WSBFX vs. BTMFX
WSBFX (Boston Trust Walden Balanced Fund) and BTMFX (Boston Trust Midcap Fund) are both mutual funds - WSBFX is a Diversified Portfolio fund managed by Boston Trust Walden, while BTMFX is a Mid Cap Blend Equities fund managed by Boston Trust Walden. Over the past 10 years, WSBFX returned 8.76%/yr vs 10.15%/yr for BTMFX. Their correlation of 0.92 suggests significant overlap in exposure. Both charge a 1.00% expense ratio.
Performance
WSBFX vs. BTMFX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, WSBFX achieves a 6.53% return, which is significantly higher than BTMFX's 2.05% return. Over the past 10 years, WSBFX has underperformed BTMFX with an annualized return of 8.76%, while BTMFX has yielded a comparatively higher 10.15% annualized return.
WSBFX
- 1D
- 0.54%
- 1M
- 1.33%
- YTD
- 6.53%
- 6M
- 6.43%
- 1Y
- 19.24%
- 3Y*
- 9.97%
- 5Y*
- 6.31%
- 10Y*
- 8.76%
BTMFX
- 1D
- 0.64%
- 1M
- 0.77%
- YTD
- 2.05%
- 6M
- 0.69%
- 1Y
- 7.62%
- 3Y*
- 8.12%
- 5Y*
- 6.26%
- 10Y*
- 10.15%
WSBFX vs. BTMFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WSBFX Boston Trust Walden Balanced Fund | 6.53% | 10.63% | 6.86% | 12.21% | -13.64% | 19.35% | 8.81% | 24.56% | -1.90% | 13.98% |
BTMFX Boston Trust Midcap Fund | 2.05% | 4.29% | 10.27% | 13.06% | -10.91% | 24.77% | 9.72% | 33.00% | -3.36% | 20.01% |
Correlation
The correlation between WSBFX and BTMFX 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 | 0.78 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.85 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.88 |
Correlation (All Time) Calculated using the full available price history since Sep 28, 2007 | 0.92 |
The correlation between WSBFX and BTMFX shifts across timeframes, from 0.72 (1 year) to 0.92 (all time), 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
WSBFX vs. BTMFX — Risk / Return Rank
WSBFX
BTMFX
WSBFX vs. BTMFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Boston Trust Walden Balanced Fund (WSBFX) and Boston Trust Midcap Fund (BTMFX). 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 | BTMFX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.73 | ||
| Sortino ratioReturn per unit of downside risk | +2.42 | ||
| Omega ratioGain probability vs. loss probability | 1.44 | 1.12 | +0.32 |
| Calmar ratioReturn relative to maximum drawdown | 3.00 | 1.00 | +2.01 |
| Martin ratioReturn relative to average drawdown | 13.75 | 2.75 | +11.00 |
Loading charts...
Drawdowns
WSBFX vs. BTMFX - Drawdown Comparison
The maximum WSBFX drawdown since its inception was -32.01%, smaller than the maximum BTMFX drawdown of -49.26%. Use the drawdown chart below to compare losses from any high point for WSBFX and BTMFX.
Loading charts...
Drawdown Indicators
| WSBFX | BTMFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.01% | -49.26% | +17.25% |
Max Drawdown (1Y)Largest decline over 1 year | -6.31% | -7.79% | +1.48% |
Max Drawdown (3Y)Largest decline over 3 years | -11.46% | -17.77% | +6.31% |
Max Drawdown (5Y)Largest decline over 5 years | -19.94% | -20.79% | +0.85% |
Max Drawdown (10Y)Largest decline over 10 years | -24.21% | -37.14% | +12.93% |
Current DrawdownCurrent decline from peak | -0.45% | -2.42% | +1.97% |
Average DrawdownAverage peak-to-trough decline | -4.51% | -6.15% | +1.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.38% | 2.83% | -1.45% |
Volatility
WSBFX vs. BTMFX - Volatility Comparison
The current volatility for Boston Trust Walden Balanced Fund (WSBFX) is 2.78%, while Boston Trust Midcap Fund (BTMFX) has a volatility of 3.28%. This indicates that WSBFX experiences smaller price fluctuations and is considered to be less risky than BTMFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| WSBFX | BTMFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.78% | 3.28% | -0.50% |
Volatility (6M)Calculated over the trailing 6-month period | 6.26% | 8.18% | -1.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.97% | 11.90% | -3.93% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.97% | 15.76% | -3.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.31% | 17.44% | -5.13% |
WSBFX vs. BTMFX - Expense Ratio Comparison
Both WSBFX and BTMFX have an expense ratio of 1.00%.
Dividends
WSBFX vs. BTMFX - Dividend Comparison
WSBFX's dividend yield for the trailing twelve months is around 7.48%, less than BTMFX's 10.64% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BTMFX Boston Trust Midcap Fund | 10.64% | 10.86% | 4.23% | 4.41% | 4.71% | 4.91% | 1.98% | 6.95% | 5.96% | 6.61% | 7.03% | 6.60% |
WSBFX Boston Trust Walden Balanced Fund | 7.48% | 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
WSBFX and BTMFX 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.
BTMFX has higher volatility (3.28%) compared to WSBFX (2.78%). In terms of maximum drawdown, WSBFX dropped -32.01% vs BTMFX's -49.26%.
WSBFX currently has the higher Sharpe Ratio (2.38 vs 0.65), 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 WSBFX and BTMFX
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