Correlation
The correlation between BOSOX and RWK is 0.82, 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.
BOSOX vs. RWK
Compare and contrast key facts about Boston Trust Small Cap Fund (BOSOX) and Invesco S&P MidCap 400 Revenue ETF (RWK).
BOSOX is managed by Boston Trust Walden. RWK is a passively managed fund by Invesco that tracks the performance of the S&P MidCap 400 Revenue-Weighted Index. It was launched on Feb 22, 2008.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BOSOX or RWK.
Performance
BOSOX vs. RWK - Performance Comparison
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Key characteristics
BOSOX:
0.17
RWK:
0.02
BOSOX:
0.28
RWK:
0.08
BOSOX:
1.03
RWK:
1.01
BOSOX:
0.07
RWK:
-0.06
BOSOX:
0.20
RWK:
-0.17
BOSOX:
8.13%
RWK:
7.96%
BOSOX:
20.33%
RWK:
22.74%
BOSOX:
-53.78%
RWK:
-56.49%
BOSOX:
-14.01%
RWK:
-11.51%
Returns By Period
In the year-to-date period, BOSOX achieves a -5.72% return, which is significantly lower than RWK's -3.97% return. Both investments have delivered pretty close results over the past 10 years, with BOSOX having a 9.00% annualized return and RWK not far ahead at 9.44%.
BOSOX
-5.72%
2.29%
-12.93%
3.11%
6.89%
12.57%
9.00%
RWK
-3.97%
6.05%
-10.02%
-0.17%
11.83%
19.06%
9.44%
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BOSOX vs. RWK - Expense Ratio Comparison
BOSOX has a 1.00% expense ratio, which is higher than RWK's 0.39% expense ratio.
Risk-Adjusted Performance
BOSOX vs. RWK — Risk-Adjusted Performance Rank
BOSOX
RWK
BOSOX vs. RWK - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Boston Trust Small Cap Fund (BOSOX) and Invesco S&P MidCap 400 Revenue ETF (RWK). 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.
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Dividends
BOSOX vs. RWK - Dividend Comparison
BOSOX's dividend yield for the trailing twelve months is around 6.91%, more than RWK's 1.21% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BOSOX Boston Trust Small Cap Fund | 6.91% | 6.51% | 0.78% | 5.08% | 8.93% | 2.56% | 6.46% | 16.19% | 9.12% | 3.14% | 18.92% | 7.24% |
RWK Invesco S&P MidCap 400 Revenue ETF | 1.21% | 1.11% | 1.05% | 1.18% | 0.85% | 0.96% | 1.09% | 1.22% | 0.74% | 1.30% | 0.92% | 1.03% |
Drawdowns
BOSOX vs. RWK - Drawdown Comparison
The maximum BOSOX drawdown since its inception was -53.78%, roughly equal to the maximum RWK drawdown of -56.49%. Use the drawdown chart below to compare losses from any high point for BOSOX and RWK.
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Volatility
BOSOX vs. RWK - Volatility Comparison
The current volatility for Boston Trust Small Cap Fund (BOSOX) is 5.15%, while Invesco S&P MidCap 400 Revenue ETF (RWK) has a volatility of 5.54%. This indicates that BOSOX experiences smaller price fluctuations and is considered to be less risky than RWK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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