WSBFX vs. WAMFX
WSBFX (Boston Trust Walden Balanced Fund) and WAMFX (Boston Trust Walden Midcap Fund) are both mutual funds - WSBFX is a Diversified Portfolio fund managed by Boston Trust Walden, while WAMFX is a Mid Cap Blend Equities fund managed by Boston Trust Walden. Over the past 10 years, WSBFX returned 8.52%/yr vs 10.66%/yr for WAMFX. Their correlation of 0.90 means they have usually moved in the same direction. WSBFX charges 1.00%/yr vs 0.99%/yr for WAMFX.
Performance
WSBFX vs. WAMFX - Performance Comparison
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Returns By Period
In the year-to-date period, WSBFX achieves a 7.27% return, which is significantly lower than WAMFX's 8.46% return. Over the past 10 years, WSBFX has underperformed WAMFX with an annualized return of 8.52%, while WAMFX has yielded a comparatively higher 10.66% annualized return.
WSBFX
- 1D
- 1.03%
- 1M
- -0.16%
- 6M
- 5.88%
- YTD
- 7.27%
- 1Y
- 17.15%
- 3Y*
- 9.13%
- 5Y*
- 5.30%
- 10Y*
- 8.52%
- ALL TIME*
- 6.22%
WAMFX
- 1D
- -0.53%
- 1M
- 2.31%
- 6M
- 5.68%
- YTD
- 8.46%
- 1Y
- 11.45%
- 3Y*
- 9.04%
- 5Y*
- 6.78%
- 10Y*
- 10.66%
- ALL TIME*
- 10.81%
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. WAMFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WSBFX Boston Trust Walden Balanced Fund | 7.27% | 10.63% | 6.86% | 12.21% | -13.64% | 19.35% | 8.81% | 24.56% | -1.90% | 13.98% |
WAMFX Boston Trust Walden Midcap Fund | 8.46% | 4.82% | 10.39% | 13.90% | -10.87% | 24.85% | 9.56% | 36.98% | -3.59% | 16.21% |
Correlation
The correlation between WSBFX and WAMFX is 0.68, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.68 |
Correlation (3Y) Balances recent behavior with more history. | 0.77 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.84 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.87 |
Correlation (All Time) Calculated using the full available price history since Aug 1, 2011 | 0.90 |
Over the past year, the correlation between WSBFX and WAMFX has dropped to 0.68 - well below their long-term average of 0.90, suggesting their price drivers have been diverging.
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Return for Risk
WSBFX vs. WAMFX — Risk / Return Rank
WSBFX
WAMFX
WSBFX vs. WAMFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Boston Trust Walden Balanced Fund (WSBFX) and Boston Trust Walden Midcap Fund (WAMFX). 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 | WAMFX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.10 | ||
| Sortino ratioReturn per unit of downside risk | +1.50 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.15 | +0.20 |
| Calmar ratioReturn relative to maximum drawdown | 2.49 | 1.15 | +1.35 |
| Martin ratioReturn relative to average drawdown | 11.18 | 3.33 | +7.85 |
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Drawdowns
WSBFX vs. WAMFX - Drawdown Comparison
The maximum WSBFX drawdown since its inception was -32.01%, smaller than the maximum WAMFX drawdown of -36.81%. Use the drawdown chart below to compare losses from any high point for WSBFX and WAMFX.
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Drawdown Indicators
| WSBFX | WAMFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.01% | -36.81% | +4.80% |
Max Drawdown (1Y)Largest decline over 1 year | -6.31% | -8.38% | +2.07% |
Max Drawdown (3Y)Largest decline over 3 years | -11.46% | -17.51% | +6.05% |
Max Drawdown (5Y)Largest decline over 5 years | -19.94% | -20.82% | +0.88% |
Max Drawdown (10Y)Largest decline over 10 years | -24.21% | -36.81% | +12.60% |
Current DrawdownCurrent decline from peak | -0.77% | -0.81% | +0.04% |
Average DrawdownAverage peak-to-trough decline | -4.49% | -3.91% | -0.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.41% | 2.88% | -1.47% |
Volatility
WSBFX vs. WAMFX - Volatility Comparison
The current volatility for Boston Trust Walden Balanced Fund (WSBFX) is 2.30%, while Boston Trust Walden Midcap Fund (WAMFX) has a volatility of 3.54%. This indicates that WSBFX experiences smaller price fluctuations and is considered to be less risky than WAMFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WSBFX | WAMFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.30% | 3.54% | -1.24% |
Volatility (6M)Calculated over the trailing 6-month period | 6.48% | 8.37% | -1.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.24% | 11.90% | -3.66% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.98% | 15.81% | -3.83% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.29% | 17.42% | -5.13% |
WSBFX vs. WAMFX - Expense Ratio Comparison
WSBFX has a 1.00% expense ratio, which is higher than WAMFX's 0.99% expense ratio.
Dividends
WSBFX vs. WAMFX - Dividend Comparison
WSBFX's dividend yield for the trailing twelve months is around 7.43%, more than WAMFX's 6.66% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
WAMFX Boston Trust Walden Midcap Fund | 6.66% | 7.23% | 3.49% | 4.84% | 5.55% | 4.82% | 3.87% | 12.83% | 7.08% | 0.45% | 5.06% | 5.54% |
WSBFX Boston Trust Walden Balanced Fund | 7.43% | 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 WAMFX have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WAMFX has higher volatility (3.54%) compared to WSBFX (2.30%). In terms of maximum drawdown, WSBFX dropped -32.01% vs WAMFX's -36.81%.
WSBFX currently has the higher Sharpe Ratio (1.91 vs 0.81), 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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