See what your fund actually adds
Boston Trust Equity Fund BTEFX
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | BTEFX | Replication |
|---|---|---|
| Annualized growth | 8.0% | 10.5% |
| Annualized volatility | 14.7% | 15.0% |
| Sharpe ratio | 0.60 | 0.74 |
| Maximum drawdown | 22.6% | 24.2% |
| Replication fit (R²) | 0.93 · Tracking error 3.9% | |
Replication portfolio
The published portfolio below is the investable basket used to model BTEFX’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| VUG | Style · Growth | 42.9% |
| XLP | Sector · Cons Staples | 20.9% |
| USMV | Factor · Min Vol | 19.3% |
| XLF | Sector · Financials | 15.8% |
| VOO | US Large Cap | 1.1% |