See what your fund actually adds
Boston Trust Asset Management Fund BTBFX
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | BTBFX | Replication |
|---|---|---|
| Annualized growth | 5.8% | 8.5% |
| Annualized volatility | 11.6% | 11.7% |
| Sharpe ratio | 0.54 | 0.76 |
| Maximum drawdown | 20.7% | 20.7% |
| Replication fit (R²) | 0.94 · Tracking error 2.9% | |
Replication portfolio
The published portfolio below is the investable basket used to model BTBFX’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| VUG | Style · Growth | 28.5% |
| SPHY | FI · High Yield | 27.7% |
| USMV | Factor · Min Vol | 18.6% |
| XLP | Sector · Cons Staples | 16.3% |
| XLF | Sector · Financials | 8.8% |