WAMFX vs. FZFLX
Compare and contrast key facts about Boston Trust Walden Midcap Fund (WAMFX) and Fidelity SAI Small-Mid Cap 500 Index Fund (FZFLX).
WAMFX is managed by Boston Trust Walden. It was launched on Aug 1, 2011. FZFLX is managed by Fidelity. It was launched on Aug 12, 2015.
Performance
WAMFX vs. FZFLX - Performance Comparison
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WAMFX vs. FZFLX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WAMFX Boston Trust Walden Midcap Fund | -4.10% | 4.82% | 10.39% | 13.90% | -10.87% | 24.85% | 9.56% | 36.98% | -3.59% | 16.21% |
FZFLX Fidelity SAI Small-Mid Cap 500 Index Fund | 2.68% | 10.76% | 15.52% | 17.75% | -15.62% | 20.40% | 19.78% | 31.96% | -9.25% | 18.41% |
Returns By Period
In the year-to-date period, WAMFX achieves a -4.10% return, which is significantly lower than FZFLX's 2.68% return. Over the past 10 years, WAMFX has underperformed FZFLX with an annualized return of 9.70%, while FZFLX has yielded a comparatively higher 11.53% annualized return.
WAMFX
- 1D
- -0.19%
- 1M
- -7.83%
- YTD
- -4.10%
- 6M
- -4.23%
- 1Y
- 1.76%
- 3Y*
- 6.62%
- 5Y*
- 5.64%
- 10Y*
- 9.70%
FZFLX
- 1D
- -2.75%
- 1M
- -9.45%
- YTD
- 2.68%
- 6M
- 4.85%
- 1Y
- 21.13%
- 3Y*
- 14.17%
- 5Y*
- 7.49%
- 10Y*
- 11.53%
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WAMFX vs. FZFLX - Expense Ratio Comparison
WAMFX has a 0.99% expense ratio, which is higher than FZFLX's 0.05% expense ratio.
Return for Risk
WAMFX vs. FZFLX — Risk / Return Rank
WAMFX
FZFLX
WAMFX vs. FZFLX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Boston Trust Walden Midcap Fund (WAMFX) and Fidelity SAI Small-Mid Cap 500 Index Fund (FZFLX). 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.
| WAMFX | FZFLX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.16 | 0.90 | -0.74 |
Sortino ratioReturn per unit of downside risk | 0.35 | 1.36 | -1.01 |
Omega ratioGain probability vs. loss probability | 1.05 | 1.19 | -0.15 |
Calmar ratioReturn relative to maximum drawdown | 0.10 | 1.25 | -1.15 |
Martin ratioReturn relative to average drawdown | 0.40 | 5.41 | -5.01 |
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
| WAMFX | FZFLX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.16 | 0.90 | -0.74 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.36 | 0.36 | -0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | 0.56 | 0.00 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.59 | 0.51 | +0.08 |
Correlation
The correlation between WAMFX and FZFLX is 0.90, 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
WAMFX vs. FZFLX - Dividend Comparison
WAMFX's dividend yield for the trailing twelve months is around 7.54%, less than FZFLX's 56.26% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
WAMFX Boston Trust Walden Midcap Fund | 7.54% | 7.23% | 3.49% | 4.84% | 5.55% | 4.82% | 3.87% | 12.83% | 7.08% | 0.45% | 5.06% | 5.54% |
FZFLX Fidelity SAI Small-Mid Cap 500 Index Fund | 56.26% | 57.77% | 10.20% | 2.35% | 79.79% | 50.77% | 7.19% | 6.49% | 7.69% | 1.68% | 0.93% | 0.67% |
Drawdowns
WAMFX vs. FZFLX - Drawdown Comparison
The maximum WAMFX drawdown since its inception was -36.81%, smaller than the maximum FZFLX drawdown of -42.03%. Use the drawdown chart below to compare losses from any high point for WAMFX and FZFLX.
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Drawdown Indicators
| WAMFX | FZFLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.81% | -42.03% | +5.22% |
Max Drawdown (1Y)Largest decline over 1 year | -11.66% | -14.54% | +2.88% |
Max Drawdown (5Y)Largest decline over 5 years | -20.82% | -24.77% | +3.95% |
Max Drawdown (10Y)Largest decline over 10 years | -36.81% | -42.03% | +5.22% |
Current DrawdownCurrent decline from peak | -8.38% | -10.68% | +2.30% |
Average DrawdownAverage peak-to-trough decline | -3.94% | -5.81% | +1.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.94% | 3.36% | -0.42% |
Volatility
WAMFX vs. FZFLX - Volatility Comparison
The current volatility for Boston Trust Walden Midcap Fund (WAMFX) is 3.29%, while Fidelity SAI Small-Mid Cap 500 Index Fund (FZFLX) has a volatility of 10.12%. This indicates that WAMFX experiences smaller price fluctuations and is considered to be less risky than FZFLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WAMFX | FZFLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.29% | 10.12% | -6.83% |
Volatility (6M)Calculated over the trailing 6-month period | 8.34% | 15.61% | -7.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.24% | 23.87% | -7.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.80% | 20.66% | -4.86% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.48% | 20.85% | -3.37% |