WSBFX vs. BOSOX

Last updated Jun 24, 2026

WSBFX (Boston Trust Walden Balanced Fund) and BOSOX (Boston Trust Small Cap Fund) are both mutual funds - WSBFX is a Diversified Portfolio fund managed by Boston Trust Walden, while BOSOX is a Small Cap Blend Equities fund managed by Boston Trust Walden. Over the past 10 years, WSBFX returned 8.89%/yr vs 10.86%/yr for BOSOX. Their correlation of 0.84 suggests significant overlap in exposure. Both charge a 1.00% expense ratio.

Performance

WSBFX vs. BOSOX - Performance Comparison

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

Returns By Period

In the year-to-date period, WSBFX achieves a 6.44% return, which is significantly lower than BOSOX's 10.07% return. Over the past 10 years, WSBFX has underperformed BOSOX with an annualized return of 8.89%, while BOSOX has yielded a comparatively higher 10.86% annualized return.

WSBFX

• 1D: -0.08%
• 1M: 1.25%
• YTD: 6.44%
• 6M: 6.02%
• 1Y: 18.39%
• 3Y*: 10.27%
• 5Y*: 6.02%
• 10Y*: 8.89%

BOSOX

• 1D: -0.16%
• 1M: 3.75%
• YTD: 10.07%
• 6M: 7.35%
• 1Y: 10.15%
• 3Y*: 9.16%
• 5Y*: 5.72%
• 10Y*: 10.86%

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

WSBFX vs. BOSOX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
WSBFX Boston Trust Walden Balanced Fund	6.44%	10.63%	6.86%	12.21%	-13.64%	19.35%	8.81%	24.56%	-1.90%	13.98%
BOSOX Boston Trust Small Cap Fund	10.07%	-4.04%	12.52%	10.09%	-9.05%	28.10%	8.27%	38.35%	-6.01%	12.24%

Correlation

The correlation between WSBFX and BOSOX is 0.72, 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	0.72
Correlation (3Y) Calculated over the trailing 3-year period	0.73
Correlation (5Y) Calculated over the trailing 5-year period	0.79
Correlation (10Y) Calculated over the trailing 10-year period	0.79
Correlation (All Time) Calculated using the full available price history since Dec 19, 2005	0.84

The correlation between WSBFX and BOSOX shifts across timeframes, from 0.72 (1 year) to 0.84 (all time), reflecting how their relationship changes across market environments.

Return for Risk

WSBFX vs. BOSOX — Risk / Return Rank

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

WSBFX

WSBFX Risk / Return Rank: 77
WSBFX Sharpe Ratio Rank: 80
WSBFX Sortino Ratio Rank: 81
WSBFX Omega Ratio Rank: 75
WSBFX Calmar Ratio Rank: 69
WSBFX Martin Ratio Rank: 80

BOSOX

BOSOX Risk / Return Rank: 11
BOSOX Sharpe Ratio Rank: 10
BOSOX Sortino Ratio Rank: 12
BOSOX Omega Ratio Rank: 10
BOSOX Calmar Ratio Rank: 13
BOSOX Martin Ratio Rank: 13

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.

WSBFX vs. BOSOX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Boston Trust Walden Balanced Fund (WSBFX) 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.

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.

	WSBFX	BOSOX	Difference
Sharpe ratio: Return per unit of total volatility	2.42	0.79	+1.63
Sortino ratio: Return per unit of downside risk	3.52	1.29	+2.23
Omega ratio: Gain probability vs. loss probability	1.45	1.14	+0.30
Calmar ratio: Return relative to maximum drawdown	3.05	1.12	+1.93
Martin ratio: Return relative to average drawdown	13.95	3.38	+10.57

WSBFX vs. BOSOX - Sharpe Ratio Comparison

The current WSBFX Sharpe Ratio is 2.42, which is higher than the BOSOX Sharpe Ratio of 0.79. The chart below compares the historical Sharpe Ratios of WSBFX and BOSOX, 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

WSBFX vs. BOSOX - Drawdown Comparison

The maximum WSBFX drawdown since its inception was -32.01%, smaller than the maximum BOSOX drawdown of -51.32%. Use the drawdown chart below to compare losses from any high point for WSBFX and BOSOX.

Drawdown Indicators

	WSBFX	BOSOX	Difference
Max Drawdown Largest peak-to-trough decline	-32.01%	-51.32%	+19.31%
Max Drawdown (1Y) Largest decline over 1 year	-6.31%	-10.69%	+4.38%
Max Drawdown (3Y) Largest decline over 3 years	-11.46%	-22.36%	+10.90%
Max Drawdown (5Y) Largest decline over 5 years	-19.94%	-22.36%	+2.42%
Max Drawdown (10Y) Largest decline over 10 years	-24.21%	-36.79%	+12.58%
Current Drawdown Current decline from peak	-0.53%	-3.66%	+3.13%
Average Drawdown Average peak-to-trough decline	-4.51%	-7.27%	+2.76%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.38%	3.54%	-2.16%

Volatility

WSBFX vs. BOSOX - Volatility Comparison

The current volatility for Boston Trust Walden Balanced Fund (WSBFX) is 2.73%, while Boston Trust Small Cap Fund (BOSOX) has a volatility of 3.93%. This indicates that WSBFX experiences smaller price fluctuations and is considered to be less risky than BOSOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	WSBFX	BOSOX	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.73%	3.93%	-1.20%
Volatility (6M) Calculated over the trailing 6-month period	6.23%	10.26%	-4.03%
Volatility (1Y) Calculated over the trailing 1-year period	7.97%	15.22%	-7.25%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	11.96%	17.82%	-5.86%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	12.31%	19.57%	-7.26%

WSBFX vs. BOSOX - Expense Ratio Comparison

Both WSBFX and BOSOX have an expense ratio of 1.00%.

Dividends

WSBFX vs. BOSOX - Dividend Comparison

WSBFX's dividend yield for the trailing twelve months is around 7.49%, more than BOSOX's 4.01% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
BOSOX Boston Trust Small Cap Fund	4.01%	4.41%	6.52%	0.78%	5.09%	8.93%	2.56%	12.46%	16.19%	9.13%	3.14%	18.92%
WSBFX Boston Trust Walden Balanced Fund	7.49%	7.97%	4.75%	7.68%	3.66%	3.51%	3.42%	2.30%	2.19%	1.02%	3.06%	7.45%

Frequently Asked Questions

Can I hold both WSBFX and BOSOX in my portfolio?

WSBFX and BOSOX have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, WSBFX or BOSOX?

BOSOX has higher volatility (3.93%) compared to WSBFX (2.73%). In terms of maximum drawdown, WSBFX dropped -32.01% vs BOSOX's -51.32%.

Which has better risk-adjusted returns?

WSBFX currently has the higher Sharpe Ratio (2.42 vs 0.79), 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.