WSEFX vs. PAGDX

Last updated Apr 1, 2026

Compare and contrast key facts about Boston Trust Walden Equity Fund (WSEFX) and Permanent Portfolio Aggressive Growth Fund Class A (PAGDX).

WSEFX is managed by Boston Trust Walden. It was launched on Jun 18, 1999. PAGDX is an actively managed fund by Permanent Portfolio. It was launched on Jan 2, 1990.

Performance

WSEFX vs. PAGDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Boston Trust Walden Equity Fund (WSEFX) and Permanent Portfolio Aggressive Growth Fund Class A (PAGDX). The values are adjusted to include any dividend payments, if applicable.

WSEFX vs. PAGDX - 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%	15.17%
PAGDX Permanent Portfolio Aggressive Growth Fund Class A	-3.91%	36.58%	44.15%	38.39%	-26.25%	24.53%	37.32%	40.01%	-12.62%	19.29%

Returns By Period

In the year-to-date period, WSEFX achieves a -5.95% return, which is significantly lower than PAGDX's -3.91% 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%

PAGDX

• 1D: -1.69%
• 1M: -8.35%
• YTD: -3.91%
• 6M: 0.74%
• 1Y: 39.07%
• 3Y*: 33.68%
• 5Y*: 16.80%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

WSEFX vs. PAGDX - Expense Ratio Comparison

WSEFX has a 1.00% expense ratio, which is lower than PAGDX's 1.46% expense ratio.

PAGDX

Permanent Portfolio Aggressive Growth Fund Class A

WSEFX

Boston Trust Walden Equity Fund

Return for Risk

WSEFX vs. PAGDX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

WSEFX

WSEFX Risk / Return Rank: 33
WSEFX Sharpe Ratio Rank: 30
WSEFX Sortino Ratio Rank: 34
WSEFX Omega Ratio Rank: 34
WSEFX Calmar Ratio Rank: 31
WSEFX Martin Ratio Rank: 37

PAGDX

PAGDX Risk / Return Rank: 86
PAGDX Sharpe Ratio Rank: 81
PAGDX Sortino Ratio Rank: 84
PAGDX Omega Ratio Rank: 82
PAGDX Calmar Ratio Rank: 91
PAGDX Martin Ratio Rank: 95

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

WSEFX vs. PAGDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Boston Trust Walden Equity Fund (WSEFX) and Permanent Portfolio Aggressive Growth Fund Class A (PAGDX). 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	PAGDX	Difference
Sharpe ratio Return per unit of total volatility	0.73	1.53	-0.81
Sortino ratio Return per unit of downside risk	1.17	2.23	-1.06
Omega ratio Gain probability vs. loss probability	1.17	1.33	-0.16
Calmar ratio Return relative to maximum drawdown	0.87	2.57	-1.70
Martin ratio Return relative to average drawdown	3.96	13.11	-9.15
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

WSEFX vs. PAGDX - Sharpe Ratio Comparison

The current WSEFX Sharpe Ratio is 0.73, which is lower than the PAGDX Sharpe Ratio of 1.53. The chart below compares the historical Sharpe Ratios of WSEFX and PAGDX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	WSEFX	PAGDX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.73	1.53	-0.81
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.48	0.69	-0.21
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.64	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.42	0.74	-0.32

Correlation

The correlation between WSEFX and PAGDX is 0.81, 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. PAGDX - Dividend Comparison

WSEFX's dividend yield for the trailing twelve months is around 12.28%, more than PAGDX's 0.03% 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%
PAGDX Permanent Portfolio Aggressive Growth Fund Class A	0.03%	0.03%	5.48%	2.59%	7.53%	6.80%	14.94%	16.97%	12.25%	8.50%	0.00%	0.00%

Drawdowns

WSEFX vs. PAGDX - Drawdown Comparison

The maximum WSEFX drawdown since its inception was -48.02%, which is greater than PAGDX's maximum drawdown of -38.03%. Use the drawdown chart below to compare losses from any high point for WSEFX and PAGDX.

Drawdown Indicators

	WSEFX	PAGDX	Difference
Max Drawdown Largest peak-to-trough decline	-48.02%	-38.03%	-9.99%
Max Drawdown (1Y) Largest decline over 1 year	-11.26%	-13.80%	+2.54%
Max Drawdown (5Y) Largest decline over 5 years	-21.99%	-36.66%	+14.67%
Max Drawdown (10Y) Largest decline over 10 years	-33.50%	—	—
Current Drawdown Current decline from peak	-8.65%	-9.16%	+0.51%
Average Drawdown Average peak-to-trough decline	-6.12%	-7.46%	+1.34%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.48%	2.71%	-0.23%

Volatility

WSEFX vs. PAGDX - Volatility Comparison

The current volatility for Boston Trust Walden Equity Fund (WSEFX) is 3.66%, while Permanent Portfolio Aggressive Growth Fund Class A (PAGDX) has a volatility of 5.49%. This indicates that WSEFX experiences smaller price fluctuations and is considered to be less risky than PAGDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	WSEFX	PAGDX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.66%	5.49%	-1.83%
Volatility (6M) Calculated over the trailing 6-month period	8.23%	13.43%	-5.20%
Volatility (1Y) Calculated over the trailing 1-year period	16.61%	25.50%	-8.89%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.56%	24.48%	-8.92%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.25%	25.08%	-7.83%