WIEFX vs. WSEFX
Compare and contrast key facts about Boston Trust Walden International Equity Fund (WIEFX) and Boston Trust Walden Equity Fund (WSEFX).
WIEFX is managed by Boston Trust Walden. It was launched on Jun 9, 2015. WSEFX is managed by Boston Trust Walden. It was launched on Jun 18, 1999.
Performance
WIEFX vs. WSEFX - Performance Comparison
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WIEFX vs. WSEFX - 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% |
WSEFX Boston Trust Walden Equity Fund | -5.95% | 13.26% | 9.78% | 16.31% | -13.53% | 27.97% | 13.57% | 35.43% | -2.54% | 15.84% |
Returns By Period
In the year-to-date period, WIEFX achieves a -2.50% return, which is significantly higher than WSEFX's -5.95% return. Over the past 10 years, WIEFX has underperformed WSEFX with an annualized return of 6.72%, while WSEFX has yielded a comparatively higher 10.94% 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%
WSEFX
- 1D
- -0.32%
- 1M
- -7.78%
- YTD
- -5.95%
- 6M
- -0.94%
- 1Y
- 10.89%
- 3Y*
- 9.54%
- 5Y*
- 7.41%
- 10Y*
- 10.94%
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WIEFX vs. WSEFX - Expense Ratio Comparison
WIEFX has a 0.94% expense ratio, which is lower than WSEFX's 1.00% expense ratio.
Return for Risk
WIEFX vs. WSEFX — Risk / Return Rank
WIEFX
WSEFX
WIEFX vs. WSEFX - 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 Walden Equity Fund (WSEFX). 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 | WSEFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.34 | 0.73 | -0.39 |
Sortino ratioReturn per unit of downside risk | 0.55 | 1.17 | -0.62 |
Omega ratioGain probability vs. loss probability | 1.08 | 1.17 | -0.09 |
Calmar ratioReturn relative to maximum drawdown | 0.55 | 0.87 | -0.32 |
Martin ratioReturn relative to average drawdown | 1.91 | 3.96 | -2.05 |
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 | WSEFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.34 | 0.73 | -0.39 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.40 | 0.48 | -0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.46 | 0.64 | -0.18 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 0.42 | +0.03 |
Correlation
The correlation between WIEFX and WSEFX is 0.70, 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. WSEFX - Dividend Comparison
WIEFX has not paid dividends to shareholders, while WSEFX's dividend yield for the trailing twelve months is around 12.28%.
| 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% |
WSEFX Boston Trust Walden Equity Fund | 12.28% | 11.55% | 4.95% | 2.99% | 3.31% | 2.24% | 4.15% | 5.27% | 2.20% | 0.92% | 3.39% | 6.82% |
Drawdowns
WIEFX vs. WSEFX - Drawdown Comparison
The maximum WIEFX drawdown since its inception was -29.65%, smaller than the maximum WSEFX drawdown of -48.02%. Use the drawdown chart below to compare losses from any high point for WIEFX and WSEFX.
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Drawdown Indicators
| WIEFX | WSEFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -29.65% | -48.02% | +18.37% |
Max Drawdown (1Y)Largest decline over 1 year | -9.15% | -11.26% | +2.11% |
Max Drawdown (5Y)Largest decline over 5 years | -25.98% | -21.99% | -3.99% |
Max Drawdown (10Y)Largest decline over 10 years | -29.65% | -33.50% | +3.85% |
Current DrawdownCurrent decline from peak | -8.39% | -8.65% | +0.26% |
Average DrawdownAverage peak-to-trough decline | -4.96% | -6.12% | +1.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.75% | 2.48% | +0.27% |
Volatility
WIEFX vs. WSEFX - Volatility Comparison
Boston Trust Walden International Equity Fund (WIEFX) has a higher volatility of 5.15% compared to Boston Trust Walden Equity Fund (WSEFX) at 3.66%. This indicates that WIEFX's price experiences larger fluctuations and is considered to be riskier than WSEFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WIEFX | WSEFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.15% | 3.66% | +1.49% |
Volatility (6M)Calculated over the trailing 6-month period | 10.38% | 8.23% | +2.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.62% | 16.61% | -0.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.32% | 15.56% | -1.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.72% | 17.25% | -2.53% |