BTMFX vs. ^GSPC
Compare and contrast key facts about Boston Trust Midcap Fund (BTMFX) and S&P 500 (^GSPC).
BTMFX is managed by Boston Trust Walden.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BTMFX or ^GSPC.
Correlation
The correlation between BTMFX and ^GSPC 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.
Performance
BTMFX vs. ^GSPC - Performance Comparison
Key characteristics
BTMFX:
0.50
^GSPC:
2.12
BTMFX:
0.75
^GSPC:
2.83
BTMFX:
1.10
^GSPC:
1.39
BTMFX:
0.64
^GSPC:
3.13
BTMFX:
2.17
^GSPC:
13.67
BTMFX:
2.94%
^GSPC:
1.94%
BTMFX:
12.76%
^GSPC:
12.54%
BTMFX:
-50.57%
^GSPC:
-56.78%
BTMFX:
-10.00%
^GSPC:
-2.37%
Returns By Period
In the year-to-date period, BTMFX achieves a 5.79% return, which is significantly lower than ^GSPC's 24.66% return. Over the past 10 years, BTMFX has underperformed ^GSPC with an annualized return of 8.78%, while ^GSPC has yielded a comparatively higher 11.10% annualized return.
BTMFX
5.79%
-5.85%
2.44%
7.71%
6.99%
8.78%
^GSPC
24.66%
0.49%
8.64%
26.56%
13.06%
11.10%
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Risk-Adjusted Performance
BTMFX vs. ^GSPC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Boston Trust Midcap Fund (BTMFX) and S&P 500 (^GSPC). 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.
Drawdowns
BTMFX vs. ^GSPC - Drawdown Comparison
The maximum BTMFX drawdown since its inception was -50.57%, smaller than the maximum ^GSPC drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for BTMFX and ^GSPC. For additional features, visit the drawdowns tool.
Volatility
BTMFX vs. ^GSPC - Volatility Comparison
Boston Trust Midcap Fund (BTMFX) has a higher volatility of 5.89% compared to S&P 500 (^GSPC) at 3.87%. This indicates that BTMFX's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.