WIEFX vs. BOSOX
Compare and contrast key facts about Boston Trust Walden International Equity Fund (WIEFX) and Boston Trust Small Cap Fund (BOSOX).
WIEFX is managed by Boston Trust Walden. It was launched on Jun 9, 2015. BOSOX is managed by Boston Trust Walden.
Performance
WIEFX vs. BOSOX - Performance Comparison
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WIEFX vs. BOSOX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WIEFX Boston Trust Walden International Equity Fund | -2.50% | 15.09% | 5.31% | 16.19% | -13.08% | 13.42% | 7.16% | 20.63% | -10.17% | 19.92% |
BOSOX Boston Trust Small Cap Fund | -4.10% | -4.04% | 12.52% | 10.09% | -9.05% | 28.10% | 8.27% | 38.35% | -6.01% | 12.24% |
Returns By Period
In the year-to-date period, WIEFX achieves a -2.50% return, which is significantly higher than BOSOX's -4.10% return. Over the past 10 years, WIEFX has underperformed BOSOX with an annualized return of 6.72%, while BOSOX has yielded a comparatively higher 9.28% annualized return.
WIEFX
- 1D
- 0.51%
- 1M
- -8.39%
- YTD
- -2.50%
- 6M
- -4.05%
- 1Y
- 5.83%
- 3Y*
- 9.29%
- 5Y*
- 5.73%
- 10Y*
- 6.72%
BOSOX
- 1D
- -0.25%
- 1M
- -8.25%
- YTD
- -4.10%
- 6M
- -4.75%
- 1Y
- -4.04%
- 3Y*
- 3.34%
- 5Y*
- 3.57%
- 10Y*
- 9.28%
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WIEFX vs. BOSOX - Expense Ratio Comparison
WIEFX has a 0.94% expense ratio, which is lower than BOSOX's 1.00% expense ratio.
Return for Risk
WIEFX vs. BOSOX — Risk / Return Rank
WIEFX
BOSOX
WIEFX vs. BOSOX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Boston Trust Walden International Equity Fund (WIEFX) and Boston Trust Small Cap Fund (BOSOX). 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.
| WIEFX | BOSOX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.34 | -0.13 | +0.46 |
Sortino ratioReturn per unit of downside risk | 0.55 | -0.05 | +0.60 |
Omega ratioGain probability vs. loss probability | 1.08 | 0.99 | +0.08 |
Calmar ratioReturn relative to maximum drawdown | 0.55 | -0.33 | +0.88 |
Martin ratioReturn relative to average drawdown | 1.91 | -1.03 | +2.94 |
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
| WIEFX | BOSOX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.34 | -0.13 | +0.46 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.40 | 0.20 | +0.20 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.46 | 0.48 | -0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 0.41 | +0.04 |
Correlation
The correlation between WIEFX and BOSOX is 0.63, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
WIEFX vs. BOSOX - Dividend Comparison
WIEFX has not paid dividends to shareholders, while BOSOX's dividend yield for the trailing twelve months is around 4.60%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
WIEFX Boston Trust Walden International Equity Fund | 0.00% | 0.00% | 1.59% | 1.59% | 1.59% | 1.57% | 1.12% | 1.66% | 1.69% | 1.17% | 1.80% | 0.00% |
BOSOX Boston Trust Small Cap Fund | 4.60% | 4.41% | 6.52% | 0.78% | 5.09% | 8.93% | 2.56% | 12.46% | 16.19% | 9.13% | 3.14% | 18.92% |
Drawdowns
WIEFX vs. BOSOX - Drawdown Comparison
The maximum WIEFX drawdown since its inception was -29.65%, smaller than the maximum BOSOX drawdown of -51.32%. Use the drawdown chart below to compare losses from any high point for WIEFX and BOSOX.
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Drawdown Indicators
| WIEFX | BOSOX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -29.65% | -51.32% | +21.67% |
Max Drawdown (1Y)Largest decline over 1 year | -9.15% | -11.89% | +2.74% |
Max Drawdown (5Y)Largest decline over 5 years | -25.98% | -22.36% | -3.62% |
Max Drawdown (10Y)Largest decline over 10 years | -29.65% | -36.79% | +7.14% |
Current DrawdownCurrent decline from peak | -8.39% | -16.07% | +7.68% |
Average DrawdownAverage peak-to-trough decline | -4.96% | -7.26% | +2.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.75% | 3.82% | -1.07% |
Volatility
WIEFX vs. BOSOX - Volatility Comparison
Boston Trust Walden International Equity Fund (WIEFX) has a higher volatility of 5.15% compared to Boston Trust Small Cap Fund (BOSOX) at 4.10%. This indicates that WIEFX's price experiences larger fluctuations and is considered to be riskier than BOSOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WIEFX | BOSOX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.15% | 4.10% | +1.05% |
Volatility (6M)Calculated over the trailing 6-month period | 10.38% | 10.48% | -0.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.62% | 18.96% | -3.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.32% | 17.82% | -3.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.72% | 19.56% | -4.84% |