WSBFX vs. WSEFX
Compare and contrast key facts about Boston Trust Walden Balanced Fund (WSBFX) and Boston Trust Walden Equity Fund (WSEFX).
WSBFX is managed by Boston Trust Walden. It was launched on Jun 17, 1999. WSEFX is managed by Boston Trust Walden. It was launched on Jun 18, 1999.
Performance
WSBFX vs. WSEFX - Performance Comparison
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WSBFX vs. WSEFX - 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% |
WSEFX Boston Trust Walden Equity Fund | -5.95% | 13.26% | 9.78% | 16.31% | -13.53% | 27.97% | 13.57% | 35.43% | -2.54% | 15.84% |
Returns By Period
In the year-to-date period, WSBFX achieves a -3.68% return, which is significantly higher than WSEFX's -5.95% return. Over the past 10 years, WSBFX has underperformed WSEFX with an annualized return of 7.72%, while WSEFX has yielded a comparatively higher 10.94% 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%
WSEFX
- 1D
- -0.32%
- 1M
- -7.78%
- YTD
- -5.95%
- 6M
- -0.94%
- 1Y
- 10.89%
- 3Y*
- 9.54%
- 5Y*
- 7.41%
- 10Y*
- 10.94%
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WSBFX vs. WSEFX - Expense Ratio Comparison
Both WSBFX and WSEFX have an expense ratio of 1.00%.
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.
| WSBFX | WSEFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.84 | 0.73 | +0.12 |
Sortino ratioReturn per unit of downside risk | 1.30 | 1.17 | +0.13 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.17 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.06 | 0.87 | +0.19 |
Martin ratioReturn relative to average drawdown | 4.64 | 3.96 | +0.68 |
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 | WSEFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.84 | 0.73 | +0.12 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.42 | 0.48 | -0.06 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.63 | 0.64 | -0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.50 | 0.42 | +0.08 |
Correlation
The correlation between WSBFX and WSEFX is 0.98, 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. WSEFX - Dividend Comparison
WSBFX's dividend yield for the trailing twelve months is around 8.28%, less than WSEFX's 12.28% 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% |
WSEFX Boston Trust Walden Equity Fund | 12.28% | 11.55% | 4.95% | 2.99% | 3.31% | 2.24% | 4.15% | 5.27% | 2.20% | 0.92% | 3.39% | 6.82% |
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 | -7.50% | -11.26% | +3.76% |
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 | -6.31% | -8.65% | +2.34% |
Average DrawdownAverage peak-to-trough decline | -4.54% | -6.12% | +1.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.72% | 2.48% | -0.76% |
Volatility
WSBFX vs. WSEFX - Volatility Comparison
The current volatility for Boston Trust Walden Balanced Fund (WSBFX) is 2.77%, while Boston Trust Walden Equity Fund (WSEFX) has a volatility of 3.66%. 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 | 2.77% | 3.66% | -0.89% |
Volatility (6M)Calculated over the trailing 6-month period | 5.62% | 8.23% | -2.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.92% | 16.61% | -5.69% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 11.93% | 15.56% | -3.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.27% | 17.25% | -4.98% |