See what your fund actually adds

Boston Trust Walden Small Cap Fund BOSOX

Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.

Fund and replication metrics

BOSOX compared with its replication portfolio
MeasureBOSOXReplication
Annualized growth4.9%6.7%
Annualized volatility16.8%16.6%
Sharpe ratio0.370.47
Maximum drawdown19.8%21.7%
Replication fit (R²)0.93 · Tracking error 4.5%

Replication portfolio

The published portfolio below is the investable basket used to model BOSOX’s historical return behavior.

BOSOX replication basket weights
TickerBuilding blockWeight
IJRUS Small Cap64.6%
USMVFactor · Min Vol16.7%
XLPSector · Cons Staples7.2%
IJHUS Mid Cap5.9%
XLVSector · Healthcare5.5%