WASMX vs. SMIG

In the year-to-date period, WASMX achieves a -2.80% return, which is significantly lower than SMIG's -1.26% return.

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

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.

The current WASMX Sharpe Ratio is 0.17, which is lower than the SMIG Sharpe Ratio of 0.46. 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.

WASMX's dividend yield for the trailing twelve months is around 0.44%, less than SMIG's 1.78% yield.

The maximum WASMX drawdown since its inception was -37.74%, 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.

Boston Trust Walden SMID Cap Fund (WASMX) has a higher volatility of 5.56% compared to Bahl & Gaynor Small/Mid Cap Income Growth ETF (SMIG) at 4.16%. 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.