FAMEX vs. WAMFX
FAMEX (FAM Dividend Focus Fund) and WAMFX (Boston Trust Walden Midcap Fund) are both Mid Cap Blend Equities funds. Over the past 10 years, FAMEX returned 10.47%/yr vs 10.39%/yr for WAMFX. Their correlation of 0.92 suggests significant overlap in exposure. FAMEX charges 1.23%/yr vs 0.99%/yr for WAMFX.
Performance
FAMEX vs. WAMFX - Performance Comparison
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Returns By Period
In the year-to-date period, FAMEX achieves a 3.03% return, which is significantly lower than WAMFX's 5.88% return. Both investments have delivered pretty close results over the past 10 years, with FAMEX having a 10.47% annualized return and WAMFX not far behind at 10.39%.
FAMEX
- 1D
- 0.57%
- 1M
- 1.95%
- 6M
- -1.29%
- YTD
- 3.03%
- 1Y
- -2.09%
- 3Y*
- 6.93%
- 5Y*
- 5.00%
- 10Y*
- 10.47%
WAMFX
- 1D
- 0.42%
- 1M
- 2.77%
- 6M
- 2.24%
- YTD
- 5.88%
- 1Y
- 8.10%
- 3Y*
- 8.87%
- 5Y*
- 6.41%
- 10Y*
- 10.39%
FAMEX vs. WAMFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FAMEX FAM Dividend Focus Fund | 3.03% | 1.91% | 7.56% | 19.70% | -13.40% | 25.61% | 13.19% | 32.56% | 0.06% | 12.64% |
WAMFX Boston Trust Walden Midcap Fund | 5.88% | 4.82% | 10.39% | 13.90% | -10.87% | 24.85% | 9.56% | 36.98% | -3.59% | 16.21% |
Correlation
The correlation between FAMEX and WAMFX is 0.87, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.87 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.88 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.92 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.92 |
Correlation (All Time) Calculated using the full available price history since Aug 1, 2011 | 0.92 |
The correlation between FAMEX and WAMFX has been stable across timeframes, ranging from 0.87 to 0.92 - a consistent structural relationship.
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Return for Risk
FAMEX vs. WAMFX — Risk / Return Rank
FAMEX
WAMFX
FAMEX vs. WAMFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for FAM Dividend Focus Fund (FAMEX) and Boston Trust Walden Midcap Fund (WAMFX). 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 | WAMFX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.80 | ||
| Sortino ratioReturn per unit of downside risk | -1.16 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 1.11 | -0.13 |
| Calmar ratioReturn relative to maximum drawdown | -0.19 | 0.86 | -1.05 |
| Martin ratioReturn relative to average drawdown | -0.39 | 2.46 | -2.85 |
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Drawdowns
FAMEX vs. WAMFX - Drawdown Comparison
The maximum FAMEX drawdown since its inception was -54.68%, which is greater than WAMFX's maximum drawdown of -36.81%. Use the drawdown chart below to compare losses from any high point for FAMEX and WAMFX.
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Drawdown Indicators
| FAMEX | WAMFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.68% | -36.81% | -17.87% |
Max Drawdown (1Y)Largest decline over 1 year | -13.83% | -8.38% | -5.45% |
Max Drawdown (3Y)Largest decline over 3 years | -15.36% | -17.51% | +2.15% |
Max Drawdown (5Y)Largest decline over 5 years | -24.10% | -20.82% | -3.28% |
Max Drawdown (10Y)Largest decline over 10 years | -35.96% | -36.81% | +0.85% |
Current DrawdownCurrent decline from peak | -5.18% | -0.29% | -4.89% |
Average DrawdownAverage peak-to-trough decline | -6.80% | -3.92% | -2.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.84% | 2.92% | +3.92% |
Volatility
FAMEX vs. WAMFX - Volatility Comparison
FAM Dividend Focus Fund (FAMEX) has a higher volatility of 4.48% compared to Boston Trust Walden Midcap Fund (WAMFX) at 3.33%. This indicates that FAMEX's price experiences larger fluctuations and is considered to be riskier than WAMFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FAMEX | WAMFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.48% | 3.33% | +1.15% |
Volatility (6M)Calculated over the trailing 6-month period | 10.63% | 8.37% | +2.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.58% | 11.94% | +1.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.74% | 15.79% | +0.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.91% | 17.40% | +0.51% |
FAMEX vs. WAMFX - Expense Ratio Comparison
FAMEX has a 1.23% expense ratio, which is higher than WAMFX's 0.99% expense ratio.
Dividends
FAMEX vs. WAMFX - Dividend Comparison
FAMEX's dividend yield for the trailing twelve months is around 3.64%, less than WAMFX's 6.83% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
WAMFX Boston Trust Walden Midcap Fund | 6.83% | 7.23% | 3.49% | 4.84% | 5.55% | 4.82% | 3.87% | 12.83% | 7.08% | 0.45% | 5.06% | 5.54% |
Frequently Asked Questions
FAMEX and WAMFX have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FAMEX has higher volatility (4.48%) compared to WAMFX (3.33%). In terms of maximum drawdown, FAMEX dropped -54.68% vs WAMFX's -36.81%.
WAMFX currently has the higher Sharpe Ratio (0.60 vs -0.19), 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.
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