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BTSMX vs. FXAIX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

BTSMX vs. FXAIX

Last updated May 12, 2025

Compare and contrast key facts about Boston Trust SMID Cap Fund (BTSMX) and Fidelity 500 Index Fund (FXAIX).

BTSMX is managed by Boston Trust Walden Funds. It was launched on Nov 30, 2011. FXAIX is managed by Fidelity.

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BTSMX or FXAIX.

Correlation

The correlation between BTSMX and FXAIX is 1.00, 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

BTSMX vs. FXAIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Boston Trust SMID Cap Fund (BTSMX) and Fidelity 500 Index Fund (FXAIX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Daily Std Dev

BTSMX:

13.18%

FXAIX:

9.68%

Max Drawdown

BTSMX:

-0.55%

FXAIX:

-0.77%

Current Drawdown

BTSMX:

-0.08%

FXAIX:

-0.06%

Returns By Period

BTSMX

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

FXAIX

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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BTSMX vs. FXAIX - Expense Ratio Comparison

BTSMX has a 0.75% expense ratio, which is higher than FXAIX's 0.02% expense ratio.

BTSMX
Boston Trust SMID Cap Fund
FXAIX
Fidelity 500 Index Fund

Risk-Adjusted Performance

BTSMX vs. FXAIX — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
BTSMX
The Risk-Adjusted Performance Rank of BTSMX is 2727
Overall Rank
The Sharpe Ratio Rank of BTSMX is 2626
Sharpe Ratio Rank
The Sortino Ratio Rank of BTSMX is 2828
Sortino Ratio Rank
The Omega Ratio Rank of BTSMX is 2626
Omega Ratio Rank
The Calmar Ratio Rank of BTSMX is 2828
Calmar Ratio Rank
The Martin Ratio Rank of BTSMX is 2626
Martin Ratio Rank
FXAIX
The Risk-Adjusted Performance Rank of FXAIX is 6464
Overall Rank
The Sharpe Ratio Rank of FXAIX is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of FXAIX is 6262
Sortino Ratio Rank
The Omega Ratio Rank of FXAIX is 6464
Omega Ratio Rank
The Calmar Ratio Rank of FXAIX is 7171
Calmar Ratio Rank
The Martin Ratio Rank of FXAIX is 6464
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.

BTSMX vs. FXAIX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Boston Trust SMID Cap Fund (BTSMX) and Fidelity 500 Index Fund (FXAIX). 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.

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Dividends

BTSMX vs. FXAIX - Dividend Comparison

BTSMX's dividend yield for the trailing twelve months is around 0.88%, less than FXAIX's 1.32% yield.

TTM20242023202220212020201920182017201620152014
BTSMX
Boston Trust SMID Cap Fund		0.88%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FXAIX
Fidelity 500 Index Fund		1.32%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

BTSMX vs. FXAIX - Drawdown Comparison

The maximum BTSMX drawdown since its inception was -0.55%, smaller than the maximum FXAIX drawdown of -0.77%. Use the drawdown chart below to compare losses from any high point for BTSMX and FXAIX. For additional features, visit the drawdowns tool.

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Volatility

BTSMX vs. FXAIX - Volatility Comparison

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