BTMFX vs. WSBFX
Compare and contrast key facts about Boston Trust Midcap Fund (BTMFX) and Boston Trust Walden Balanced Fund (WSBFX).
BTMFX is managed by Boston Trust Walden. WSBFX is managed by Boston Trust Walden. It was launched on Jun 17, 1999.
Performance
BTMFX vs. WSBFX - Performance Comparison
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BTMFX vs. WSBFX - 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% |
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%
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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
BTMFX
WSBFX
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.
| BTMFX | WSBFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.16 | 0.84 | -0.68 |
Sortino ratioReturn per unit of downside risk | 0.35 | 1.30 | -0.95 |
Omega ratioGain probability vs. loss probability | 1.05 | 1.18 | -0.13 |
Calmar ratioReturn relative to maximum drawdown | 0.10 | 1.06 | -0.96 |
Martin ratioReturn relative to average drawdown | 0.41 | 4.64 | -4.23 |
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 | WSBFX | Difference | |
|---|---|---|---|
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.
| 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% |
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
| BTMFX | WSBFX | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -7.79% | -6.31% | -1.48% |
Average DrawdownAverage peak-to-trough decline | -6.18% | -4.54% | -1.64% |
Ulcer IndexDepth 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
| BTMFX | WSBFX | Difference | |
|---|---|---|---|
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% |