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

Correlation

The correlation between WASMX and SMIG is 0.93, 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.


-0.50.00.51.00.9

Performance

WASMX vs. SMIG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Boston Trust Walden SMID Cap Fund (WASMX) and Bahl & Gaynor Small/Mid Cap Income Growth ETF (SMIG). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
7.50%
10.82%
WASMX
SMIG

Key characteristics

Sharpe Ratio

WASMX:

0.69

SMIG:

1.45

Sortino Ratio

WASMX:

1.06

SMIG:

2.13

Omega Ratio

WASMX:

1.13

SMIG:

1.26

Calmar Ratio

WASMX:

0.89

SMIG:

2.14

Martin Ratio

WASMX:

2.68

SMIG:

8.74

Ulcer Index

WASMX:

3.61%

SMIG:

2.21%

Daily Std Dev

WASMX:

13.98%

SMIG:

13.39%

Max Drawdown

WASMX:

-38.51%

SMIG:

-19.65%

Current Drawdown

WASMX:

-8.69%

SMIG:

-8.13%

Returns By Period

In the year-to-date period, WASMX achieves a 9.30% return, which is significantly lower than SMIG's 18.07% return.


WASMX

YTD

9.30%

1M

-7.11%

6M

7.50%

1Y

9.25%

5Y*

6.96%

10Y*

6.24%

SMIG

YTD

18.07%

1M

-7.02%

6M

10.83%

1Y

18.98%

5Y*

N/A

10Y*

N/A

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. SMIG - Expense Ratio Comparison

WASMX has a 1.00% expense ratio, which is higher than SMIG's 0.60% 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 SMIG: current value at 0.60% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.60%

Risk-Adjusted Performance

WASMX vs. SMIG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Boston Trust Walden SMID Cap Fund (WASMX) and Bahl & Gaynor Small/Mid Cap Income Growth ETF (SMIG). 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 0.69, compared to the broader market-1.000.001.002.003.004.000.691.45
The chart of Sortino ratio for WASMX, currently valued at 1.06, compared to the broader market-2.000.002.004.006.008.0010.001.062.13
The chart of Omega ratio for WASMX, currently valued at 1.13, compared to the broader market0.501.001.502.002.503.003.501.131.26
The chart of Calmar ratio for WASMX, currently valued at 0.89, compared to the broader market0.002.004.006.008.0010.0012.0014.000.892.14
The chart of Martin ratio for WASMX, currently valued at 2.68, compared to the broader market0.0020.0040.0060.002.688.74
WASMX
SMIG

The current WASMX Sharpe Ratio is 0.69, which is lower than the SMIG Sharpe Ratio of 1.45. The chart below compares the historical Sharpe Ratios of WASMX and SMIG, 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 Ratio1.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
0.69
1.45
WASMX
SMIG

Dividends

WASMX vs. SMIG - Dividend Comparison

WASMX has not paid dividends to shareholders, while SMIG's dividend yield for the trailing twelve months is around 1.71%.


TTM2023202220212020201920182017201620152014
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%
SMIG
Bahl & Gaynor Small/Mid Cap Income Growth ETF
1.71%1.91%2.01%0.50%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

WASMX vs. SMIG - Drawdown Comparison

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


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-8.69%
-8.13%
WASMX
SMIG

Volatility

WASMX vs. SMIG - Volatility Comparison

Boston Trust Walden SMID Cap Fund (WASMX) has a higher volatility of 4.82% compared to Bahl & Gaynor Small/Mid Cap Income Growth ETF (SMIG) at 4.00%. This indicates that WASMX's price experiences larger fluctuations and is considered to be riskier than SMIG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
4.82%
4.00%
WASMX
SMIG
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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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