BTSMX vs. WSBFX
Compare and contrast key facts about Boston Trust SMID Cap Fund (BTSMX) and Boston Trust Walden Balanced Fund (WSBFX).
BTSMX is managed by Boston Trust Walden. It was launched on Nov 30, 2011. WSBFX is managed by Boston Trust Walden. It was launched on Jun 17, 1999.
Performance
BTSMX vs. WSBFX - Performance Comparison
Loading graphics...
BTSMX vs. WSBFX - 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% |
WSBFX Boston Trust Walden Balanced Fund | -3.68% | 10.63% | 6.86% | 12.21% | -13.64% | 19.35% | 8.81% | 24.56% | -1.90% | 13.98% |
Returns By Period
The year-to-date returns for both investments are quite close, with BTSMX having a -3.82% return and WSBFX slightly higher at -3.68%. Over the past 10 years, BTSMX has outperformed WSBFX with an annualized return of 9.92%, while WSBFX has yielded a comparatively lower 7.72% 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%
WSBFX
- 1D
- -0.09%
- 1M
- -5.95%
- YTD
- -3.68%
- 6M
- -0.41%
- 1Y
- 8.36%
- 3Y*
- 7.36%
- 5Y*
- 4.99%
- 10Y*
- 7.72%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
BTSMX vs. WSBFX - Expense Ratio Comparison
BTSMX has a 0.75% expense ratio, which is lower than WSBFX's 1.00% expense ratio.
Return for Risk
BTSMX vs. WSBFX — Risk / Return Rank
BTSMX
WSBFX
BTSMX vs. WSBFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Boston Trust SMID Cap Fund (BTSMX) and Boston Trust Walden Balanced Fund (WSBFX). 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 | WSBFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.02 | 0.84 | -0.86 |
Sortino ratioReturn per unit of downside risk | 0.10 | 1.30 | -1.20 |
Omega ratioGain probability vs. loss probability | 1.01 | 1.18 | -0.17 |
Calmar ratioReturn relative to maximum drawdown | -0.13 | 1.06 | -1.19 |
Martin ratioReturn relative to average drawdown | -0.47 | 4.64 | -5.11 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| BTSMX | WSBFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.02 | 0.84 | -0.86 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.32 | 0.42 | -0.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.54 | 0.63 | -0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.58 | 0.50 | +0.08 |
Correlation
The correlation between BTSMX and WSBFX is 0.86, 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. WSBFX - Dividend Comparison
BTSMX's dividend yield for the trailing twelve months is around 2.13%, less than WSBFX's 8.28% 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% |
WSBFX Boston Trust Walden Balanced Fund | 8.28% | 7.97% | 4.75% | 7.68% | 3.66% | 3.51% | 3.42% | 2.30% | 2.19% | 1.02% | 3.06% | 7.45% |
Drawdowns
BTSMX vs. WSBFX - Drawdown Comparison
The maximum BTSMX drawdown since its inception was -38.04%, which is greater than WSBFX's maximum drawdown of -32.01%. Use the drawdown chart below to compare losses from any high point for BTSMX and WSBFX.
Loading graphics...
Drawdown Indicators
| BTSMX | WSBFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.04% | -32.01% | -6.03% |
Max Drawdown (1Y)Largest decline over 1 year | -12.55% | -7.50% | -5.05% |
Max Drawdown (5Y)Largest decline over 5 years | -21.46% | -19.94% | -1.52% |
Max Drawdown (10Y)Largest decline over 10 years | -38.04% | -24.21% | -13.83% |
Current DrawdownCurrent decline from peak | -10.74% | -6.31% | -4.43% |
Average DrawdownAverage peak-to-trough decline | -4.98% | -4.54% | -0.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.44% | 1.72% | +1.72% |
Volatility
BTSMX vs. WSBFX - Volatility Comparison
Boston Trust SMID Cap Fund (BTSMX) has a higher volatility of 3.49% compared to Boston Trust Walden Balanced Fund (WSBFX) at 2.77%. This indicates that BTSMX's price experiences larger fluctuations and is considered to be riskier than WSBFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| BTSMX | WSBFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.49% | 2.77% | +0.72% |
Volatility (6M)Calculated over the trailing 6-month period | 9.01% | 5.62% | +3.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.50% | 10.92% | +6.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.80% | 11.93% | +4.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.41% | 12.27% | +6.14% |