SMEAX vs. BOSOX
Compare and contrast key facts about Invesco Small Cap Equity Fund Class A (SMEAX) and Boston Trust Small Cap Fund (BOSOX).
SMEAX is managed by Invesco. It was launched on Aug 31, 2000. BOSOX is managed by Boston Trust Walden.
Performance
SMEAX vs. BOSOX - Performance Comparison
Loading graphics...
SMEAX vs. BOSOX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SMEAX Invesco Small Cap Equity Fund Class A | -5.14% | 7.84% | 17.80% | 15.95% | -20.62% | 19.62% | 27.25% | 26.05% | -15.42% | 13.59% |
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, SMEAX achieves a -5.14% return, which is significantly lower than BOSOX's -4.10% return. Over the past 10 years, SMEAX has underperformed BOSOX with an annualized return of 8.47%, while BOSOX has yielded a comparatively higher 9.28% annualized return.
SMEAX
- 1D
- -2.22%
- 1M
- -10.78%
- YTD
- -5.14%
- 6M
- -5.53%
- 1Y
- 9.81%
- 3Y*
- 9.72%
- 5Y*
- 3.23%
- 10Y*
- 8.47%
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%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
SMEAX vs. BOSOX - Expense Ratio Comparison
SMEAX has a 1.22% expense ratio, which is higher than BOSOX's 1.00% expense ratio.
Return for Risk
SMEAX vs. BOSOX — Risk / Return Rank
SMEAX
BOSOX
SMEAX vs. BOSOX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco Small Cap Equity Fund Class A (SMEAX) 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.
| SMEAX | BOSOX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.44 | -0.13 | +0.56 |
Sortino ratioReturn per unit of downside risk | 0.76 | -0.05 | +0.81 |
Omega ratioGain probability vs. loss probability | 1.10 | 0.99 | +0.11 |
Calmar ratioReturn relative to maximum drawdown | 0.54 | -0.33 | +0.87 |
Martin ratioReturn relative to average drawdown | 1.83 | -1.03 | +2.86 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| SMEAX | BOSOX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.44 | -0.13 | +0.56 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.15 | 0.20 | -0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.37 | 0.48 | -0.11 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.33 | 0.41 | -0.08 |
Correlation
The correlation between SMEAX and BOSOX is 0.94, 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
SMEAX vs. BOSOX - Dividend Comparison
SMEAX's dividend yield for the trailing twelve months is around 9.85%, more than BOSOX's 4.60% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SMEAX Invesco Small Cap Equity Fund Class A | 9.85% | 9.34% | 8.09% | 0.40% | 2.95% | 19.02% | 6.03% | 11.18% | 18.53% | 5.38% | 5.38% | 6.51% |
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
SMEAX vs. BOSOX - Drawdown Comparison
The maximum SMEAX drawdown since its inception was -56.69%, which is greater than BOSOX's maximum drawdown of -51.32%. Use the drawdown chart below to compare losses from any high point for SMEAX and BOSOX.
Loading graphics...
Drawdown Indicators
| SMEAX | BOSOX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.69% | -51.32% | -5.37% |
Max Drawdown (1Y)Largest decline over 1 year | -13.75% | -11.89% | -1.86% |
Max Drawdown (5Y)Largest decline over 5 years | -31.42% | -22.36% | -9.06% |
Max Drawdown (10Y)Largest decline over 10 years | -45.01% | -36.79% | -8.22% |
Current DrawdownCurrent decline from peak | -13.43% | -16.07% | +2.64% |
Average DrawdownAverage peak-to-trough decline | -10.47% | -7.26% | -3.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.02% | 3.82% | +0.20% |
Volatility
SMEAX vs. BOSOX - Volatility Comparison
Invesco Small Cap Equity Fund Class A (SMEAX) has a higher volatility of 8.73% compared to Boston Trust Small Cap Fund (BOSOX) at 4.10%. This indicates that SMEAX'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.
Loading graphics...
Volatility by Period
| SMEAX | BOSOX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.73% | 4.10% | +4.63% |
Volatility (6M)Calculated over the trailing 6-month period | 15.75% | 10.48% | +5.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.47% | 18.96% | +4.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.45% | 17.82% | +3.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.01% | 19.56% | +3.45% |