WIEFX vs. STEZX

Last updated Jun 23, 2026

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 7.52%/yr vs 11.30%/yr for STEZX. Their correlation of 0.87 suggests significant overlap in exposure. WIEFX charges 0.94%/yr vs 0.71%/yr for STEZX.

Performance

WIEFX vs. STEZX - Performance Comparison

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

Returns By Period

In the year-to-date period, WIEFX achieves a 6.99% return, which is significantly lower than STEZX's 22.80% return. Over the past 10 years, WIEFX has underperformed STEZX with an annualized return of 7.52%, while STEZX has yielded a comparatively higher 11.30% annualized return.

WIEFX

• 1D: 0.53%
• 1M: 1.18%
• YTD: 6.99%
• 6M: 7.26%
• 1Y: 8.96%
• 3Y*: 11.04%
• 5Y*: 6.51%
• 10Y*: 7.52%

STEZX

• 1D: 1.85%
• 1M: 3.50%
• YTD: 22.80%
• 6M: 23.95%
• 1Y: 47.28%
• 3Y*: 26.65%
• 5Y*: 13.78%
• 10Y*: 11.30%

*Multi-year figures are annualized to reflect compound growth (CAGR)

WIEFX vs. STEZX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
WIEFX Boston Trust Walden International Equity Fund	6.99%	15.09%	5.31%	16.19%	-13.08%	13.42%	7.16%	20.63%	-10.17%	19.92%
STEZX AB International Strategic Equities Portfolio	22.80%	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 0.79, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.79
Correlation (3Y) Calculated over the trailing 3-year period	0.86
Correlation (5Y) Calculated over the trailing 5-year period	0.89
Correlation (10Y) Calculated over the trailing 10-year period	0.87
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 0.79 (1 year) to 0.89 (5 years), reflecting how their relationship changes across market environments.

Return for Risk

WIEFX vs. STEZX — Risk / Return Rank

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

WIEFX

WIEFX Risk / Return Rank: 9
WIEFX Sharpe Ratio Rank: 8
WIEFX Sortino Ratio Rank: 7
WIEFX Omega Ratio Rank: 8
WIEFX Calmar Ratio Rank: 10
WIEFX Martin Ratio Rank: 11

STEZX

STEZX Risk / Return Rank: 84
STEZX Sharpe Ratio Rank: 87
STEZX Sortino Ratio Rank: 79
STEZX Omega Ratio Rank: 81
STEZX Calmar Ratio Rank: 86
STEZX Martin Ratio Rank: 89

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. 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 ratio: Return per unit of total volatility	0.61	2.63	-2.02
Sortino ratio: Return per unit of downside risk	0.90	3.43	-2.53
Omega ratio: Gain probability vs. loss probability	1.12	1.49	-0.37
Calmar ratio: Return relative to maximum drawdown	0.95	3.87	-2.92
Martin ratio: Return relative to average drawdown	3.08	16.11	-13.03

WIEFX vs. STEZX - Sharpe Ratio Comparison

The current WIEFX Sharpe Ratio is 0.61, which is lower than the STEZX Sharpe Ratio of 2.63. The chart below compares the historical Sharpe Ratios of WIEFX and STEZX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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.

Drawdown Indicators

	WIEFX	STEZX	Difference
Max Drawdown Largest 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 Drawdown Current decline from peak	-0.23%	0.00%	-0.23%
Average Drawdown Average peak-to-trough decline	-4.89%	-7.28%	+2.39%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.72%	2.88%	-0.16%

Volatility

WIEFX vs. STEZX - Volatility Comparison

The current volatility for Boston Trust Walden International Equity Fund (WIEFX) is 3.32%, while AB International Strategic Equities Portfolio (STEZX) has a volatility of 7.55%. 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.

Volatility by Period

	WIEFX	STEZX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.32%	7.55%	-4.23%
Volatility (6M) Calculated over the trailing 6-month period	11.18%	15.53%	-4.35%
Volatility (1Y) Calculated over the trailing 1-year period	13.72%	17.68%	-3.96%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.46%	16.59%	-2.13%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.73%	16.37%	-1.64%

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 10.22%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
STEZX AB International Strategic Equities Portfolio	10.22%	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

Can I hold both WIEFX and STEZX in my portfolio?

WIEFX and STEZX have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, WIEFX or STEZX?

STEZX has higher volatility (7.55%) compared to WIEFX (3.32%). In terms of maximum drawdown, WIEFX dropped -29.65% vs STEZX's -36.51%.

Which has better risk-adjusted returns?

STEZX currently has the higher Sharpe Ratio (2.63 vs 0.61), 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.