SIVIX vs. BOSOX
Compare and contrast key facts about State Street Institutional Small-Cap Equity Fund (SIVIX) and Boston Trust Small Cap Fund (BOSOX).
SIVIX is managed by State Street. It was launched on Aug 3, 1998. BOSOX is managed by Boston Trust Walden.
Performance
SIVIX vs. BOSOX - Performance Comparison
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SIVIX vs. BOSOX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SIVIX State Street Institutional Small-Cap Equity Fund | -3.53% | 0.64% | 10.83% | 14.23% | -14.99% | 21.48% | 15.19% | 26.69% | -10.13% | 13.22% |
BOSOX Boston Trust Small Cap Fund | -4.10% | -4.04% | 12.52% | 10.09% | -9.05% | 28.10% | 8.27% | 38.35% | -6.01% | 12.24% |
Returns By Period
In the year-to-date period, SIVIX achieves a -3.53% return, which is significantly higher than BOSOX's -4.10% return. Over the past 10 years, SIVIX has underperformed BOSOX with an annualized return of 8.69%, while BOSOX has yielded a comparatively higher 9.28% annualized return.
SIVIX
- 1D
- -0.63%
- 1M
- -8.80%
- YTD
- -3.53%
- 6M
- -3.97%
- 1Y
- 5.91%
- 3Y*
- 5.96%
- 5Y*
- 2.39%
- 10Y*
- 8.69%
BOSOX
- 1D
- -0.25%
- 1M
- -8.25%
- YTD
- -4.10%
- 6M
- -4.75%
- 1Y
- -4.04%
- 3Y*
- 3.34%
- 5Y*
- 3.57%
- 10Y*
- 9.28%
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SIVIX vs. BOSOX - Expense Ratio Comparison
SIVIX has a 0.75% expense ratio, which is lower than BOSOX's 1.00% expense ratio.
Return for Risk
SIVIX vs. BOSOX — Risk / Return Rank
SIVIX
BOSOX
SIVIX vs. BOSOX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for State Street Institutional Small-Cap Equity Fund (SIVIX) and Boston Trust Small Cap Fund (BOSOX). 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.
| SIVIX | BOSOX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.26 | -0.13 | +0.39 |
Sortino ratioReturn per unit of downside risk | 0.54 | -0.05 | +0.60 |
Omega ratioGain probability vs. loss probability | 1.07 | 0.99 | +0.08 |
Calmar ratioReturn relative to maximum drawdown | 0.26 | -0.33 | +0.59 |
Martin ratioReturn relative to average drawdown | 0.89 | -1.03 | +1.92 |
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
| SIVIX | BOSOX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.26 | -0.13 | +0.39 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.12 | 0.20 | -0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.41 | 0.48 | -0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.41 | 0.41 | +0.01 |
Correlation
The correlation between SIVIX and BOSOX is 0.96, 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
SIVIX vs. BOSOX - Dividend Comparison
SIVIX's dividend yield for the trailing twelve months is around 18.23%, more than BOSOX's 4.60% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SIVIX State Street Institutional Small-Cap Equity Fund | 18.23% | 17.59% | 10.99% | 7.77% | 4.87% | 16.56% | 3.16% | 6.27% | 19.92% | 9.35% | 3.38% | 13.07% |
BOSOX Boston Trust Small Cap Fund | 4.60% | 4.41% | 6.52% | 0.78% | 5.09% | 8.93% | 2.56% | 12.46% | 16.19% | 9.13% | 3.14% | 18.92% |
Drawdowns
SIVIX vs. BOSOX - Drawdown Comparison
The maximum SIVIX drawdown since its inception was -56.52%, which is greater than BOSOX's maximum drawdown of -51.32%. Use the drawdown chart below to compare losses from any high point for SIVIX and BOSOX.
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Drawdown Indicators
| SIVIX | BOSOX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.52% | -51.32% | -5.20% |
Max Drawdown (1Y)Largest decline over 1 year | -13.88% | -11.89% | -1.99% |
Max Drawdown (5Y)Largest decline over 5 years | -26.51% | -22.36% | -4.15% |
Max Drawdown (10Y)Largest decline over 10 years | -43.92% | -36.79% | -7.13% |
Current DrawdownCurrent decline from peak | -10.92% | -16.07% | +5.15% |
Average DrawdownAverage peak-to-trough decline | -8.87% | -7.26% | -1.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.98% | 3.82% | +0.16% |
Volatility
SIVIX vs. BOSOX - Volatility Comparison
State Street Institutional Small-Cap Equity Fund (SIVIX) has a higher volatility of 5.42% compared to Boston Trust Small Cap Fund (BOSOX) at 4.10%. This indicates that SIVIX's price experiences larger fluctuations and is considered to be riskier than BOSOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SIVIX | BOSOX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.42% | 4.10% | +1.32% |
Volatility (6M)Calculated over the trailing 6-month period | 12.13% | 10.48% | +1.65% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.99% | 18.96% | +3.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.30% | 17.82% | +2.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.09% | 19.56% | +1.53% |