BTSMX vs. XMHQ
Compare and contrast key facts about Boston Trust SMID Cap Fund (BTSMX) and Invesco S&P MidCap Quality ETF (XMHQ).
BTSMX is managed by Boston Trust Walden. It was launched on Nov 30, 2011. XMHQ is a passively managed fund by Invesco that tracks the performance of the S&P MidCap 400 Index. It was launched on Dec 1, 2006.
Performance
BTSMX vs. XMHQ - Performance Comparison
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BTSMX vs. XMHQ - 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% |
XMHQ Invesco S&P MidCap Quality ETF | 1.08% | 4.71% | 16.79% | 29.51% | -12.42% | 20.98% | 26.61% | 27.18% | -9.08% | 15.64% |
Returns By Period
In the year-to-date period, BTSMX achieves a -3.82% return, which is significantly lower than XMHQ's 1.08% return. Over the past 10 years, BTSMX has underperformed XMHQ with an annualized return of 9.92%, while XMHQ has yielded a comparatively higher 12.42% 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%
XMHQ
- 1D
- 2.79%
- 1M
- -4.48%
- YTD
- 1.08%
- 6M
- -1.19%
- 1Y
- 13.62%
- 3Y*
- 14.52%
- 5Y*
- 8.07%
- 10Y*
- 12.42%
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BTSMX vs. XMHQ - Expense Ratio Comparison
BTSMX has a 0.75% expense ratio, which is higher than XMHQ's 0.25% expense ratio.
Return for Risk
BTSMX vs. XMHQ — Risk / Return Rank
BTSMX
XMHQ
BTSMX vs. XMHQ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Boston Trust SMID Cap Fund (BTSMX) and Invesco S&P MidCap Quality ETF (XMHQ). 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 | XMHQ | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.02 | 0.68 | -0.69 |
Sortino ratioReturn per unit of downside risk | 0.10 | 1.14 | -1.04 |
Omega ratioGain probability vs. loss probability | 1.01 | 1.14 | -0.13 |
Calmar ratioReturn relative to maximum drawdown | -0.13 | 1.09 | -1.22 |
Martin ratioReturn relative to average drawdown | -0.47 | 3.97 | -4.45 |
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 | XMHQ | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.02 | 0.68 | -0.69 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.32 | 0.39 | -0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.54 | 0.60 | -0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.58 | 0.43 | +0.15 |
Correlation
The correlation between BTSMX and XMHQ is 0.81, 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. XMHQ - Dividend Comparison
BTSMX's dividend yield for the trailing twelve months is around 2.13%, more than XMHQ's 0.60% 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% |
XMHQ Invesco S&P MidCap Quality ETF | 0.60% | 0.64% | 5.20% | 0.73% | 1.72% | 1.00% | 1.12% | 1.22% | 1.59% | 1.06% | 1.63% | 1.34% |
Drawdowns
BTSMX vs. XMHQ - Drawdown Comparison
The maximum BTSMX drawdown since its inception was -38.04%, smaller than the maximum XMHQ drawdown of -58.19%. Use the drawdown chart below to compare losses from any high point for BTSMX and XMHQ.
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Drawdown Indicators
| BTSMX | XMHQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.04% | -58.19% | +20.15% |
Max Drawdown (1Y)Largest decline over 1 year | -12.55% | -12.54% | -0.01% |
Max Drawdown (5Y)Largest decline over 5 years | -21.46% | -25.47% | +4.01% |
Max Drawdown (10Y)Largest decline over 10 years | -38.04% | -36.90% | -1.14% |
Current DrawdownCurrent decline from peak | -10.74% | -5.36% | -5.38% |
Average DrawdownAverage peak-to-trough decline | -4.98% | -9.35% | +4.37% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.44% | 3.43% | +0.01% |
Volatility
BTSMX vs. XMHQ - Volatility Comparison
The current volatility for Boston Trust SMID Cap Fund (BTSMX) is 3.49%, while Invesco S&P MidCap Quality ETF (XMHQ) has a volatility of 6.03%. This indicates that BTSMX experiences smaller price fluctuations and is considered to be less risky than XMHQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BTSMX | XMHQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.49% | 6.03% | -2.54% |
Volatility (6M)Calculated over the trailing 6-month period | 9.01% | 11.37% | -2.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.50% | 20.26% | -2.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.80% | 20.76% | -3.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.41% | 20.69% | -2.28% |