WSBFX vs. TSAIX
WSBFX (Boston Trust Walden Balanced Fund) and TSAIX (TIAA-CREF Lifestyle Aggressive Growth Fund) are both Diversified Portfolio funds. Over the past 10 years, WSBFX returned 8.59%/yr vs 11.71%/yr for TSAIX. Their correlation of 0.91 means they have usually moved in the same direction. WSBFX charges 1.00%/yr vs 0.04%/yr for TSAIX.
Performance
WSBFX vs. TSAIX - Performance Comparison
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Returns By Period
In the year-to-date period, WSBFX achieves a 8.28% return, which is significantly lower than TSAIX's 10.73% return. Over the past 10 years, WSBFX has underperformed TSAIX with an annualized return of 8.59%, while TSAIX has yielded a comparatively higher 11.71% annualized return.
WSBFX
- 1D
- 0.82%
- 1M
- 0.77%
- 6M
- 6.87%
- YTD
- 8.28%
- 1Y
- 17.06%
- 3Y*
- 10.11%
- 5Y*
- 5.50%
- 10Y*
- 8.59%
- ALL TIME*
- 6.25%
TSAIX
- 1D
- 1.15%
- 1M
- 1.36%
- 6M
- 7.58%
- YTD
- 10.73%
- 1Y
- 20.81%
- 3Y*
- 17.71%
- 5Y*
- 9.23%
- 10Y*
- 11.71%
- ALL TIME*
- 11.76%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
WSBFX vs. TSAIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WSBFX Boston Trust Walden Balanced Fund | 8.28% | 10.63% | 6.86% | 12.21% | -13.64% | 19.35% | 8.81% | 24.56% | -1.90% | 13.98% |
TSAIX TIAA-CREF Lifestyle Aggressive Growth Fund | 10.73% | 20.04% | 15.46% | 22.72% | -19.57% | 17.10% | 19.69% | 27.97% | -11.27% | 22.35% |
Correlation
The correlation between WSBFX and TSAIX is 0.87, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.87 |
Correlation (3Y) Balances recent behavior with more history. | 0.86 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.90 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.90 |
Correlation (All Time) Calculated using the full available price history since Dec 9, 2011 | 0.91 |
The correlation between WSBFX and TSAIX has been stable across timeframes, ranging from 0.86 to 0.91 - a consistent structural relationship.
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Return for Risk
WSBFX vs. TSAIX — Risk / Return Rank
WSBFX
TSAIX
WSBFX vs. TSAIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Boston Trust Walden Balanced Fund (WSBFX) and TIAA-CREF Lifestyle Aggressive Growth Fund (TSAIX). 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 | TSAIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.63 | ||
| Sortino ratioReturn per unit of downside risk | +1.02 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.29 | +0.12 |
| Calmar ratioReturn relative to maximum drawdown | 2.91 | 2.22 | +0.69 |
| Martin ratioReturn relative to average drawdown | 13.03 | 9.31 | +3.71 |
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Drawdowns
WSBFX vs. TSAIX - Drawdown Comparison
The maximum WSBFX drawdown since its inception was -32.01%, smaller than the maximum TSAIX drawdown of -34.58%. Use the drawdown chart below to compare losses from any high point for WSBFX and TSAIX.
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Drawdown Indicators
| WSBFX | TSAIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.01% | -34.58% | +2.57% |
Max Drawdown (1Y)Largest decline over 1 year | -6.31% | -10.28% | +3.97% |
Max Drawdown (3Y)Largest decline over 3 years | -11.46% | -17.29% | +5.83% |
Max Drawdown (5Y)Largest decline over 5 years | -19.94% | -28.28% | +8.34% |
Max Drawdown (10Y)Largest decline over 10 years | -24.21% | -34.58% | +10.37% |
Current DrawdownCurrent decline from peak | 0.00% | 0.00% | 0.00% |
Average DrawdownAverage peak-to-trough decline | -4.49% | -4.88% | +0.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.40% | 2.44% | -1.04% |
Volatility
WSBFX vs. TSAIX - Volatility Comparison
The current volatility for Boston Trust Walden Balanced Fund (WSBFX) is 2.37%, while TIAA-CREF Lifestyle Aggressive Growth Fund (TSAIX) has a volatility of 4.43%. This indicates that WSBFX experiences smaller price fluctuations and is considered to be less risky than TSAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WSBFX | TSAIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.37% | 4.43% | -2.06% |
Volatility (6M)Calculated over the trailing 6-month period | 6.49% | 11.84% | -5.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.23% | 14.29% | -6.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.98% | 16.44% | -4.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.29% | 17.62% | -5.33% |
WSBFX vs. TSAIX - Expense Ratio Comparison
WSBFX has a 1.00% expense ratio, which is higher than TSAIX's 0.04% expense ratio.
Dividends
WSBFX vs. TSAIX - Dividend Comparison
WSBFX's dividend yield for the trailing twelve months is around 7.36%, more than TSAIX's 6.67% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TSAIX TIAA-CREF Lifestyle Aggressive Growth Fund | 6.67% | 7.38% | 2.94% | 1.81% | 9.27% | 11.82% | 5.59% | 5.71% | 5.71% | 1.13% | 4.12% | 7.19% |
WSBFX Boston Trust Walden Balanced Fund | 7.36% | 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 TSAIX have a correlation of 0.87, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TSAIX has higher volatility (4.43%) compared to WSBFX (2.37%). In terms of maximum drawdown, WSBFX dropped -32.01% vs TSAIX's -34.58%.
WSBFX currently has the higher Sharpe Ratio (2.23 vs 1.60), 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.
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