RWK vs. BOSOX
Compare and contrast key facts about Invesco S&P MidCap 400 Revenue ETF (RWK) and Boston Trust Small Cap Fund (BOSOX).
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. BOSOX is managed by Boston Trust Walden.
Performance
RWK vs. BOSOX - Performance Comparison
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RWK vs. BOSOX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
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% |
Returns By Period
In the year-to-date period, RWK achieves a 1.75% return, which is significantly higher than BOSOX's -4.10% return. Over the past 10 years, RWK has outperformed BOSOX with an annualized return of 11.65%, while BOSOX has yielded a comparatively lower 9.28% annualized return.
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%
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%
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RWK vs. BOSOX - Expense Ratio Comparison
RWK has a 0.39% expense ratio, which is lower than BOSOX's 1.00% expense ratio.
Return for Risk
RWK vs. BOSOX — Risk / Return Rank
RWK
BOSOX
RWK vs. BOSOX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco S&P MidCap 400 Revenue ETF (RWK) and Boston Trust Small Cap Fund (BOSOX). 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.
| RWK | BOSOX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.94 | -0.13 | +1.06 |
Sortino ratioReturn per unit of downside risk | 1.48 | -0.05 | +1.53 |
Omega ratioGain probability vs. loss probability | 1.20 | 0.99 | +0.20 |
Calmar ratioReturn relative to maximum drawdown | 1.46 | -0.33 | +1.79 |
Martin ratioReturn relative to average drawdown | 5.14 | -1.03 | +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
| RWK | BOSOX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.94 | -0.13 | +1.06 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.45 | 0.20 | +0.25 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.51 | 0.48 | +0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 0.41 | +0.05 |
Correlation
The correlation between RWK and BOSOX 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
RWK vs. BOSOX - Dividend Comparison
RWK's dividend yield for the trailing twelve months is around 1.25%, less than BOSOX's 4.60% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
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% |
Drawdowns
RWK vs. BOSOX - Drawdown Comparison
The maximum RWK drawdown since its inception was -56.49%, which is greater than BOSOX's maximum drawdown of -51.32%. Use the drawdown chart below to compare losses from any high point for RWK and BOSOX.
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Drawdown Indicators
| RWK | BOSOX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.49% | -51.32% | -5.17% |
Max Drawdown (1Y)Largest decline over 1 year | -14.17% | -11.89% | -2.28% |
Max Drawdown (5Y)Largest decline over 5 years | -24.58% | -22.36% | -2.22% |
Max Drawdown (10Y)Largest decline over 10 years | -46.20% | -36.79% | -9.41% |
Current DrawdownCurrent decline from peak | -7.69% | -16.07% | +8.38% |
Average DrawdownAverage peak-to-trough decline | -7.60% | -7.26% | -0.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.01% | 3.82% | +0.19% |
Volatility
RWK vs. BOSOX - Volatility Comparison
Invesco S&P MidCap 400 Revenue ETF (RWK) has a higher volatility of 5.93% compared to Boston Trust Small Cap Fund (BOSOX) at 4.10%. This indicates that RWK's price experiences larger fluctuations and is considered to be riskier than BOSOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RWK | BOSOX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.93% | 4.10% | +1.83% |
Volatility (6M)Calculated over the trailing 6-month period | 12.12% | 10.48% | +1.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.97% | 18.96% | +3.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.14% | 17.82% | +3.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.93% | 19.56% | +3.37% |