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.27% | 15.62% | +0.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.75% | 14.32% | +1.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.44% | 14.72% | +2.72% |