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WASMX vs. QQQ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between WASMX and QQQ is 0.71, 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.


-0.50.00.51.00.7

Performance

WASMX vs. QQQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Boston Trust Walden SMID Cap Fund (WASMX) and Invesco QQQ (QQQ). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
8.12%
7.59%
WASMX
QQQ

Key characteristics

Sharpe Ratio

WASMX:

0.72

QQQ:

1.54

Sortino Ratio

WASMX:

1.10

QQQ:

2.06

Omega Ratio

WASMX:

1.13

QQQ:

1.28

Calmar Ratio

WASMX:

0.93

QQQ:

2.03

Martin Ratio

WASMX:

2.92

QQQ:

7.34

Ulcer Index

WASMX:

3.48%

QQQ:

3.75%

Daily Std Dev

WASMX:

14.04%

QQQ:

17.90%

Max Drawdown

WASMX:

-38.51%

QQQ:

-82.98%

Current Drawdown

WASMX:

-8.87%

QQQ:

-4.03%

Returns By Period

In the year-to-date period, WASMX achieves a 9.07% return, which is significantly lower than QQQ's 26.66% return. Over the past 10 years, WASMX has underperformed QQQ with an annualized return of 6.37%, while QQQ has yielded a comparatively higher 18.30% annualized return.


WASMX

YTD

9.07%

1M

-4.14%

6M

7.75%

1Y

9.36%

5Y*

6.92%

10Y*

6.37%

QQQ

YTD

26.66%

1M

3.29%

6M

6.76%

1Y

26.84%

5Y*

20.38%

10Y*

18.30%

Compare stocks, funds, or ETFs

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


WASMX vs. QQQ - Expense Ratio Comparison

WASMX has a 1.00% expense ratio, which is higher than QQQ's 0.20% expense ratio.


WASMX
Boston Trust Walden SMID Cap Fund
Expense ratio chart for WASMX: current value at 1.00% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.00%
Expense ratio chart for QQQ: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%

Risk-Adjusted Performance

WASMX vs. QQQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Boston Trust Walden SMID Cap Fund (WASMX) and Invesco QQQ (QQQ). 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.


Sharpe ratio
The chart of Sharpe ratio for WASMX, currently valued at 0.72, compared to the broader market-1.000.001.002.003.004.000.721.54
The chart of Sortino ratio for WASMX, currently valued at 1.10, compared to the broader market-2.000.002.004.006.008.0010.001.102.06
The chart of Omega ratio for WASMX, currently valued at 1.13, compared to the broader market0.501.001.502.002.503.003.501.131.28
The chart of Calmar ratio for WASMX, currently valued at 0.93, compared to the broader market0.002.004.006.008.0010.0012.0014.000.932.03
The chart of Martin ratio for WASMX, currently valued at 2.92, compared to the broader market0.0020.0040.0060.002.927.34
WASMX
QQQ

The current WASMX Sharpe Ratio is 0.72, which is lower than the QQQ Sharpe Ratio of 1.54. The chart below compares the historical Sharpe Ratios of WASMX and QQQ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
0.72
1.54
WASMX
QQQ

Dividends

WASMX vs. QQQ - Dividend Comparison

WASMX has not paid dividends to shareholders, while QQQ's dividend yield for the trailing twelve months is around 0.43%.


TTM20232022202120202019201820172016201520142013
WASMX
Boston Trust Walden SMID Cap Fund
0.00%0.45%0.44%0.49%0.54%0.53%0.58%0.52%0.94%0.18%0.04%0.00%
QQQ
Invesco QQQ
0.43%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%1.02%

Drawdowns

WASMX vs. QQQ - Drawdown Comparison

The maximum WASMX drawdown since its inception was -38.51%, smaller than the maximum QQQ drawdown of -82.98%. Use the drawdown chart below to compare losses from any high point for WASMX and QQQ. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-8.87%
-4.03%
WASMX
QQQ

Volatility

WASMX vs. QQQ - Volatility Comparison

Boston Trust Walden SMID Cap Fund (WASMX) and Invesco QQQ (QQQ) have volatilities of 5.26% and 5.23%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%JulyAugustSeptemberOctoberNovemberDecember
5.26%
5.23%
WASMX
QQQ
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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