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.
Key characteristics
| BOSOX | RWK | |
|---|---|---|
| YTD Return | 0.12% | 4.28% |
| 1Y Return | 9.23% | 25.86% |
| 3Y Return (Ann) | 3.63% | 7.73% |
| 5Y Return (Ann) | 8.72% | 13.15% |
| 10Y Return (Ann) | 9.18% | 10.58% |
| Sharpe Ratio | 0.70 | 1.66 |
| Daily Std Dev | 15.42% | 16.72% |
| Max Drawdown | -53.78% | -56.49% |
| Current Drawdown | -4.33% | -5.13% |
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.
Performance
BOSOX vs. RWK - Performance Comparison
In the year-to-date period, BOSOX achieves a 0.12% return, which is significantly lower than RWK's 4.28% return. Over the past 10 years, BOSOX has underperformed RWK with an annualized return of 9.18%, while RWK has yielded a comparatively higher 10.58% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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 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.
Dividends
BOSOX vs. RWK - Dividend Comparison
BOSOX's dividend yield for the trailing twelve months is around 0.78%, less than RWK's 1.06% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BOSOX Boston Trust Small Cap Fund | 0.78% | 0.78% | 5.09% | 8.93% | 2.56% | 6.45% | 16.16% | 9.11% | 3.13% | 18.88% | 7.22% | 7.40% |
RWK Invesco S&P MidCap 400 Revenue ETF | 1.06% | 1.05% | 1.18% | 0.85% | 0.96% | 1.09% | 1.22% | 0.74% | 1.30% | 0.92% | 1.04% | 1.29% |
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. For additional features, visit the drawdowns tool.
Volatility
BOSOX vs. RWK - Volatility Comparison
Boston Trust Small Cap Fund (BOSOX) has a higher volatility of 4.25% compared to Invesco S&P MidCap 400 Revenue ETF (RWK) at 4.04%. This indicates that BOSOX's price experiences larger fluctuations and is considered to be riskier than RWK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.