WAMFX vs. FAMEX
WAMFX (Boston Trust Walden Midcap Fund) and FAMEX (FAM Dividend Focus Fund) are both Mid Cap Blend Equities funds. Over the past 10 years, WAMFX returned 10.54%/yr vs 10.93%/yr for FAMEX. Their correlation of 0.92 suggests significant overlap in exposure. WAMFX charges 0.99%/yr vs 1.23%/yr for FAMEX.
Performance
WAMFX vs. FAMEX - Performance Comparison
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Returns By Period
In the year-to-date period, WAMFX achieves a 2.40% return, which is significantly higher than FAMEX's 2.03% return. Both investments have delivered pretty close results over the past 10 years, with WAMFX having a 10.54% annualized return and FAMEX not far ahead at 10.93%.
WAMFX
- 1D
- 0.00%
- 1M
- 0.83%
- YTD
- 2.40%
- 6M
- 1.19%
- 1Y
- 7.06%
- 3Y*
- 9.45%
- 5Y*
- 6.29%
- 10Y*
- 10.54%
FAMEX
- 1D
- 0.04%
- 1M
- 4.43%
- YTD
- 2.03%
- 6M
- 0.58%
- 1Y
- -2.22%
- 3Y*
- 7.86%
- 5Y*
- 5.36%
- 10Y*
- 10.93%
WAMFX vs. FAMEX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WAMFX Boston Trust Walden Midcap Fund | 2.40% | 4.82% | 10.39% | 13.90% | -10.87% | 24.85% | 9.56% | 36.98% | -3.59% | 16.21% |
FAMEX FAM Dividend Focus Fund | 2.03% | 1.91% | 7.56% | 19.70% | -13.40% | 25.61% | 13.19% | 32.56% | 0.06% | 12.64% |
Correlation
The correlation between WAMFX and FAMEX is 0.88, 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 | 0.88 |
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 WAMFX and FAMEX has been stable across timeframes, ranging from 0.88 to 0.92 - a consistent structural relationship.
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Return for Risk
WAMFX vs. FAMEX — Risk / Return Rank
WAMFX
FAMEX
WAMFX vs. FAMEX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Boston Trust Walden Midcap Fund (WAMFX) and FAM Dividend Focus Fund (FAMEX). 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.
| WAMFX | FAMEX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.79 | ||
| Sortino ratioReturn per unit of downside risk | +1.15 | ||
| Omega ratioGain probability vs. loss probability | 1.13 | 1.00 | +0.13 |
| Calmar ratioReturn relative to maximum drawdown | 1.01 | -0.08 | +1.09 |
| Martin ratioReturn relative to average drawdown | 2.92 | -0.16 | +3.08 |
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Drawdowns
WAMFX vs. FAMEX - Drawdown Comparison
The maximum WAMFX drawdown since its inception was -36.81%, smaller than the maximum FAMEX drawdown of -54.68%. Use the drawdown chart below to compare losses from any high point for WAMFX and FAMEX.
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Drawdown Indicators
| WAMFX | FAMEX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.81% | -54.68% | +17.87% |
Max Drawdown (1Y)Largest decline over 1 year | -8.38% | -13.83% | +5.45% |
Max Drawdown (3Y)Largest decline over 3 years | -17.51% | -15.36% | -2.15% |
Max Drawdown (5Y)Largest decline over 5 years | -20.82% | -24.10% | +3.28% |
Max Drawdown (10Y)Largest decline over 10 years | -36.81% | -35.96% | -0.85% |
Current DrawdownCurrent decline from peak | -2.17% | -6.10% | +3.93% |
Average DrawdownAverage peak-to-trough decline | -3.93% | -6.80% | +2.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.91% | 6.72% | -3.81% |
Volatility
WAMFX vs. FAMEX - Volatility Comparison
The current volatility for Boston Trust Walden Midcap Fund (WAMFX) is 3.26%, while FAM Dividend Focus Fund (FAMEX) has a volatility of 4.82%. This indicates that WAMFX experiences smaller price fluctuations and is considered to be less risky than FAMEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WAMFX | FAMEX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.26% | 4.82% | -1.56% |
Volatility (6M)Calculated over the trailing 6-month period | 8.36% | 10.60% | -2.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.04% | 13.58% | -1.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.81% | 16.73% | -0.92% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.49% | 17.97% | -0.48% |
WAMFX vs. FAMEX - Expense Ratio Comparison
WAMFX has a 0.99% expense ratio, which is lower than FAMEX's 1.23% expense ratio.
Dividends
WAMFX vs. FAMEX - Dividend Comparison
WAMFX's dividend yield for the trailing twelve months is around 7.06%, more than FAMEX's 3.66% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FAMEX FAM Dividend Focus Fund | 3.66% | 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 | 7.06% | 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
WAMFX and FAMEX have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FAMEX has higher volatility (4.82%) compared to WAMFX (3.26%). In terms of maximum drawdown, WAMFX dropped -36.81% vs FAMEX's -54.68%.
WAMFX currently has the higher Sharpe Ratio (0.71 vs -0.08), 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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