BTSMX vs. FSMDX
Compare and contrast key facts about Boston Trust SMID Cap Fund (BTSMX) and Fidelity Mid Cap Index Fund (FSMDX).
BTSMX is managed by Boston Trust Walden. It was launched on Nov 30, 2011. FSMDX is managed by Fidelity. It was launched on Sep 8, 2011.
Performance
BTSMX vs. FSMDX - Performance Comparison
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BTSMX vs. FSMDX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BTSMX Boston Trust SMID Cap Fund | -3.82% | 0.72% | 10.16% | 13.14% | -12.02% | 35.06% | 8.27% | 30.51% | -5.63% | 17.69% |
FSMDX Fidelity Mid Cap Index Fund | -1.30% | 10.58% | 15.55% | 17.20% | -17.27% | 22.56% | 17.13% | 30.53% | -9.38% | 18.04% |
Returns By Period
In the year-to-date period, BTSMX achieves a -3.82% return, which is significantly lower than FSMDX's -1.30% return. Over the past 10 years, BTSMX has underperformed FSMDX with an annualized return of 9.92%, while FSMDX has yielded a comparatively higher 10.52% annualized return.
BTSMX
- 1D
- 0.17%
- 1M
- -7.33%
- YTD
- -3.82%
- 6M
- -3.64%
- 1Y
- -0.99%
- 3Y*
- 5.77%
- 5Y*
- 5.42%
- 10Y*
- 9.92%
FSMDX
- 1D
- -0.76%
- 1M
- -7.77%
- YTD
- -1.30%
- 6M
- -1.14%
- 1Y
- 13.02%
- 3Y*
- 12.41%
- 5Y*
- 6.74%
- 10Y*
- 10.52%
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BTSMX vs. FSMDX - Expense Ratio Comparison
BTSMX has a 0.75% expense ratio, which is higher than FSMDX's 0.03% expense ratio.
Return for Risk
BTSMX vs. FSMDX — Risk / Return Rank
BTSMX
FSMDX
BTSMX vs. FSMDX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Boston Trust SMID Cap Fund (BTSMX) and Fidelity Mid Cap Index Fund (FSMDX). 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.
| BTSMX | FSMDX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.02 | 0.72 | -0.74 |
Sortino ratioReturn per unit of downside risk | 0.10 | 1.13 | -1.03 |
Omega ratioGain probability vs. loss probability | 1.01 | 1.16 | -0.15 |
Calmar ratioReturn relative to maximum drawdown | -0.13 | 0.87 | -1.00 |
Martin ratioReturn relative to average drawdown | -0.47 | 4.07 | -4.54 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| BTSMX | FSMDX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.02 | 0.72 | -0.74 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.32 | 0.37 | -0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.54 | 0.55 | -0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.58 | 0.65 | -0.06 |
Correlation
The correlation between BTSMX and FSMDX is 0.94, 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.
Dividends
BTSMX vs. FSMDX - Dividend Comparison
BTSMX's dividend yield for the trailing twelve months is around 2.13%, more than FSMDX's 1.12% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BTSMX Boston Trust SMID Cap Fund | 2.13% | 2.05% | 2.20% | 0.79% | 4.15% | 6.35% | 0.77% | 6.33% | 1.95% | 0.47% | 6.36% | 7.34% |
FSMDX Fidelity Mid Cap Index Fund | 1.12% | 1.10% | 2.46% | 1.39% | 2.07% | 3.35% | 2.34% | 2.86% | 2.21% | 2.17% | 2.23% | 2.84% |
Drawdowns
BTSMX vs. FSMDX - Drawdown Comparison
The maximum BTSMX drawdown since its inception was -38.04%, smaller than the maximum FSMDX drawdown of -40.35%. Use the drawdown chart below to compare losses from any high point for BTSMX and FSMDX.
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Drawdown Indicators
| BTSMX | FSMDX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.04% | -40.35% | +2.31% |
Max Drawdown (1Y)Largest decline over 1 year | -12.55% | -13.42% | +0.87% |
Max Drawdown (5Y)Largest decline over 5 years | -21.46% | -26.07% | +4.61% |
Max Drawdown (10Y)Largest decline over 10 years | -38.04% | -40.35% | +2.31% |
Current DrawdownCurrent decline from peak | -10.74% | -8.16% | -2.58% |
Average DrawdownAverage peak-to-trough decline | -4.98% | -5.00% | +0.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.44% | 2.86% | +0.58% |
Volatility
BTSMX vs. FSMDX - Volatility Comparison
The current volatility for Boston Trust SMID Cap Fund (BTSMX) is 3.49%, while Fidelity Mid Cap Index Fund (FSMDX) has a volatility of 4.74%. This indicates that BTSMX experiences smaller price fluctuations and is considered to be less risky than FSMDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BTSMX | FSMDX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.49% | 4.74% | -1.25% |
Volatility (6M)Calculated over the trailing 6-month period | 9.01% | 10.17% | -1.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.50% | 18.96% | -1.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.80% | 18.23% | -1.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.41% | 19.28% | -0.87% |