WIEFX vs. KGIIX
WIEFX (Boston Trust Walden International Equity Fund) and KGIIX (Kopernik International Fund) are both Foreign Large Cap Equities funds. Over the past 10 years, WIEFX returned 7.86%/yr vs 9.01%/yr for KGIIX. Their 0.56 correlation means they have sometimes moved together and sometimes differently. WIEFX charges 0.94%/yr vs 1.04%/yr for KGIIX.
Performance
WIEFX vs. KGIIX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, WIEFX achieves a 11.99% return, which is significantly higher than KGIIX's 5.87% return. Over the past 10 years, WIEFX has underperformed KGIIX with an annualized return of 7.86%, while KGIIX has yielded a comparatively higher 9.01% annualized return.
WIEFX
- 1D
- 1.36%
- 1M
- 3.46%
- 6M
- 9.46%
- YTD
- 11.99%
- 1Y
- 16.27%
- 3Y*
- 12.05%
- 5Y*
- 7.21%
- 10Y*
- 7.86%
- ALL TIME*
- 7.82%
KGIIX
- 1D
- 1.39%
- 1M
- 3.46%
- 6M
- -2.31%
- YTD
- 5.87%
- 1Y
- 25.82%
- 3Y*
- 17.26%
- 5Y*
- 8.94%
- 10Y*
- 9.01%
- ALL TIME*
- 11.44%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
WIEFX vs. KGIIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WIEFX Boston Trust Walden International Equity Fund | 11.99% | 15.09% | 5.31% | 16.19% | -13.08% | 13.42% | 7.16% | 20.63% | -10.17% | 19.92% |
KGIIX Kopernik International Fund | 5.87% | 54.97% | -7.01% | 13.86% | -14.05% | 16.62% | 18.94% | 16.37% | -6.24% | 10.50% |
Correlation
The correlation between WIEFX and KGIIX is 0.47, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.47 |
Correlation (3Y) Balances recent behavior with more history. | 0.44 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.57 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.56 |
Correlation (All Time) Calculated using the full available price history since Jan 4, 2016 | 0.56 |
The correlation between WIEFX and KGIIX shifts across timeframes, from 0.44 (3 years) to 0.57 (5 years), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
WIEFX vs. KGIIX — Risk / Return Rank
WIEFX
KGIIX
WIEFX vs. KGIIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Boston Trust Walden International Equity Fund (WIEFX) and Kopernik International Fund (KGIIX). 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.
| WIEFX | KGIIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.75 | ||
| Sortino ratioReturn per unit of downside risk | -0.91 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.34 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | 1.74 | 2.11 | -0.37 |
| Martin ratioReturn relative to average drawdown | 6.02 | 5.33 | +0.70 |
Loading charts...
Drawdowns
WIEFX vs. KGIIX - Drawdown Comparison
The maximum WIEFX drawdown since its inception was -29.65%, which is greater than KGIIX's maximum drawdown of -27.81%. Use the drawdown chart below to compare losses from any high point for WIEFX and KGIIX.
Loading charts...
Drawdown Indicators
| WIEFX | KGIIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -29.65% | -27.81% | -1.84% |
Max Drawdown (1Y)Largest decline over 1 year | -8.86% | -11.96% | +3.10% |
Max Drawdown (3Y)Largest decline over 3 years | -11.45% | -13.58% | +2.13% |
Max Drawdown (5Y)Largest decline over 5 years | -25.98% | -27.81% | +1.83% |
Max Drawdown (10Y)Largest decline over 10 years | -29.65% | -27.81% | -1.84% |
Current DrawdownCurrent decline from peak | 0.00% | -7.70% | +7.70% |
Average DrawdownAverage peak-to-trough decline | -4.84% | -6.16% | +1.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.56% | 4.73% | -2.17% |
Volatility
WIEFX vs. KGIIX - Volatility Comparison
Boston Trust Walden International Equity Fund (WIEFX) and Kopernik International Fund (KGIIX) have volatilities of 3.02% and 2.95%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| WIEFX | KGIIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.02% | 2.95% | +0.07% |
Volatility (6M)Calculated over the trailing 6-month period | 9.91% | 10.51% | -0.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.61% | 13.35% | +0.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.45% | 13.27% | +1.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.44% | 12.66% | +1.78% |
WIEFX vs. KGIIX - Expense Ratio Comparison
WIEFX has a 0.94% expense ratio, which is lower than KGIIX's 1.04% expense ratio.
Dividends
WIEFX vs. KGIIX - Dividend Comparison
WIEFX has not paid dividends to shareholders, while KGIIX's dividend yield for the trailing twelve months is around 13.47%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
KGIIX Kopernik International Fund | 13.47% | 14.26% | 0.48% | 12.56% | 2.46% | 5.77% | 2.89% | 2.50% | 1.19% | 1.35% | 0.33% |
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% |
Frequently Asked Questions
WIEFX and KGIIX have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WIEFX has higher volatility (3.02%) compared to KGIIX (2.95%). In terms of maximum drawdown, WIEFX dropped -29.65% vs KGIIX's -27.81%.
KGIIX currently has the higher Sharpe Ratio (1.89 vs 1.14), 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.
Find the right allocation for WIEFX and KGIIX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer