Badges don't show for mail in sub folders

I've just bought a new iMac with Yosemite and set up my mailboxes with rules for sorting incoming mail. The rules work fine but no badges are shown for any mail sorted into subfolders. Badges only appear for mail that goes directly into my inbox. In previous operating systems badges were shown for every new email whether it was sorted or not. Is there any way of forcing Yosemite to badge sorted, unread emails?