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DHAMX vs. BTEFX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DHAMX vs. BTEFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Centre American Select Equity Fund (DHAMX) and Boston Trust Equity Fund (BTEFX). The values are adjusted to include any dividend payments, if applicable.

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DHAMX vs. BTEFX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DHAMX
Centre American Select Equity Fund
7.48%19.37%1.33%14.91%-3.34%27.41%30.79%16.38%-3.82%25.26%
BTEFX
Boston Trust Equity Fund
-3.64%8.85%13.70%17.29%-14.15%29.74%14.66%31.87%-2.55%18.76%

Returns By Period

In the year-to-date period, DHAMX achieves a 7.48% return, which is significantly higher than BTEFX's -3.64% return. Over the past 10 years, DHAMX has outperformed BTEFX with an annualized return of 13.05%, while BTEFX has yielded a comparatively lower 11.42% annualized return.


DHAMX

1D
2.50%
1M
-6.02%
YTD
7.48%
6M
14.78%
1Y
35.90%
3Y*
12.39%
5Y*
10.73%
10Y*
13.05%

BTEFX

1D
2.12%
1M
-5.02%
YTD
-3.64%
6M
-2.50%
1Y
8.12%
3Y*
10.10%
5Y*
7.93%
10Y*
11.42%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DHAMX vs. BTEFX - Expense Ratio Comparison

DHAMX has a 1.46% expense ratio, which is higher than BTEFX's 0.85% expense ratio.


Return for Risk

DHAMX vs. BTEFX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DHAMX
DHAMX Risk / Return Rank: 8989
Overall Rank
DHAMX Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
DHAMX Sortino Ratio Rank: 8989
Sortino Ratio Rank
DHAMX Omega Ratio Rank: 8484
Omega Ratio Rank
DHAMX Calmar Ratio Rank: 9494
Calmar Ratio Rank
DHAMX Martin Ratio Rank: 9292
Martin Ratio Rank

BTEFX
BTEFX Risk / Return Rank: 2121
Overall Rank
BTEFX Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
BTEFX Sortino Ratio Rank: 1818
Sortino Ratio Rank
BTEFX Omega Ratio Rank: 1818
Omega Ratio Rank
BTEFX Calmar Ratio Rank: 2424
Calmar Ratio Rank
BTEFX Martin Ratio Rank: 3030
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DHAMX vs. BTEFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Centre American Select Equity Fund (DHAMX) and Boston Trust Equity Fund (BTEFX). 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.


DHAMXBTEFXDifference

Sharpe ratio

Return per unit of total volatility

1.81

0.54

+1.27

Sortino ratio

Return per unit of downside risk

2.53

0.91

+1.62

Omega ratio

Gain probability vs. loss probability

1.35

1.13

+0.22

Calmar ratio

Return relative to maximum drawdown

3.13

0.86

+2.27

Martin ratio

Return relative to average drawdown

11.58

3.74

+7.83

DHAMX vs. BTEFX - Sharpe Ratio Comparison

The current DHAMX Sharpe Ratio is 1.81, which is higher than the BTEFX Sharpe Ratio of 0.54. The chart below compares the historical Sharpe Ratios of DHAMX and BTEFX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


DHAMXBTEFXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.81

0.54

+1.27

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.61

0.52

+0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.76

0.67

+0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.81

0.52

+0.29

Correlation

The correlation between DHAMX and BTEFX 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

DHAMX vs. BTEFX - Dividend Comparison

DHAMX's dividend yield for the trailing twelve months is around 33.54%, more than BTEFX's 7.60% yield.


TTM20252024202320222021202020192018201720162015
DHAMX
Centre American Select Equity Fund
33.54%36.05%0.00%2.58%1.37%16.31%4.52%9.94%22.37%13.14%3.57%11.03%
BTEFX
Boston Trust Equity Fund
7.60%7.33%2.50%1.54%3.16%2.65%2.91%1.01%1.80%0.98%6.71%7.63%

Drawdowns

DHAMX vs. BTEFX - Drawdown Comparison

The maximum DHAMX drawdown since its inception was -28.47%, smaller than the maximum BTEFX drawdown of -47.71%. Use the drawdown chart below to compare losses from any high point for DHAMX and BTEFX.


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Drawdown Indicators


DHAMXBTEFXDifference

Max Drawdown

Largest peak-to-trough decline

-28.47%

-47.71%

+19.24%

Max Drawdown (1Y)

Largest decline over 1 year

-11.65%

-10.64%

-1.01%

Max Drawdown (5Y)

Largest decline over 5 years

-28.47%

-23.03%

-5.44%

Max Drawdown (10Y)

Largest decline over 10 years

-28.47%

-32.83%

+4.36%

Current Drawdown

Current decline from peak

-7.59%

-6.39%

-1.20%

Average Drawdown

Average peak-to-trough decline

-4.20%

-5.60%

+1.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.15%

2.45%

+0.70%

Volatility

DHAMX vs. BTEFX - Volatility Comparison

Centre American Select Equity Fund (DHAMX) has a higher volatility of 5.83% compared to Boston Trust Equity Fund (BTEFX) at 3.94%. This indicates that DHAMX's price experiences larger fluctuations and is considered to be riskier than BTEFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DHAMXBTEFXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.83%

3.94%

+1.89%

Volatility (6M)

Calculated over the trailing 6-month period

12.58%

7.25%

+5.33%

Volatility (1Y)

Calculated over the trailing 1-year period

19.84%

15.33%

+4.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.65%

15.24%

+2.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.26%

16.99%

+0.27%