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BTMFX vs. WSBFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BTMFX vs. WSBFX - Performance Comparison

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

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BTMFX vs. WSBFX - 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%
WSBFX
Boston Trust Walden Balanced Fund
-3.68%10.63%6.86%12.21%-13.64%19.35%8.81%24.56%-1.90%13.98%

Returns By Period

The year-to-date returns for both stocks are quite close, with BTMFX having a -3.57% return and WSBFX slightly lower at -3.68%. Over the past 10 years, BTMFX has outperformed WSBFX with an annualized return of 9.66%, while WSBFX has yielded a comparatively lower 7.72% 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%

WSBFX

1D
-0.09%
1M
-5.95%
YTD
-3.68%
6M
-0.41%
1Y
8.36%
3Y*
7.36%
5Y*
4.99%
10Y*
7.72%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BTMFX vs. WSBFX - Expense Ratio Comparison

Both BTMFX and WSBFX have an expense ratio of 1.00%.


Return for Risk

BTMFX vs. WSBFX — 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

WSBFX
WSBFX Risk / Return Rank: 4141
Overall Rank
WSBFX Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
WSBFX Sortino Ratio Rank: 4242
Sortino Ratio Rank
WSBFX Omega Ratio Rank: 3838
Omega Ratio Rank
WSBFX Calmar Ratio Rank: 4040
Calmar Ratio Rank
WSBFX Martin Ratio Rank: 4646
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. WSBFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Boston Trust Midcap Fund (BTMFX) and Boston Trust Walden Balanced Fund (WSBFX). 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.


BTMFXWSBFXDifference

Sharpe ratio

Return per unit of total volatility

0.16

0.84

-0.68

Sortino ratio

Return per unit of downside risk

0.35

1.30

-0.95

Omega ratio

Gain probability vs. loss probability

1.05

1.18

-0.13

Calmar ratio

Return relative to maximum drawdown

0.10

1.06

-0.96

Martin ratio

Return relative to average drawdown

0.41

4.64

-4.23

BTMFX vs. WSBFX - Sharpe Ratio Comparison

The current BTMFX Sharpe Ratio is 0.16, which is lower than the WSBFX Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of BTMFX and WSBFX, 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


BTMFXWSBFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.16

0.84

-0.68

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.35

0.42

-0.07

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

0.50

-0.03

Correlation

The correlation between BTMFX and WSBFX 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. WSBFX - Dividend Comparison

BTMFX's dividend yield for the trailing twelve months is around 11.26%, more than WSBFX's 8.28% 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%
WSBFX
Boston Trust Walden Balanced Fund
8.28%7.97%4.75%7.68%3.66%3.51%3.42%2.30%2.19%1.02%3.06%7.45%

Drawdowns

BTMFX vs. WSBFX - Drawdown Comparison

The maximum BTMFX drawdown since its inception was -49.26%, which is greater than WSBFX's maximum drawdown of -32.01%. Use the drawdown chart below to compare losses from any high point for BTMFX and WSBFX.


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Drawdown Indicators


BTMFXWSBFXDifference

Max Drawdown

Largest peak-to-trough decline

-49.26%

-32.01%

-17.25%

Max Drawdown (1Y)

Largest decline over 1 year

-11.81%

-7.50%

-4.31%

Max Drawdown (5Y)

Largest decline over 5 years

-20.79%

-19.94%

-0.85%

Max Drawdown (10Y)

Largest decline over 10 years

-37.14%

-24.21%

-12.93%

Current Drawdown

Current decline from peak

-7.79%

-6.31%

-1.48%

Average Drawdown

Average peak-to-trough decline

-6.18%

-4.54%

-1.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.92%

1.72%

+1.20%

Volatility

BTMFX vs. WSBFX - Volatility Comparison

Boston Trust Midcap Fund (BTMFX) has a higher volatility of 3.22% compared to Boston Trust Walden Balanced Fund (WSBFX) at 2.77%. This indicates that BTMFX's price experiences larger fluctuations and is considered to be riskier than WSBFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BTMFXWSBFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.22%

2.77%

+0.45%

Volatility (6M)

Calculated over the trailing 6-month period

8.27%

5.62%

+2.65%

Volatility (1Y)

Calculated over the trailing 1-year period

16.27%

10.92%

+5.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.75%

11.93%

+3.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.44%

12.27%

+5.17%