FAMEX vs. BTMFX
FAMEX (FAM Dividend Focus Fund) and BTMFX (Boston Trust Midcap Fund) are both Mid Cap Blend Equities funds. Over the past 10 years, FAMEX returned 10.43%/yr vs 10.49%/yr for BTMFX. Their correlation of 0.92 means they have usually moved in the same direction. FAMEX charges 1.23%/yr vs 1.00%/yr for BTMFX.
Performance
FAMEX vs. BTMFX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, FAMEX achieves a 2.92% return, which is significantly lower than BTMFX's 7.85% return. Both investments have delivered pretty close results over the past 10 years, with FAMEX having a 10.43% annualized return and BTMFX not far ahead at 10.49%.
FAMEX
- 1D
- -1.37%
- 1M
- -0.41%
- 6M
- -0.54%
- YTD
- 2.92%
- 1Y
- -0.13%
- 3Y*
- 6.35%
- 5Y*
- 4.72%
- 10Y*
- 10.43%
- ALL TIME*
- 8.86%
BTMFX
- 1D
- -0.56%
- 1M
- 2.06%
- 6M
- 5.10%
- YTD
- 7.85%
- 1Y
- 10.52%
- 3Y*
- 8.52%
- 5Y*
- 6.33%
- 10Y*
- 10.49%
- ALL TIME*
- 9.49%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
FAMEX vs. BTMFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FAMEX FAM Dividend Focus Fund | 2.92% | 1.91% | 7.56% | 19.70% | -13.40% | 25.61% | 13.19% | 32.56% | 0.06% | 12.64% |
BTMFX Boston Trust Midcap Fund | 7.85% | 4.29% | 10.27% | 13.06% | -10.91% | 24.77% | 9.72% | 33.00% | -3.36% | 20.01% |
Correlation
The correlation between FAMEX and BTMFX is 0.88, 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. | 0.88 |
Correlation (3Y) Balances recent behavior with more history. | 0.88 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.92 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.92 |
Correlation (All Time) Calculated using the full available price history since Sep 28, 2007 | 0.92 |
The correlation between FAMEX and BTMFX has been stable across timeframes, ranging from 0.88 to 0.92 - 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
FAMEX vs. BTMFX — Risk / Return Rank
FAMEX
BTMFX
FAMEX vs. BTMFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for FAM Dividend Focus Fund (FAMEX) and Boston Trust Midcap Fund (BTMFX). 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.
| FAMEX | BTMFX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.87 | ||
| Sortino ratioReturn per unit of downside risk | -1.27 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 1.14 | -0.14 |
| Calmar ratioReturn relative to maximum drawdown | -0.14 | 1.11 | -1.26 |
| Martin ratioReturn relative to average drawdown | -0.34 | 3.09 | -3.43 |
Loading charts...
Drawdowns
FAMEX vs. BTMFX - Drawdown Comparison
The maximum FAMEX drawdown since its inception was -54.68%, which is greater than BTMFX's maximum drawdown of -49.26%. Use the drawdown chart below to compare losses from any high point for FAMEX and BTMFX.
Loading charts...
Drawdown Indicators
| FAMEX | BTMFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.68% | -49.26% | -5.42% |
Max Drawdown (1Y)Largest decline over 1 year | -11.90% | -7.79% | -4.11% |
Max Drawdown (3Y)Largest decline over 3 years | -15.36% | -17.77% | +2.41% |
Max Drawdown (5Y)Largest decline over 5 years | -24.10% | -20.79% | -3.31% |
Max Drawdown (10Y)Largest decline over 10 years | -35.96% | -37.14% | +1.18% |
Current DrawdownCurrent decline from peak | -5.29% | -0.76% | -4.53% |
Average DrawdownAverage peak-to-trough decline | -6.80% | -6.12% | -0.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.05% | 2.81% | +2.24% |
Volatility
FAMEX vs. BTMFX - Volatility Comparison
FAM Dividend Focus Fund (FAMEX) has a higher volatility of 3.94% compared to Boston Trust Midcap Fund (BTMFX) at 3.47%. This indicates that FAMEX's price experiences larger fluctuations and is considered to be riskier than BTMFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| FAMEX | BTMFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.94% | 3.47% | +0.47% |
Volatility (6M)Calculated over the trailing 6-month period | 10.69% | 8.19% | +2.50% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.80% | 11.76% | +2.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.75% | 15.74% | +1.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.94% | 17.38% | +0.56% |
FAMEX vs. BTMFX - Expense Ratio Comparison
FAMEX has a 1.23% expense ratio, which is higher than BTMFX's 1.00% expense ratio.
Dividends
FAMEX vs. BTMFX - Dividend Comparison
FAMEX's dividend yield for the trailing twelve months is around 3.64%, less than BTMFX's 10.07% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BTMFX Boston Trust Midcap Fund | 10.07% | 10.86% | 4.23% | 4.41% | 4.71% | 4.91% | 1.98% | 6.95% | 5.96% | 6.61% | 7.03% | 6.60% |
FAMEX FAM Dividend Focus Fund | 3.64% | 3.74% | 3.34% | 0.67% | 1.36% | 1.36% | 2.18% | 2.97% | 1.35% | 0.70% | 8.80% | 5.19% |
Frequently Asked Questions
FAMEX and BTMFX have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FAMEX has higher volatility (3.94%) compared to BTMFX (3.47%). In terms of maximum drawdown, FAMEX dropped -54.68% vs BTMFX's -49.26%.
BTMFX currently has the higher Sharpe Ratio (0.74 vs -0.13), 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 FAMEX and BTMFX
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