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BTMFX vs. ^GSPC
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

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.


-0.50.00.51.00.9

Performance

BTMFX vs. ^GSPC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Boston Trust Midcap Fund (BTMFX) and S&P 500 (^GSPC). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember2025
-0.34%
6.47%
BTMFX
^GSPC

Key characteristics

Sharpe Ratio

BTMFX:

0.69

^GSPC:

1.90

Sortino Ratio

BTMFX:

1.00

^GSPC:

2.54

Omega Ratio

BTMFX:

1.13

^GSPC:

1.35

Calmar Ratio

BTMFX:

0.72

^GSPC:

2.87

Martin Ratio

BTMFX:

2.35

^GSPC:

11.84

Ulcer Index

BTMFX:

3.69%

^GSPC:

2.06%

Daily Std Dev

BTMFX:

12.60%

^GSPC:

12.86%

Max Drawdown

BTMFX:

-50.57%

^GSPC:

-56.78%

Current Drawdown

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

YTD

0.49%

1M

-3.28%

6M

-0.34%

1Y

9.35%

5Y*

4.69%

10Y*

5.36%

^GSPC

YTD

1.16%

1M

-2.04%

6M

6.47%

1Y

24.84%

5Y*

12.36%

10Y*

11.44%

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

BTMFX vs. ^GSPC — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BTMFX
The Risk-Adjusted Performance Rank of BTMFX is 5151
Overall Rank
The Sharpe Ratio Rank of BTMFX is 4949
Sharpe Ratio Rank
The Sortino Ratio Rank of BTMFX is 5050
Sortino Ratio Rank
The Omega Ratio Rank of BTMFX is 4646
Omega Ratio Rank
The Calmar Ratio Rank of BTMFX is 6464
Calmar Ratio Rank
The Martin Ratio Rank of BTMFX is 4545
Martin Ratio Rank

^GSPC
The Risk-Adjusted Performance Rank of ^GSPC is 9090
Overall Rank
The Sharpe Ratio Rank of ^GSPC is 8989
Sharpe Ratio Rank
The Sortino Ratio Rank of ^GSPC is 8888
Sortino Ratio Rank
The Omega Ratio Rank of ^GSPC is 8989
Omega Ratio Rank
The Calmar Ratio Rank of ^GSPC is 8989
Calmar Ratio Rank
The Martin Ratio Rank of ^GSPC is 9393
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


Sharpe ratio
The chart of Sharpe ratio for BTMFX, currently valued at 0.69, compared to the broader market-1.000.001.002.003.004.000.691.90
The chart of Sortino ratio for BTMFX, currently valued at 1.00, compared to the broader market0.002.004.006.008.0010.001.002.54
The chart of Omega ratio for BTMFX, currently valued at 1.13, compared to the broader market1.002.003.004.001.131.35
The chart of Calmar ratio for BTMFX, currently valued at 0.72, compared to the broader market0.005.0010.0015.000.722.87
The chart of Martin ratio for BTMFX, currently valued at 2.35, compared to the broader market0.0020.0040.0060.0080.002.3511.84
BTMFX
^GSPC

The current BTMFX Sharpe Ratio is 0.69, which is lower than the ^GSPC Sharpe Ratio of 1.90. The chart below compares the historical Sharpe Ratios of BTMFX and ^GSPC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00AugustSeptemberOctoberNovemberDecember2025
0.69
1.90
BTMFX
^GSPC

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.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-8.86%
-2.30%
BTMFX
^GSPC

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.


2.00%3.00%4.00%5.00%6.00%AugustSeptemberOctoberNovemberDecember2025
4.42%
4.97%
BTMFX
^GSPC
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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