WSEFX vs. BTEFX
Compare and contrast key facts about Boston Trust Walden Equity Fund (WSEFX) and Boston Trust Equity Fund (BTEFX).
WSEFX is managed by Boston Trust Walden. It was launched on Jun 18, 1999. BTEFX is managed by Boston Trust Walden. It was launched on Oct 1, 2003.
Performance
WSEFX vs. BTEFX - Performance Comparison
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WSEFX vs. BTEFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WSEFX Boston Trust Walden Equity Fund | -3.58% | 13.26% | 9.78% | 16.31% | -13.53% | 27.97% | 13.57% | 35.43% | -2.54% | 15.84% |
BTEFX Boston Trust Equity Fund | -3.64% | 8.85% | 13.70% | 17.29% | -14.15% | 29.74% | 14.66% | 31.87% | -2.55% | 18.76% |
Returns By Period
The year-to-date returns for both stocks are quite close, with WSEFX having a -3.58% return and BTEFX slightly lower at -3.64%. Both investments have delivered pretty close results over the past 10 years, with WSEFX having a 11.22% annualized return and BTEFX not far ahead at 11.42%.
WSEFX
- 1D
- 2.52%
- 1M
- -5.38%
- YTD
- -3.58%
- 6M
- 1.05%
- 1Y
- 13.62%
- 3Y*
- 10.45%
- 5Y*
- 7.74%
- 10Y*
- 11.22%
BTEFX
- 1D
- 2.12%
- 1M
- -5.02%
- YTD
- -3.64%
- 6M
- -2.50%
- 1Y
- 8.12%
- 3Y*
- 10.10%
- 5Y*
- 7.93%
- 10Y*
- 11.42%
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WSEFX vs. BTEFX - Expense Ratio Comparison
WSEFX has a 1.00% expense ratio, which is higher than BTEFX's 0.85% expense ratio.
Return for Risk
WSEFX vs. BTEFX — Risk / Return Rank
WSEFX
BTEFX
WSEFX vs. BTEFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Boston Trust Walden Equity Fund (WSEFX) and Boston Trust Equity Fund (BTEFX). 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 | BTEFX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.82 | 0.54 | +0.28 |
Sortino ratioReturn per unit of downside risk | 1.31 | 0.91 | +0.40 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.13 | +0.06 |
Calmar ratioReturn relative to maximum drawdown | 1.31 | 0.86 | +0.45 |
Martin ratioReturn relative to average drawdown | 5.89 | 3.74 | +2.15 |
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 | BTEFX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.82 | 0.54 | +0.28 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.50 | 0.52 | -0.02 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.65 | 0.67 | -0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.43 | 0.52 | -0.09 |
Correlation
The correlation between WSEFX and BTEFX is 0.99, 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. BTEFX - Dividend Comparison
WSEFX's dividend yield for the trailing twelve months is around 11.98%, more than BTEFX's 7.60% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
WSEFX Boston Trust Walden Equity Fund | 11.98% | 11.55% | 4.95% | 2.99% | 3.31% | 2.24% | 4.15% | 5.27% | 2.20% | 0.92% | 3.39% | 6.82% |
BTEFX Boston Trust Equity Fund | 7.60% | 7.33% | 2.50% | 1.54% | 3.16% | 2.65% | 2.91% | 1.01% | 1.80% | 0.98% | 6.71% | 7.63% |
Drawdowns
WSEFX vs. BTEFX - Drawdown Comparison
The maximum WSEFX drawdown since its inception was -48.02%, roughly equal to the maximum BTEFX drawdown of -47.71%. Use the drawdown chart below to compare losses from any high point for WSEFX and BTEFX.
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Drawdown Indicators
| WSEFX | BTEFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -48.02% | -47.71% | -0.31% |
Max Drawdown (1Y)Largest decline over 1 year | -11.26% | -10.64% | -0.62% |
Max Drawdown (5Y)Largest decline over 5 years | -21.99% | -23.03% | +1.04% |
Max Drawdown (10Y)Largest decline over 10 years | -33.50% | -32.83% | -0.67% |
Current DrawdownCurrent decline from peak | -6.34% | -6.39% | +0.05% |
Average DrawdownAverage peak-to-trough decline | -6.12% | -5.60% | -0.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.51% | 2.45% | +0.06% |
Volatility
WSEFX vs. BTEFX - Volatility Comparison
Boston Trust Walden Equity Fund (WSEFX) has a higher volatility of 4.66% compared to Boston Trust Equity Fund (BTEFX) at 3.94%. This indicates that WSEFX's price experiences larger fluctuations and is considered to be riskier than BTEFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WSEFX | BTEFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.66% | 3.94% | +0.72% |
Volatility (6M)Calculated over the trailing 6-month period | 8.60% | 7.25% | +1.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.76% | 15.33% | +1.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.60% | 15.24% | +0.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.27% | 16.99% | +0.28% |