WSEFX vs. WAMFX

Last updated Apr 1, 2026

Compare and contrast key facts about Boston Trust Walden Equity Fund (WSEFX) and Boston Trust Walden Midcap Fund (WAMFX).

WSEFX is managed by Boston Trust Walden. It was launched on Jun 18, 1999. WAMFX is managed by Boston Trust Walden. It was launched on Aug 1, 2011.

Performance

WSEFX vs. WAMFX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Boston Trust Walden Equity Fund (WSEFX) and Boston Trust Walden Midcap Fund (WAMFX). The values are adjusted to include any dividend payments, if applicable.

WSEFX vs. WAMFX - 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%
WAMFX Boston Trust Walden Midcap Fund	-4.10%	4.82%	10.39%	13.90%	-10.87%	24.85%	9.56%	36.98%	-3.59%	16.21%

Returns By Period

In the year-to-date period, WSEFX achieves a -5.95% return, which is significantly lower than WAMFX's -4.10% return. Over the past 10 years, WSEFX has outperformed WAMFX with an annualized return of 10.94%, while WAMFX has yielded a comparatively lower 9.70% 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%

WAMFX

• 1D: -0.19%
• 1M: -7.83%
• YTD: -4.10%
• 6M: -4.23%
• 1Y: 1.76%
• 3Y*: 6.62%
• 5Y*: 5.64%
• 10Y*: 9.70%

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

WSEFX vs. WAMFX - Expense Ratio Comparison

WSEFX has a 1.00% expense ratio, which is higher than WAMFX's 0.99% expense ratio.

WSEFX

Boston Trust Walden Equity Fund

WAMFX

Boston Trust Walden Midcap Fund

Return for Risk

WSEFX vs. WAMFX — 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

WAMFX

WAMFX Risk / Return Rank: 8
WAMFX Sharpe Ratio Rank: 8
WAMFX Sortino Ratio Rank: 8
WAMFX Omega Ratio Rank: 7
WAMFX Calmar Ratio Rank: 8
WAMFX Martin Ratio Rank: 8

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. WAMFX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Boston Trust Walden Equity Fund (WSEFX) and Boston Trust Walden Midcap Fund (WAMFX). 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	WAMFX	Difference
Sharpe ratio Return per unit of total volatility	0.73	0.16	+0.57
Sortino ratio Return per unit of downside risk	1.17	0.35	+0.81
Omega ratio Gain probability vs. loss probability	1.17	1.05	+0.12
Calmar ratio Return relative to maximum drawdown	0.87	0.10	+0.77
Martin ratio Return relative to average drawdown	3.96	0.40	+3.55
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. WAMFX - Sharpe Ratio Comparison

The current WSEFX Sharpe Ratio is 0.73, which is higher than the WAMFX Sharpe Ratio of 0.16. The chart below compares the historical Sharpe Ratios of WSEFX and WAMFX, 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	WAMFX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.73	0.16	+0.57
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.48	0.36	+0.12
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.64	0.56	+0.08
Sharpe Ratio (All Time) Calculated using the full available price history	0.42	0.59	-0.17

Correlation

The correlation between WSEFX and WAMFX is 0.91, 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. WAMFX - Dividend Comparison

WSEFX's dividend yield for the trailing twelve months is around 12.28%, more than WAMFX's 7.54% 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%
WAMFX Boston Trust Walden Midcap Fund	7.54%	7.23%	3.49%	4.84%	5.55%	4.82%	3.87%	12.83%	7.08%	0.45%	5.06%	5.54%

Drawdowns

WSEFX vs. WAMFX - Drawdown Comparison

The maximum WSEFX drawdown since its inception was -48.02%, which is greater than WAMFX's maximum drawdown of -36.81%. Use the drawdown chart below to compare losses from any high point for WSEFX and WAMFX.

Drawdown Indicators

	WSEFX	WAMFX	Difference
Max Drawdown Largest peak-to-trough decline	-48.02%	-36.81%	-11.21%
Max Drawdown (1Y) Largest decline over 1 year	-11.26%	-11.66%	+0.40%
Max Drawdown (5Y) Largest decline over 5 years	-21.99%	-20.82%	-1.17%
Max Drawdown (10Y) Largest decline over 10 years	-33.50%	-36.81%	+3.31%
Current Drawdown Current decline from peak	-8.65%	-8.38%	-0.27%
Average Drawdown Average peak-to-trough decline	-6.12%	-3.94%	-2.18%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.48%	2.94%	-0.46%

Volatility

WSEFX vs. WAMFX - Volatility Comparison

Boston Trust Walden Equity Fund (WSEFX) has a higher volatility of 3.66% compared to Boston Trust Walden Midcap Fund (WAMFX) at 3.29%. This indicates that WSEFX's price experiences larger fluctuations and is considered to be riskier than WAMFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	WSEFX	WAMFX	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.66%	3.29%	+0.37%
Volatility (6M) Calculated over the trailing 6-month period	8.23%	8.34%	-0.11%
Volatility (1Y) Calculated over the trailing 1-year period	16.61%	16.24%	+0.37%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.56%	15.80%	-0.24%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.25%	17.48%	-0.23%