RWK vs. PRDSX
Compare and contrast key facts about Invesco S&P MidCap 400 Revenue ETF (RWK) and T. Rowe Price QM U.S. Small-Cap Growth Equity Fund (PRDSX).
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. PRDSX is managed by T. Rowe Price. It was launched on Jun 30, 1997.
Performance
RWK vs. PRDSX - Performance Comparison
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RWK vs. PRDSX - 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% |
PRDSX T. Rowe Price QM U.S. Small-Cap Growth Equity Fund | -4.64% | 17.44% | 12.97% | 21.15% | -22.49% | 11.15% | 23.85% | 32.75% | -6.91% | 22.12% |
Returns By Period
In the year-to-date period, RWK achieves a 1.75% return, which is significantly higher than PRDSX's -4.64% return. Over the past 10 years, RWK has outperformed PRDSX with an annualized return of 11.65%, while PRDSX has yielded a comparatively lower 10.82% 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%
PRDSX
- 1D
- -2.18%
- 1M
- -10.24%
- YTD
- -4.64%
- 6M
- 3.04%
- 1Y
- 21.87%
- 3Y*
- 12.67%
- 5Y*
- 4.85%
- 10Y*
- 10.82%
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RWK vs. PRDSX - Expense Ratio Comparison
RWK has a 0.39% expense ratio, which is lower than PRDSX's 0.78% expense ratio.
Return for Risk
RWK vs. PRDSX — Risk / Return Rank
RWK
PRDSX
RWK vs. PRDSX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco S&P MidCap 400 Revenue ETF (RWK) and T. Rowe Price QM U.S. Small-Cap Growth Equity Fund (PRDSX). 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 | PRDSX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.94 | 0.93 | +0.01 |
Sortino ratioReturn per unit of downside risk | 1.48 | 1.48 | +0.01 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.19 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.46 | 1.44 | +0.02 |
Martin ratioReturn relative to average drawdown | 5.14 | 5.56 | -0.42 |
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 | PRDSX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.94 | 0.93 | +0.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.45 | 0.23 | +0.22 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.51 | 0.51 | 0.00 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 0.36 | +0.10 |
Correlation
The correlation between RWK and PRDSX is 0.87, 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. PRDSX - Dividend Comparison
RWK's dividend yield for the trailing twelve months is around 1.25%, less than PRDSX's 13.31% 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% |
PRDSX T. Rowe Price QM U.S. Small-Cap Growth Equity Fund | 13.31% | 12.70% | 7.96% | 2.43% | 3.72% | 13.97% | 2.91% | 4.12% | 4.53% | 0.10% | 0.02% | 1.83% |
Drawdowns
RWK vs. PRDSX - Drawdown Comparison
The maximum RWK drawdown since its inception was -56.49%, roughly equal to the maximum PRDSX drawdown of -58.95%. Use the drawdown chart below to compare losses from any high point for RWK and PRDSX.
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Drawdown Indicators
| RWK | PRDSX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.49% | -58.95% | +2.46% |
Max Drawdown (1Y)Largest decline over 1 year | -14.17% | -13.24% | -0.93% |
Max Drawdown (5Y)Largest decline over 5 years | -24.58% | -33.17% | +8.59% |
Max Drawdown (10Y)Largest decline over 10 years | -46.20% | -37.61% | -8.59% |
Current DrawdownCurrent decline from peak | -7.69% | -12.08% | +4.39% |
Average DrawdownAverage peak-to-trough decline | -7.60% | -14.23% | +6.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.01% | 3.42% | +0.59% |
Volatility
RWK vs. PRDSX - Volatility Comparison
The current volatility for Invesco S&P MidCap 400 Revenue ETF (RWK) is 5.93%, while T. Rowe Price QM U.S. Small-Cap Growth Equity Fund (PRDSX) has a volatility of 7.45%. This indicates that RWK experiences smaller price fluctuations and is considered to be less risky than PRDSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RWK | PRDSX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.93% | 7.45% | -1.52% |
Volatility (6M)Calculated over the trailing 6-month period | 12.12% | 15.20% | -3.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.97% | 23.29% | -1.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.14% | 21.36% | -0.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.93% | 21.46% | +1.47% |