BTSMX vs. WSEFX
Compare and contrast key facts about Boston Trust SMID Cap Fund (BTSMX) and Boston Trust Walden Equity Fund (WSEFX).
BTSMX is managed by Boston Trust Walden. It was launched on Nov 30, 2011. WSEFX is managed by Boston Trust Walden. It was launched on Jun 18, 1999.
Performance
BTSMX vs. WSEFX - Performance Comparison
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BTSMX vs. WSEFX - 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% |
WSEFX Boston Trust Walden Equity Fund | -5.95% | 13.26% | 9.78% | 16.31% | -13.53% | 27.97% | 13.57% | 35.43% | -2.54% | 15.84% |
Returns By Period
In the year-to-date period, BTSMX achieves a -3.82% return, which is significantly higher than WSEFX's -5.95% return. Over the past 10 years, BTSMX has underperformed WSEFX with an annualized return of 9.92%, while WSEFX has yielded a comparatively higher 10.94% 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%
WSEFX
- 1D
- -0.32%
- 1M
- -7.78%
- YTD
- -5.95%
- 6M
- -0.94%
- 1Y
- 10.89%
- 3Y*
- 9.54%
- 5Y*
- 7.41%
- 10Y*
- 10.94%
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BTSMX vs. WSEFX - Expense Ratio Comparison
BTSMX has a 0.75% expense ratio, which is lower than WSEFX's 1.00% expense ratio.
Return for Risk
BTSMX vs. WSEFX — Risk / Return Rank
BTSMX
WSEFX
BTSMX vs. WSEFX - 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 Equity Fund (WSEFX). 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 | WSEFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.02 | 0.73 | -0.74 |
Sortino ratioReturn per unit of downside risk | 0.10 | 1.17 | -1.07 |
Omega ratioGain probability vs. loss probability | 1.01 | 1.17 | -0.15 |
Calmar ratioReturn relative to maximum drawdown | -0.13 | 0.87 | -1.00 |
Martin ratioReturn relative to average drawdown | -0.47 | 3.96 | -4.43 |
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 | WSEFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.02 | 0.73 | -0.74 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.32 | 0.48 | -0.15 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.54 | 0.64 | -0.10 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.58 | 0.42 | +0.16 |
Correlation
The correlation between BTSMX and WSEFX is 0.87, 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. WSEFX - Dividend Comparison
BTSMX's dividend yield for the trailing twelve months is around 2.13%, less than WSEFX's 12.28% 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% |
WSEFX Boston Trust Walden Equity Fund | 12.28% | 11.55% | 4.95% | 2.99% | 3.31% | 2.24% | 4.15% | 5.27% | 2.20% | 0.92% | 3.39% | 6.82% |
Drawdowns
BTSMX vs. WSEFX - Drawdown Comparison
The maximum BTSMX drawdown since its inception was -38.04%, smaller than the maximum WSEFX drawdown of -48.02%. Use the drawdown chart below to compare losses from any high point for BTSMX and WSEFX.
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Drawdown Indicators
| BTSMX | WSEFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.04% | -48.02% | +9.98% |
Max Drawdown (1Y)Largest decline over 1 year | -12.55% | -11.26% | -1.29% |
Max Drawdown (5Y)Largest decline over 5 years | -21.46% | -21.99% | +0.53% |
Max Drawdown (10Y)Largest decline over 10 years | -38.04% | -33.50% | -4.54% |
Current DrawdownCurrent decline from peak | -10.74% | -8.65% | -2.09% |
Average DrawdownAverage peak-to-trough decline | -4.98% | -6.12% | +1.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.44% | 2.48% | +0.96% |
Volatility
BTSMX vs. WSEFX - Volatility Comparison
Boston Trust SMID Cap Fund (BTSMX) and Boston Trust Walden Equity Fund (WSEFX) have volatilities of 3.49% and 3.66%, 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.
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Volatility by Period
| BTSMX | WSEFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.49% | 3.66% | -0.17% |
Volatility (6M)Calculated over the trailing 6-month period | 9.01% | 8.23% | +0.78% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.50% | 16.61% | +0.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.80% | 15.56% | +1.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.41% | 17.25% | +1.16% |