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.
Performance
BOSOX vs. RWK - Performance Comparison
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BOSOX vs. RWK - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BOSOX Boston Trust Small Cap Fund | -4.10% | -4.04% | 12.52% | 10.09% | -9.05% | 28.10% | 8.27% | 38.35% | -6.01% | 12.24% |
RWK Invesco S&P MidCap 400 Revenue ETF | 1.75% | 10.27% | 11.94% | 23.76% | -8.19% | 34.31% | 11.06% | 28.20% | -14.65% | 13.39% |
Returns By Period
In the year-to-date period, BOSOX achieves a -4.10% return, which is significantly lower than RWK's 1.75% return. Over the past 10 years, BOSOX has underperformed RWK with an annualized return of 9.28%, while RWK has yielded a comparatively higher 11.65% annualized return.
BOSOX
- 1D
- -0.25%
- 1M
- -8.25%
- YTD
- -4.10%
- 6M
- -4.75%
- 1Y
- -4.04%
- 3Y*
- 3.34%
- 5Y*
- 3.57%
- 10Y*
- 9.28%
RWK
- 1D
- 2.65%
- 1M
- -4.67%
- YTD
- 1.75%
- 6M
- 3.23%
- 1Y
- 20.47%
- 3Y*
- 13.66%
- 5Y*
- 9.50%
- 10Y*
- 11.65%
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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.
Return for Risk
BOSOX vs. RWK — Risk / Return Rank
BOSOX
RWK
BOSOX vs. RWK - Risk-Adjusted Trends 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.
| BOSOX | RWK | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.13 | 0.94 | -1.06 |
Sortino ratioReturn per unit of downside risk | -0.05 | 1.48 | -1.53 |
Omega ratioGain probability vs. loss probability | 0.99 | 1.20 | -0.20 |
Calmar ratioReturn relative to maximum drawdown | -0.33 | 1.46 | -1.79 |
Martin ratioReturn relative to average drawdown | -1.03 | 5.14 | -6.17 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| BOSOX | RWK | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.13 | 0.94 | -1.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.20 | 0.45 | -0.25 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.48 | 0.51 | -0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.41 | 0.45 | -0.05 |
Correlation
The correlation between BOSOX and RWK is 0.89, 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.
Dividends
BOSOX vs. RWK - Dividend Comparison
BOSOX's dividend yield for the trailing twelve months is around 4.60%, more than RWK's 1.25% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BOSOX Boston Trust Small Cap Fund | 4.60% | 4.41% | 6.52% | 0.78% | 5.09% | 8.93% | 2.56% | 12.46% | 16.19% | 9.13% | 3.14% | 18.92% |
RWK Invesco S&P MidCap 400 Revenue ETF | 1.25% | 1.25% | 1.11% | 1.05% | 1.18% | 0.85% | 0.96% | 1.09% | 1.22% | 0.99% | 1.30% | 0.92% |
Drawdowns
BOSOX vs. RWK - Drawdown Comparison
The maximum BOSOX drawdown since its inception was -51.32%, smaller than 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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Drawdown Indicators
| BOSOX | RWK | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.32% | -56.49% | +5.17% |
Max Drawdown (1Y)Largest decline over 1 year | -11.89% | -14.17% | +2.28% |
Max Drawdown (5Y)Largest decline over 5 years | -22.36% | -24.58% | +2.22% |
Max Drawdown (10Y)Largest decline over 10 years | -36.79% | -46.20% | +9.41% |
Current DrawdownCurrent decline from peak | -16.07% | -7.69% | -8.38% |
Average DrawdownAverage peak-to-trough decline | -7.26% | -7.60% | +0.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.82% | 4.01% | -0.19% |
Volatility
BOSOX vs. RWK - Volatility Comparison
The current volatility for Boston Trust Small Cap Fund (BOSOX) is 4.10%, while Invesco S&P MidCap 400 Revenue ETF (RWK) has a volatility of 5.93%. 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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Volatility by Period
| BOSOX | RWK | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.10% | 5.93% | -1.83% |
Volatility (6M)Calculated over the trailing 6-month period | 10.48% | 12.12% | -1.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.96% | 21.97% | -3.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.82% | 21.14% | -3.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.56% | 22.93% | -3.37% |