WIEFX vs. STEZX
WIEFX (Boston Trust Walden International Equity Fund) and STEZX (AB International Strategic Equities Portfolio) are both Foreign Large Cap Equities funds. Over the past 10 years, WIEFX returned 7.86%/yr vs 10.40%/yr for STEZX. Their correlation of 0.87 means they have usually moved in the same direction. WIEFX charges 0.94%/yr vs 0.71%/yr for STEZX.
Performance
WIEFX vs. STEZX - Performance Comparison
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Returns By Period
In the year-to-date period, WIEFX achieves a 11.99% return, which is significantly lower than STEZX's 16.79% return. Over the past 10 years, WIEFX has underperformed STEZX with an annualized return of 7.86%, while STEZX has yielded a comparatively higher 10.40% 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%
STEZX
- 1D
- 3.57%
- 1M
- -1.41%
- 6M
- 8.02%
- YTD
- 16.79%
- 1Y
- 35.69%
- 3Y*
- 24.09%
- 5Y*
- 12.27%
- 10Y*
- 10.40%
- ALL TIME*
- 10.26%
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. STEZX - 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% |
STEZX AB International Strategic Equities Portfolio | 16.79% | 43.11% | 12.75% | 13.56% | -17.62% | 10.32% | 4.38% | 19.93% | -14.94% | 29.96% |
Correlation
The correlation between WIEFX and STEZX is 0.73, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.73 |
Correlation (3Y) Balances recent behavior with more history. | 0.84 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.88 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.86 |
Correlation (All Time) Calculated using the full available price history since Jan 4, 2016 | 0.87 |
The correlation between WIEFX and STEZX shifts across timeframes, from 0.73 (1 year) to 0.88 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
WIEFX vs. STEZX — Risk / Return Rank
WIEFX
STEZX
WIEFX vs. STEZX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Boston Trust Walden International Equity Fund (WIEFX) and AB International Strategic Equities Portfolio (STEZX). 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 | STEZX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.65 | ||
| Sortino ratioReturn per unit of downside risk | -0.86 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.34 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | 1.74 | 2.87 | -1.13 |
| Martin ratioReturn relative to average drawdown | 6.02 | 10.49 | -4.46 |
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Drawdowns
WIEFX vs. STEZX - Drawdown Comparison
The maximum WIEFX drawdown since its inception was -29.65%, smaller than the maximum STEZX drawdown of -36.51%. Use the drawdown chart below to compare losses from any high point for WIEFX and STEZX.
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Drawdown Indicators
| WIEFX | STEZX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -29.65% | -36.51% | +6.86% |
Max Drawdown (1Y)Largest decline over 1 year | -8.86% | -12.02% | +3.16% |
Max Drawdown (3Y)Largest decline over 3 years | -11.45% | -14.01% | +2.56% |
Max Drawdown (5Y)Largest decline over 5 years | -25.98% | -29.85% | +3.87% |
Max Drawdown (10Y)Largest decline over 10 years | -29.65% | -36.51% | +6.86% |
Current DrawdownCurrent decline from peak | 0.00% | -5.32% | +5.32% |
Average DrawdownAverage peak-to-trough decline | -4.84% | -7.26% | +2.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.56% | 3.28% | -0.72% |
Volatility
WIEFX vs. STEZX - Volatility Comparison
The current volatility for Boston Trust Walden International Equity Fund (WIEFX) is 3.02%, while AB International Strategic Equities Portfolio (STEZX) has a volatility of 7.32%. This indicates that WIEFX experiences smaller price fluctuations and is considered to be less risky than STEZX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WIEFX | STEZX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.02% | 7.32% | -4.30% |
Volatility (6M)Calculated over the trailing 6-month period | 9.91% | 17.27% | -7.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.61% | 19.28% | -5.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.45% | 16.93% | -2.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.44% | 16.33% | -1.89% |
WIEFX vs. STEZX - Expense Ratio Comparison
WIEFX has a 0.94% expense ratio, which is higher than STEZX's 0.71% expense ratio.
Dividends
WIEFX vs. STEZX - Dividend Comparison
WIEFX has not paid dividends to shareholders, while STEZX's dividend yield for the trailing twelve months is around 10.75%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
STEZX AB International Strategic Equities Portfolio | 10.75% | 12.56% | 2.45% | 3.08% | 4.12% | 5.96% | 1.29% | 2.05% | 3.23% | 2.92% | 1.72% |
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 STEZX have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
STEZX has higher volatility (7.32%) compared to WIEFX (3.02%). In terms of maximum drawdown, WIEFX dropped -29.65% vs STEZX's -36.51%.
STEZX currently has the higher Sharpe Ratio (1.79 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.
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