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:
-0.60
^GSPC:
-0.17
BTMFX:
-0.70
^GSPC:
-0.11
BTMFX:
0.91
^GSPC:
0.98
BTMFX:
-0.49
^GSPC:
-0.15
BTMFX:
-1.56
^GSPC:
-0.79
BTMFX:
5.48%
^GSPC:
3.36%
BTMFX:
14.29%
^GSPC:
15.95%
BTMFX:
-50.57%
^GSPC:
-56.78%
BTMFX:
-17.35%
^GSPC:
-17.42%
Returns By Period
In the year-to-date period, BTMFX achieves a -8.87% return, which is significantly higher than ^GSPC's -13.73% return. Over the past 10 years, BTMFX has underperformed ^GSPC with an annualized return of 3.79%, while ^GSPC has yielded a comparatively higher 9.37% annualized return.
BTMFX
-8.87%
-8.87%
-12.53%
-7.76%
10.04%
3.79%
^GSPC
-13.73%
-13.15%
-11.77%
-1.42%
15.35%
9.37%
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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 7.69%, while S&P 500 (^GSPC) has a volatility of 9.30%. 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.