NMPAX vs. BTMFX
NMPAX (Columbia Mid Cap Index Fund) and BTMFX (Boston Trust Midcap Fund) are both Mid Cap Blend Equities funds. Over the past 10 years, NMPAX returned 10.37%/yr vs 10.61%/yr for BTMFX. Their correlation of 0.94 means they have usually moved in the same direction. NMPAX charges 0.20%/yr vs 1.00%/yr for BTMFX.
Performance
NMPAX vs. BTMFX - Performance Comparison
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Returns By Period
In the year-to-date period, NMPAX achieves a 14.46% return, which is significantly higher than BTMFX's 7.93% return. Both investments have delivered pretty close results over the past 10 years, with NMPAX having a 10.37% annualized return and BTMFX not far ahead at 10.61%.
NMPAX
- 1D
- -0.13%
- 1M
- -1.14%
- 6M
- 9.08%
- YTD
- 14.46%
- 1Y
- 22.53%
- 3Y*
- 12.83%
- 5Y*
- 8.30%
- 10Y*
- 10.37%
- ALL TIME*
- 9.52%
BTMFX
- 1D
- 0.08%
- 1M
- 2.15%
- 6M
- 4.87%
- YTD
- 7.93%
- 1Y
- 10.61%
- 3Y*
- 8.64%
- 5Y*
- 6.34%
- 10Y*
- 10.61%
- 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 |
NMPAX vs. BTMFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NMPAX Columbia Mid Cap Index Fund | 14.46% | 7.23% | 13.67% | 16.32% | -13.27% | 24.66% | 8.71% | 25.99% | -11.44% | 15.84% |
BTMFX Boston Trust Midcap Fund | 7.93% | 4.29% | 10.27% | 13.06% | -10.91% | 24.77% | 9.72% | 33.00% | -3.36% | 20.01% |
Correlation
The correlation between NMPAX and BTMFX is 0.78, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.78 |
Correlation (3Y) Balances recent behavior with more history. | 0.87 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.90 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.91 |
Correlation (All Time) Calculated using the full available price history since Sep 28, 2007 | 0.94 |
The correlation between NMPAX and BTMFX shifts across timeframes, from 0.78 (1 year) to 0.94 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
NMPAX vs. BTMFX — Risk / Return Rank
NMPAX
BTMFX
NMPAX vs. BTMFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Columbia Mid Cap Index Fund (NMPAX) 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.
| NMPAX | BTMFX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.51 | ||
| Sortino ratioReturn per unit of downside risk | +0.68 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.15 | +0.09 |
| Calmar ratioReturn relative to maximum drawdown | 2.36 | 1.24 | +1.12 |
| Martin ratioReturn relative to average drawdown | 8.57 | 3.43 | +5.14 |
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Drawdowns
NMPAX vs. BTMFX - Drawdown Comparison
The maximum NMPAX drawdown since its inception was -54.31%, which is greater than BTMFX's maximum drawdown of -49.26%. Use the drawdown chart below to compare losses from any high point for NMPAX and BTMFX.
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Drawdown Indicators
| NMPAX | BTMFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.31% | -49.26% | -5.05% |
Max Drawdown (1Y)Largest decline over 1 year | -8.84% | -7.79% | -1.05% |
Max Drawdown (3Y)Largest decline over 3 years | -24.03% | -17.77% | -6.26% |
Max Drawdown (5Y)Largest decline over 5 years | -24.03% | -20.79% | -3.24% |
Max Drawdown (10Y)Largest decline over 10 years | -42.09% | -37.14% | -4.95% |
Current DrawdownCurrent decline from peak | -2.39% | -0.68% | -1.71% |
Average DrawdownAverage peak-to-trough decline | -7.68% | -6.12% | -1.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.43% | 2.80% | -0.37% |
Volatility
NMPAX vs. BTMFX - Volatility Comparison
Columbia Mid Cap Index Fund (NMPAX) and Boston Trust Midcap Fund (BTMFX) have volatilities of 3.40% and 3.47%, 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
| NMPAX | BTMFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.40% | 3.47% | -0.07% |
Volatility (6M)Calculated over the trailing 6-month period | 11.64% | 8.19% | +3.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.71% | 11.72% | +3.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.64% | 15.74% | +3.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.07% | 17.38% | +3.69% |
NMPAX vs. BTMFX - Expense Ratio Comparison
NMPAX has a 0.20% expense ratio, which is lower than BTMFX's 1.00% expense ratio.
Dividends
NMPAX vs. BTMFX - Dividend Comparison
NMPAX's dividend yield for the trailing twelve months is around 10.45%, more than BTMFX's 10.06% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BTMFX Boston Trust Midcap Fund | 10.06% | 10.86% | 4.23% | 4.41% | 4.71% | 4.91% | 1.98% | 6.95% | 5.96% | 6.61% | 7.03% | 6.60% |
NMPAX Columbia Mid Cap Index Fund | 10.45% | 9.34% | 11.35% | 7.97% | 11.65% | 18.03% | 5.96% | 5.70% | 10.06% | 7.66% | 7.97% | 10.12% |
Frequently Asked Questions
NMPAX and BTMFX have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BTMFX has higher volatility (3.47%) compared to NMPAX (3.40%). In terms of maximum drawdown, NMPAX dropped -54.31% vs BTMFX's -49.26%.
NMPAX currently has the higher Sharpe Ratio (1.33 vs 0.82), 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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