WASMX vs. THPMX
WASMX (Boston Trust Walden SMID Cap Fund) and THPMX (Thompson MidCap Fund) are both Mid Cap Blend Equities funds. Over the past 10 years, WASMX returned 10.40%/yr vs 11.04%/yr for THPMX. Their correlation of 0.91 means they have usually moved in the same direction. WASMX charges 1.00%/yr vs 1.15%/yr for THPMX.
Performance
WASMX vs. THPMX - Performance Comparison
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Returns By Period
In the year-to-date period, WASMX achieves a 9.03% return, which is significantly lower than THPMX's 16.70% return. Over the past 10 years, WASMX has underperformed THPMX with an annualized return of 10.40%, while THPMX has yielded a comparatively higher 11.04% annualized return.
WASMX
- 1D
- -0.34%
- 1M
- 1.18%
- 6M
- 6.54%
- YTD
- 9.03%
- 1Y
- 12.06%
- 3Y*
- 8.90%
- 5Y*
- 5.72%
- 10Y*
- 10.40%
- ALL TIME*
- 10.68%
THPMX
- 1D
- -0.41%
- 1M
- 0.35%
- 6M
- 13.92%
- YTD
- 16.70%
- 1Y
- 34.90%
- 3Y*
- 15.14%
- 5Y*
- 9.32%
- 10Y*
- 11.04%
- ALL TIME*
- 13.08%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
THPMX Thompson MidCap Fund | $0.00 | $0.00 | $0.00 |
| $0.00 | $0.00 | $0.00 |
WASMX vs. THPMX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WASMX Boston Trust Walden SMID Cap Fund | 9.03% | 0.31% | 10.39% | 16.40% | -14.57% | 30.04% | 9.22% | 32.50% | -5.60% | 14.91% |
THPMX Thompson MidCap Fund | 16.70% | 20.08% | 7.70% | 17.01% | -14.84% | 29.71% | 11.97% | 33.48% | -21.90% | 17.10% |
Correlation
The correlation between WASMX and THPMX is 0.85, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.85 |
Correlation (3Y) Balances recent behavior with more history. | 0.88 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.90 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.90 |
Correlation (All Time) Calculated using the full available price history since Jun 29, 2012 | 0.91 |
The correlation between WASMX and THPMX has been stable across timeframes, ranging from 0.85 to 0.91 - a consistent structural relationship.
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Return for Risk
WASMX vs. THPMX — Risk / Return Rank
WASMX
THPMX
WASMX vs. THPMX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Boston Trust Walden SMID Cap Fund (WASMX) and Thompson MidCap Fund (THPMX). 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.
| WASMX | THPMX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.33 | ||
| Sortino ratioReturn per unit of downside risk | -1.72 | ||
| Omega ratioGain probability vs. loss probability | 1.13 | 1.36 | -0.23 |
| Calmar ratioReturn relative to maximum drawdown | 0.88 | 3.20 | -2.32 |
| Martin ratioReturn relative to average drawdown | 2.45 | 11.78 | -9.34 |
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Drawdowns
WASMX vs. THPMX - Drawdown Comparison
The maximum WASMX drawdown since its inception was -37.74%, smaller than the maximum THPMX drawdown of -47.55%. Use the drawdown chart below to compare losses from any high point for WASMX and THPMX.
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Drawdown Indicators
| WASMX | THPMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.74% | -47.55% | +9.81% |
Max Drawdown (1Y)Largest decline over 1 year | -11.38% | -9.90% | -1.48% |
Max Drawdown (3Y)Largest decline over 3 years | -20.52% | -21.52% | +1.00% |
Max Drawdown (5Y)Largest decline over 5 years | -23.07% | -25.29% | +2.22% |
Max Drawdown (10Y)Largest decline over 10 years | -37.74% | -47.55% | +9.81% |
Current DrawdownCurrent decline from peak | -1.12% | -1.43% | +0.31% |
Average DrawdownAverage peak-to-trough decline | -5.19% | -6.71% | +1.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.08% | 2.69% | +1.39% |
Volatility
WASMX vs. THPMX - Volatility Comparison
Boston Trust Walden SMID Cap Fund (WASMX) has a higher volatility of 4.17% compared to Thompson MidCap Fund (THPMX) at 3.92%. This indicates that WASMX's price experiences larger fluctuations and is considered to be riskier than THPMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WASMX | THPMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.17% | 3.92% | +0.25% |
Volatility (6M)Calculated over the trailing 6-month period | 9.58% | 11.35% | -1.77% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.63% | 15.38% | -1.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.18% | 20.47% | -3.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.54% | 22.65% | -4.11% |
WASMX vs. THPMX - Expense Ratio Comparison
WASMX has a 1.00% expense ratio, which is lower than THPMX's 1.15% expense ratio.
Dividends
WASMX vs. THPMX - Dividend Comparison
WASMX's dividend yield for the trailing twelve months is around 1.51%, less than THPMX's 8.13% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
THPMX Thompson MidCap Fund | 8.13% | 9.48% | 8.04% | 7.60% | 12.04% | 9.76% | 0.33% | 2.93% | 7.29% | 7.51% | 4.84% | 9.46% |
WASMX Boston Trust Walden SMID Cap Fund | 1.51% | 1.65% | 1.67% | 0.52% | 4.90% | 4.75% | 1.86% | 9.96% | 4.40% | 0.52% | 5.41% | 7.06% |
Frequently Asked Questions
WASMX and THPMX have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WASMX has higher volatility (4.17%) compared to THPMX (3.92%). In terms of maximum drawdown, WASMX dropped -37.74% vs THPMX's -47.55%.
THPMX currently has the higher Sharpe Ratio (2.06 vs 0.74), 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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