WSEFX vs. BOSOX
Compare and contrast key facts about Boston Trust Walden Equity Fund (WSEFX) and Boston Trust Small Cap Fund (BOSOX).
WSEFX is managed by Boston Trust Walden. It was launched on Jun 18, 1999. BOSOX is managed by Boston Trust Walden.
Performance
WSEFX vs. BOSOX - Performance Comparison
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WSEFX vs. BOSOX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
BOSOX Boston Trust Small Cap Fund | -4.10% | -4.04% | 12.52% | 10.09% | -9.05% | 28.10% | 8.27% | 38.35% | -6.01% | 12.24% |
Returns By Period
In the year-to-date period, WSEFX achieves a -5.95% return, which is significantly lower than BOSOX's -4.10% return. Over the past 10 years, WSEFX has outperformed BOSOX with an annualized return of 10.94%, while BOSOX has yielded a comparatively lower 9.28% annualized return.
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%
BOSOX
- 1D
- -0.25%
- 1M
- -8.25%
- YTD
- -4.10%
- 6M
- -4.75%
- 1Y
- -4.04%
- 3Y*
- 3.34%
- 5Y*
- 3.57%
- 10Y*
- 9.28%
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WSEFX vs. BOSOX - Expense Ratio Comparison
Both WSEFX and BOSOX have an expense ratio of 1.00%.
Return for Risk
WSEFX vs. BOSOX — Risk / Return Rank
WSEFX
BOSOX
WSEFX vs. BOSOX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Boston Trust Walden Equity Fund (WSEFX) and Boston Trust Small Cap Fund (BOSOX). 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.
| WSEFX | BOSOX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.73 | -0.13 | +0.85 |
Sortino ratioReturn per unit of downside risk | 1.17 | -0.05 | +1.22 |
Omega ratioGain probability vs. loss probability | 1.17 | 0.99 | +0.17 |
Calmar ratioReturn relative to maximum drawdown | 0.87 | -0.33 | +1.20 |
Martin ratioReturn relative to average drawdown | 3.96 | -1.03 | +4.98 |
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
| WSEFX | BOSOX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.73 | -0.13 | +0.85 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.48 | 0.20 | +0.28 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.64 | 0.48 | +0.16 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.42 | 0.41 | +0.02 |
Correlation
The correlation between WSEFX and BOSOX is 0.85, 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
WSEFX vs. BOSOX - Dividend Comparison
WSEFX's dividend yield for the trailing twelve months is around 12.28%, more than BOSOX's 4.60% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
BOSOX Boston Trust Small Cap Fund | 4.60% | 4.41% | 6.52% | 0.78% | 5.09% | 8.93% | 2.56% | 12.46% | 16.19% | 9.13% | 3.14% | 18.92% |
Drawdowns
WSEFX vs. BOSOX - Drawdown Comparison
The maximum WSEFX drawdown since its inception was -48.02%, smaller than the maximum BOSOX drawdown of -51.32%. Use the drawdown chart below to compare losses from any high point for WSEFX and BOSOX.
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Drawdown Indicators
| WSEFX | BOSOX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.02% | -51.32% | +3.30% |
Max Drawdown (1Y)Largest decline over 1 year | -11.26% | -11.89% | +0.63% |
Max Drawdown (5Y)Largest decline over 5 years | -21.99% | -22.36% | +0.37% |
Max Drawdown (10Y)Largest decline over 10 years | -33.50% | -36.79% | +3.29% |
Current DrawdownCurrent decline from peak | -8.65% | -16.07% | +7.42% |
Average DrawdownAverage peak-to-trough decline | -6.12% | -7.26% | +1.14% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.48% | 3.82% | -1.34% |
Volatility
WSEFX vs. BOSOX - Volatility Comparison
The current volatility for Boston Trust Walden Equity Fund (WSEFX) is 3.66%, while Boston Trust Small Cap Fund (BOSOX) has a volatility of 4.10%. This indicates that WSEFX experiences smaller price fluctuations and is considered to be less risky than BOSOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WSEFX | BOSOX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.66% | 4.10% | -0.44% |
Volatility (6M)Calculated over the trailing 6-month period | 8.23% | 10.48% | -2.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.61% | 18.96% | -2.35% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.56% | 17.82% | -2.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.25% | 19.56% | -2.31% |