WSBFX vs. WSEFX
WSBFX (Boston Trust Walden Balanced Fund) and WSEFX (Boston Trust Walden Equity Fund) are both mutual funds - WSBFX is a Diversified Portfolio fund managed by Boston Trust Walden, while WSEFX is a Large Cap Blend Equities fund managed by Boston Trust Walden. Over the past 10 years, WSBFX returned 8.89%/yr vs 12.74%/yr for WSEFX. With a 0.98 correlation, they move nearly in lockstep. Both charge a 1.00% expense ratio.
Performance
WSBFX vs. WSEFX - Performance Comparison
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Returns By Period
In the year-to-date period, WSBFX achieves a 6.44% return, which is significantly lower than WSEFX's 8.62% return. Over the past 10 years, WSBFX has underperformed WSEFX with an annualized return of 8.89%, while WSEFX has yielded a comparatively higher 12.74% 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%
WSEFX
- 1D
- -0.28%
- 1M
- 1.03%
- YTD
- 8.62%
- 6M
- 7.88%
- 1Y
- 26.13%
- 3Y*
- 13.65%
- 5Y*
- 9.08%
- 10Y*
- 12.74%
WSBFX vs. WSEFX - 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% |
WSEFX Boston Trust Walden Equity Fund | 8.62% | 13.26% | 9.78% | 16.31% | -13.53% | 27.97% | 13.57% | 35.43% | -2.54% | 15.84% |
Correlation
The correlation between WSBFX and WSEFX is 0.98 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.98 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.96 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.97 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.98 |
Correlation (All Time) Calculated using the full available price history since Jun 18, 1999 | 0.98 |
The correlation between WSBFX and WSEFX has been stable across timeframes, ranging from 0.96 to 0.98 - a consistent structural relationship.
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Return for Risk
WSBFX vs. WSEFX — Risk / Return Rank
WSBFX
WSEFX
WSBFX vs. WSEFX - 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 Equity Fund (WSEFX). 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 | WSEFX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.01 | ||
| Sortino ratioReturn per unit of downside risk | +0.14 | ||
| Omega ratioGain probability vs. loss probability | 1.45 | 1.44 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 3.05 | 3.15 | -0.10 |
| Martin ratioReturn relative to average drawdown | 13.95 | 14.28 | -0.33 |
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Drawdowns
WSBFX vs. WSEFX - Drawdown Comparison
The maximum WSBFX drawdown since its inception was -32.01%, smaller than the maximum WSEFX drawdown of -48.02%. Use the drawdown chart below to compare losses from any high point for WSBFX and WSEFX.
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Drawdown Indicators
| WSBFX | WSEFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -32.01% | -48.02% | +16.01% |
Max Drawdown (1Y)Largest decline over 1 year | -6.31% | -8.65% | +2.34% |
Max Drawdown (3Y)Largest decline over 3 years | -11.46% | -17.49% | +6.03% |
Max Drawdown (5Y)Largest decline over 5 years | -19.94% | -21.99% | +2.05% |
Max Drawdown (10Y)Largest decline over 10 years | -24.21% | -33.50% | +9.29% |
Current DrawdownCurrent decline from peak | -0.53% | -0.86% | +0.33% |
Average DrawdownAverage peak-to-trough decline | -4.51% | -6.07% | +1.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.38% | 1.90% | -0.52% |
Volatility
WSBFX vs. WSEFX - Volatility Comparison
The current volatility for Boston Trust Walden Balanced Fund (WSBFX) is 2.73%, while Boston Trust Walden Equity Fund (WSEFX) has a volatility of 3.52%. This indicates that WSBFX experiences smaller price fluctuations and is considered to be less risky than WSEFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WSBFX | WSEFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.73% | 3.52% | -0.79% |
Volatility (6M)Calculated over the trailing 6-month period | 6.23% | 8.62% | -2.39% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.97% | 11.31% | -3.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.96% | 15.61% | -3.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.31% | 17.29% | -4.98% |
WSBFX vs. WSEFX - Expense Ratio Comparison
Both WSBFX and WSEFX have an expense ratio of 1.00%.
Dividends
WSBFX vs. WSEFX - Dividend Comparison
WSBFX's dividend yield for the trailing twelve months is around 7.49%, less than WSEFX's 10.63% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
WSEFX Boston Trust Walden Equity Fund | 10.63% | 11.55% | 4.95% | 2.99% | 3.31% | 2.24% | 4.15% | 5.27% | 2.20% | 0.92% | 3.39% | 6.82% |
Frequently Asked Questions
With a correlation of 0.98, WSBFX and WSEFX move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
WSEFX has higher volatility (3.52%) compared to WSBFX (2.73%). In terms of maximum drawdown, WSBFX dropped -32.01% vs WSEFX's -48.02%.
WSBFX currently has the higher Sharpe Ratio (2.42 vs 2.41), 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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