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.
Key characteristics
| BTMFX | ^GSPC | |
|---|---|---|
| YTD Return | 13.97% | 24.72% |
| 1Y Return | 18.68% | 32.12% |
| 3Y Return (Ann) | 4.40% | 8.33% |
| 5Y Return (Ann) | 9.19% | 13.81% |
| 10Y Return (Ann) | 9.78% | 11.31% |
| Sharpe Ratio | 1.57 | 2.66 |
| Sortino Ratio | 2.18 | 3.56 |
| Omega Ratio | 1.28 | 1.50 |
| Calmar Ratio | 2.63 | 3.81 |
| Martin Ratio | 7.13 | 17.03 |
| Ulcer Index | 2.69% | 1.90% |
| Daily Std Dev | 12.22% | 12.16% |
| Max Drawdown | -50.57% | -56.78% |
| Current Drawdown | -1.13% | -0.87% |
Correlation
The correlation between BTMFX and ^GSPC 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.
Performance
BTMFX vs. ^GSPC - Performance Comparison
In the year-to-date period, BTMFX achieves a 13.97% return, which is significantly lower than ^GSPC's 24.72% return. Over the past 10 years, BTMFX has underperformed ^GSPC with an annualized return of 9.78%, while ^GSPC has yielded a comparatively higher 11.31% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
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
The current volatility for Boston Trust Midcap Fund (BTMFX) is 3.18%, while S&P 500 (^GSPC) has a volatility of 3.81%. 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.