RWK vs. BOSOX
RWK (Invesco S&P MidCap 400 Revenue ETF) and BOSOX (Boston Trust Small Cap Fund) are both Small Cap Blend Equities funds. Over the past 10 years, RWK returned 13.00%/yr vs 10.53%/yr for BOSOX. Their correlation of 0.89 means they have usually moved in the same direction. RWK charges 0.39%/yr vs 1.00%/yr for BOSOX.
Performance
RWK vs. BOSOX - Performance Comparison
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Returns By Period
In the year-to-date period, RWK achieves a 18.15% return, which is significantly higher than BOSOX's 13.51% return. Over the past 10 years, RWK has outperformed BOSOX with an annualized return of 13.00%, while BOSOX has yielded a comparatively lower 10.53% annualized return.
RWK
- 1D
- -0.70%
- 1M
- 1.66%
- 6M
- 13.42%
- YTD
- 18.15%
- 1Y
- 28.53%
- 3Y*
- 15.25%
- 5Y*
- 12.08%
- 10Y*
- 13.00%
- ALL TIME*
- 11.54%
BOSOX
- 1D
- 0.59%
- 1M
- -0.69%
- 6M
- 9.29%
- YTD
- 13.51%
- 1Y
- 16.35%
- 3Y*
- 7.54%
- 5Y*
- 5.97%
- 10Y*
- 10.53%
- ALL TIME*
- 9.42%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $2.23M | $2.59M | $2.47M |
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 | 18.15% | 10.27% | 11.94% | 23.76% | -8.19% | 34.31% | 11.06% | 28.20% | -14.65% | 13.39% |
BOSOX Boston Trust Small Cap Fund | 13.51% | -4.04% | 12.52% | 10.09% | -9.05% | 28.10% | 8.27% | 38.35% | -6.01% | 12.24% |
Correlation
The correlation between RWK and BOSOX is 0.85, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.85 |
Correlation (3Y) Balances recent behavior with more history. | 0.90 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.91 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.91 |
Correlation (All Time) Calculated using the full available price history since Feb 22, 2008 | 0.89 |
The correlation between RWK and BOSOX has been stable across timeframes, ranging from 0.85 to 0.91 - a consistent structural relationship.
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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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| RWK | BOSOX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.73 | ||
| Sortino ratioReturn per unit of downside risk | +1.00 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.16 | +0.12 |
| Calmar ratioReturn relative to maximum drawdown | 2.34 | 1.22 | +1.13 |
| Martin ratioReturn relative to average drawdown | 7.78 | 3.84 | +3.94 |
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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 | -11.14% | -10.69% | -0.45% |
Max Drawdown (3Y)Largest decline over 3 years | -24.58% | -22.36% | -2.22% |
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 | -1.30% | -1.26% | -0.04% |
Average DrawdownAverage peak-to-trough decline | -7.49% | -7.24% | -0.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.35% | 3.39% | -0.04% |
Volatility
RWK vs. BOSOX - Volatility Comparison
Invesco S&P MidCap 400 Revenue ETF (RWK) has a higher volatility of 4.08% compared to Boston Trust Small Cap Fund (BOSOX) at 3.69%. 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 | 4.08% | 3.69% | +0.39% |
Volatility (6M)Calculated over the trailing 6-month period | 11.96% | 10.08% | +1.88% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.49% | 15.08% | +1.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.94% | 17.81% | +3.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.88% | 19.51% | +3.37% |
RWK vs. BOSOX - Expense Ratio Comparison
RWK has a 0.39% expense ratio, which is lower than BOSOX's 1.00% expense ratio.
Dividends
RWK vs. BOSOX - Dividend Comparison
RWK's dividend yield for the trailing twelve months is around 1.00%, less than BOSOX's 3.88% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BOSOX Boston Trust Small Cap Fund | 3.88% | 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 | 1.00% | 1.25% | 1.11% | 1.05% | 1.18% | 0.85% | 0.96% | 1.09% | 1.22% | 0.99% | 1.30% | 0.92% |
Frequently Asked Questions
RWK and BOSOX have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
RWK has higher volatility (4.08%) compared to BOSOX (3.69%). In terms of maximum drawdown, RWK dropped -56.49% vs BOSOX's -51.32%.
RWK currently has the higher Sharpe Ratio (1.59 vs 0.86), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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