SMIG vs. WASMX

In the year-to-date period, SMIG achieves a -2.33% return, which is significantly higher than WASMX's -3.81% return.

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

SMIG has a 0.60% expense ratio, which is lower than WASMX's 1.00% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Bahl & Gaynor Small/Mid Cap Income Growth ETF (SMIG) and Boston Trust Walden SMID Cap Fund (WASMX). 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.

The current SMIG Sharpe Ratio is 0.42, which is higher than the WASMX Sharpe Ratio of 0.03. The chart below compares the historical Sharpe Ratios of SMIG and WASMX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

SMIG's dividend yield for the trailing twelve months is around 1.79%, more than WASMX's 0.45% yield.

The maximum SMIG drawdown since its inception was -19.65%, smaller than the maximum WASMX drawdown of -38.51%. Use the drawdown chart below to compare losses from any high point for SMIG and WASMX. For additional features, visit the drawdowns tool.

The current volatility for Bahl & Gaynor Small/Mid Cap Income Growth ETF (SMIG) is 5.69%, while Boston Trust Walden SMID Cap Fund (WASMX) has a volatility of 6.28%. This indicates that SMIG experiences smaller price fluctuations and is considered to be less risky than WASMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.