BTSMX vs. THPMX
BTSMX (Boston Trust SMID Cap Fund) and THPMX (Thompson MidCap Fund) are both Mid Cap Blend Equities funds. Over the past 10 years, BTSMX returned 11.09%/yr vs 11.14%/yr for THPMX. Their correlation of 0.91 means they have usually moved in the same direction. BTSMX charges 0.75%/yr vs 1.15%/yr for THPMX.
Performance
BTSMX vs. THPMX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, BTSMX achieves a 10.33% return, which is significantly lower than THPMX's 15.89% return. Both investments have delivered pretty close results over the past 10 years, with BTSMX having a 11.09% annualized return and THPMX not far ahead at 11.14%.
BTSMX
- 1D
- 0.11%
- 1M
- 1.12%
- 6M
- 7.02%
- YTD
- 10.33%
- 1Y
- 13.22%
- 3Y*
- 8.85%
- 5Y*
- 6.64%
- 10Y*
- 11.09%
- ALL TIME*
- 10.95%
THPMX
- 1D
- -0.70%
- 1M
- -0.35%
- 6M
- 11.93%
- YTD
- 15.89%
- 1Y
- 33.96%
- 3Y*
- 15.05%
- 5Y*
- 9.16%
- 10Y*
- 11.14%
- ALL TIME*
- 13.03%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
THPMX Thompson MidCap Fund | $0.00 | $0.00 | $0.00 |
BTSMX vs. THPMX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BTSMX Boston Trust SMID Cap Fund | 10.33% | 0.72% | 10.16% | 13.14% | -12.02% | 35.06% | 8.27% | 30.51% | -5.63% | 17.69% |
THPMX Thompson MidCap Fund | 15.89% | 20.08% | 7.70% | 17.01% | -14.84% | 29.71% | 11.97% | 33.48% | -21.90% | 17.10% |
Correlation
The correlation between BTSMX and THPMX is 0.83, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.83 |
Correlation (3Y) Balances recent behavior with more history. | 0.87 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.90 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.90 |
Correlation (All Time) Calculated using the full available price history since Dec 1, 2011 | 0.91 |
The correlation between BTSMX and THPMX has been stable across timeframes, ranging from 0.83 to 0.91 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
BTSMX vs. THPMX — Risk / Return Rank
BTSMX
THPMX
BTSMX vs. THPMX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Boston Trust SMID Cap Fund (BTSMX) and Thompson MidCap Fund (THPMX). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| BTSMX | THPMX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.12 | ||
| Sortino ratioReturn per unit of downside risk | -1.42 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.36 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | 1.38 | 3.22 | -1.84 |
| Martin ratioReturn relative to average drawdown | 3.87 | 11.86 | -7.98 |
Loading charts...
Drawdowns
BTSMX vs. THPMX - Drawdown Comparison
The maximum BTSMX drawdown since its inception was -38.04%, smaller than the maximum THPMX drawdown of -47.55%. Use the drawdown chart below to compare losses from any high point for BTSMX and THPMX.
Loading charts...
Drawdown Indicators
| BTSMX | THPMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.04% | -47.55% | +9.51% |
Max Drawdown (1Y)Largest decline over 1 year | -8.74% | -9.90% | +1.16% |
Max Drawdown (3Y)Largest decline over 3 years | -20.28% | -21.52% | +1.24% |
Max Drawdown (5Y)Largest decline over 5 years | -21.46% | -25.29% | +3.83% |
Max Drawdown (10Y)Largest decline over 10 years | -38.04% | -47.55% | +9.51% |
Current DrawdownCurrent decline from peak | -0.84% | -2.12% | +1.28% |
Average DrawdownAverage peak-to-trough decline | -4.96% | -6.71% | +1.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.10% | 2.68% | +0.42% |
Volatility
BTSMX vs. THPMX - Volatility Comparison
Boston Trust SMID Cap Fund (BTSMX) and Thompson MidCap Fund (THPMX) have volatilities of 3.84% and 3.97%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| BTSMX | THPMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.84% | 3.97% | -0.13% |
Volatility (6M)Calculated over the trailing 6-month period | 8.67% | 11.38% | -2.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.55% | 15.36% | -2.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.75% | 20.47% | -3.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.31% | 22.65% | -4.34% |
BTSMX vs. THPMX - Expense Ratio Comparison
BTSMX has a 0.75% expense ratio, which is lower than THPMX's 1.15% expense ratio.
Dividends
BTSMX vs. THPMX - Dividend Comparison
BTSMX's dividend yield for the trailing twelve months is around 1.86%, less than THPMX's 8.18% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BTSMX Boston Trust SMID Cap Fund | 1.86% | 2.05% | 2.20% | 0.79% | 4.15% | 6.35% | 0.77% | 6.33% | 1.95% | 0.47% | 6.36% | 7.34% |
THPMX Thompson MidCap Fund | 8.18% | 9.48% | 8.04% | 7.60% | 12.04% | 9.76% | 0.33% | 2.93% | 7.29% | 7.51% | 4.84% | 9.46% |
Frequently Asked Questions
BTSMX and THPMX have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
THPMX has higher volatility (3.97%) compared to BTSMX (3.84%). In terms of maximum drawdown, BTSMX dropped -38.04% vs THPMX's -47.55%.
THPMX currently has the higher Sharpe Ratio (2.08 vs 0.96), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
Find the right allocation for BTSMX and THPMX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer