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WIEFX vs. BOSOX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

WIEFX vs. BOSOX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Boston Trust Walden International Equity Fund (WIEFX) and Boston Trust Small Cap Fund (BOSOX). The values are adjusted to include any dividend payments, if applicable.

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WIEFX vs. BOSOX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

WIEFX
WIEFX Risk / Return Rank: 1414
Overall Rank
WIEFX Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
WIEFX Sortino Ratio Rank: 1111
Sortino Ratio Rank
WIEFX Omega Ratio Rank: 1212
Omega Ratio Rank
WIEFX Calmar Ratio Rank: 1818
Calmar Ratio Rank
WIEFX Martin Ratio Rank: 1818
Martin Ratio Rank

BOSOX
BOSOX Risk / Return Rank: 33
Overall Rank
BOSOX Sharpe Ratio Rank: 44
Sharpe Ratio Rank
BOSOX Sortino Ratio Rank: 44
Sortino Ratio Rank
BOSOX Omega Ratio Rank: 44
Omega Ratio Rank
BOSOX Calmar Ratio Rank: 33
Calmar Ratio Rank
BOSOX Martin Ratio Rank: 22
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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.


WIEFXBOSOXDifference

Sharpe ratio

Return per unit of total volatility

0.34

-0.13

+0.46

Sortino ratio

Return per unit of downside risk

0.55

-0.05

+0.60

Omega ratio

Gain probability vs. loss probability

1.08

0.99

+0.08

Calmar ratio

Return relative to maximum drawdown

0.55

-0.33

+0.88

Martin ratio

Return relative to average drawdown

1.91

-1.03

+2.94

WIEFX vs. BOSOX - Sharpe Ratio Comparison

The current WIEFX Sharpe Ratio is 0.34, which is higher than the BOSOX Sharpe Ratio of -0.13. The chart below compares the historical Sharpe Ratios of WIEFX and BOSOX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


WIEFXBOSOXDifference

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%.


TTM20252024202320222021202020192018201720162015
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


WIEFXBOSOXDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-8.39%

-16.07%

+7.68%

Average Drawdown

Average peak-to-trough decline

-4.96%

-7.26%

+2.30%

Ulcer Index

Depth 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


WIEFXBOSOXDifference

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%