WSBFX vs. BTSMX
Compare and contrast key facts about Boston Trust Walden Balanced Fund (WSBFX) and Boston Trust SMID Cap Fund (BTSMX).
WSBFX is managed by Boston Trust Walden. It was launched on Jun 17, 1999. BTSMX is managed by Boston Trust Walden. It was launched on Nov 30, 2011.
Performance
WSBFX vs. BTSMX - Performance Comparison
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WSBFX vs. BTSMX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WSBFX Boston Trust Walden Balanced Fund | -3.68% | 10.63% | 6.86% | 12.21% | -13.64% | 19.35% | 8.81% | 24.56% | -1.90% | 13.98% |
BTSMX Boston Trust SMID Cap Fund | -3.82% | 0.72% | 10.16% | 13.14% | -12.02% | 35.06% | 8.27% | 30.51% | -5.63% | 17.69% |
Returns By Period
The year-to-date returns for both stocks are quite close, with WSBFX having a -3.68% return and BTSMX slightly lower at -3.82%. Over the past 10 years, WSBFX has underperformed BTSMX with an annualized return of 7.72%, while BTSMX has yielded a comparatively higher 9.92% annualized return.
WSBFX
- 1D
- -0.09%
- 1M
- -5.95%
- YTD
- -3.68%
- 6M
- -0.41%
- 1Y
- 8.36%
- 3Y*
- 7.36%
- 5Y*
- 4.99%
- 10Y*
- 7.72%
BTSMX
- 1D
- 0.17%
- 1M
- -7.33%
- YTD
- -3.82%
- 6M
- -3.64%
- 1Y
- -0.99%
- 3Y*
- 5.77%
- 5Y*
- 5.42%
- 10Y*
- 9.92%
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WSBFX vs. BTSMX - Expense Ratio Comparison
WSBFX has a 1.00% expense ratio, which is higher than BTSMX's 0.75% expense ratio.
Return for Risk
WSBFX vs. BTSMX — Risk / Return Rank
WSBFX
BTSMX
WSBFX vs. BTSMX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Boston Trust Walden Balanced Fund (WSBFX) and Boston Trust SMID Cap Fund (BTSMX). 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.
| WSBFX | BTSMX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.84 | -0.02 | +0.86 |
Sortino ratioReturn per unit of downside risk | 1.30 | 0.10 | +1.20 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.01 | +0.17 |
Calmar ratioReturn relative to maximum drawdown | 1.06 | -0.13 | +1.19 |
Martin ratioReturn relative to average drawdown | 4.64 | -0.47 | +5.11 |
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
| WSBFX | BTSMX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.84 | -0.02 | +0.86 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.42 | 0.32 | +0.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.63 | 0.54 | +0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.50 | 0.58 | -0.08 |
Correlation
The correlation between WSBFX and BTSMX is 0.86, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
WSBFX vs. BTSMX - Dividend Comparison
WSBFX's dividend yield for the trailing twelve months is around 8.28%, more than BTSMX's 2.13% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
WSBFX Boston Trust Walden Balanced Fund | 8.28% | 7.97% | 4.75% | 7.68% | 3.66% | 3.51% | 3.42% | 2.30% | 2.19% | 1.02% | 3.06% | 7.45% |
BTSMX Boston Trust SMID Cap Fund | 2.13% | 2.05% | 2.20% | 0.79% | 4.15% | 6.35% | 0.77% | 6.33% | 1.95% | 0.47% | 6.36% | 7.34% |
Drawdowns
WSBFX vs. BTSMX - Drawdown Comparison
The maximum WSBFX drawdown since its inception was -32.01%, smaller than the maximum BTSMX drawdown of -38.04%. Use the drawdown chart below to compare losses from any high point for WSBFX and BTSMX.
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Drawdown Indicators
| WSBFX | BTSMX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.01% | -38.04% | +6.03% |
Max Drawdown (1Y)Largest decline over 1 year | -7.50% | -12.55% | +5.05% |
Max Drawdown (5Y)Largest decline over 5 years | -19.94% | -21.46% | +1.52% |
Max Drawdown (10Y)Largest decline over 10 years | -24.21% | -38.04% | +13.83% |
Current DrawdownCurrent decline from peak | -6.31% | -10.74% | +4.43% |
Average DrawdownAverage peak-to-trough decline | -4.54% | -4.98% | +0.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.72% | 3.44% | -1.72% |
Volatility
WSBFX vs. BTSMX - Volatility Comparison
The current volatility for Boston Trust Walden Balanced Fund (WSBFX) is 2.77%, while Boston Trust SMID Cap Fund (BTSMX) has a volatility of 3.49%. This indicates that WSBFX experiences smaller price fluctuations and is considered to be less risky than BTSMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WSBFX | BTSMX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.77% | 3.49% | -0.72% |
Volatility (6M)Calculated over the trailing 6-month period | 5.62% | 9.01% | -3.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.92% | 17.50% | -6.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.93% | 16.80% | -4.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.27% | 18.41% | -6.14% |