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:
0.69
^GSPC:
1.90
BTMFX:
1.00
^GSPC:
2.54
BTMFX:
1.13
^GSPC:
1.35
BTMFX:
0.72
^GSPC:
2.87
BTMFX:
2.35
^GSPC:
11.84
BTMFX:
3.69%
^GSPC:
2.06%
BTMFX:
12.60%
^GSPC:
12.86%
BTMFX:
-50.57%
^GSPC:
-56.78%
BTMFX:
-8.86%
^GSPC:
-2.30%
Returns By Period
In the year-to-date period, BTMFX achieves a 0.49% return, which is significantly lower than ^GSPC's 1.16% return. Over the past 10 years, BTMFX has underperformed ^GSPC with an annualized return of 5.36%, while ^GSPC has yielded a comparatively higher 11.44% annualized return.
BTMFX
0.49%
-3.28%
-0.34%
9.35%
4.69%
5.36%
^GSPC
1.16%
-2.04%
6.47%
24.84%
12.36%
11.44%
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Risk-Adjusted Performance
BTMFX vs. ^GSPC — Risk-Adjusted Performance Rank
BTMFX
^GSPC
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
The current volatility for Boston Trust Midcap Fund (BTMFX) is 4.42%, while S&P 500 (^GSPC) has a volatility of 4.97%. This indicates that BTMFX experiences smaller price fluctuations and is considered to be less risky than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.