RWK vs. RYPRX
Compare and contrast key facts about Invesco S&P MidCap 400 Revenue ETF (RWK) and Royce Premier Fund (RYPRX).
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. RYPRX is managed by Royce Investment Partners. It was launched on Dec 31, 1991.
Performance
RWK vs. RYPRX - Performance Comparison
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RWK vs. RYPRX - 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% |
RYPRX Royce Premier Fund | 1.55% | 5.74% | 2.91% | 22.76% | -15.67% | 16.07% | 11.51% | 34.45% | -10.65% | 23.47% |
Returns By Period
In the year-to-date period, RWK achieves a 1.75% return, which is significantly higher than RYPRX's 1.55% return. Over the past 10 years, RWK has outperformed RYPRX with an annualized return of 11.65%, while RYPRX has yielded a comparatively lower 9.94% 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%
RYPRX
- 1D
- -0.95%
- 1M
- -10.37%
- YTD
- 1.55%
- 6M
- 3.03%
- 1Y
- 15.21%
- 3Y*
- 7.42%
- 5Y*
- 3.75%
- 10Y*
- 9.94%
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RWK vs. RYPRX - Expense Ratio Comparison
RWK has a 0.39% expense ratio, which is lower than RYPRX's 1.17% expense ratio.
Return for Risk
RWK vs. RYPRX — Risk / Return Rank
RWK
RYPRX
RWK vs. RYPRX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco S&P MidCap 400 Revenue ETF (RWK) and Royce Premier Fund (RYPRX). 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 | RYPRX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.94 | 0.68 | +0.26 |
Sortino ratioReturn per unit of downside risk | 1.48 | 1.13 | +0.35 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.14 | +0.05 |
Calmar ratioReturn relative to maximum drawdown | 1.46 | 0.86 | +0.60 |
Martin ratioReturn relative to average drawdown | 5.14 | 2.73 | +2.42 |
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 | RYPRX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.94 | 0.68 | +0.26 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.45 | 0.19 | +0.26 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.51 | 0.47 | +0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 0.58 | -0.13 |
Correlation
The correlation between RWK and RYPRX is 0.91, 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. RYPRX - Dividend Comparison
RWK's dividend yield for the trailing twelve months is around 1.25%, less than RYPRX's 11.86% 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% |
RYPRX Royce Premier Fund | 11.86% | 12.05% | 9.52% | 6.89% | 9.00% | 21.23% | 5.55% | 20.68% | 29.26% | 15.18% | 13.42% | 24.26% |
Drawdowns
RWK vs. RYPRX - Drawdown Comparison
The maximum RWK drawdown since its inception was -56.49%, which is greater than RYPRX's maximum drawdown of -51.47%. Use the drawdown chart below to compare losses from any high point for RWK and RYPRX.
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Drawdown Indicators
| RWK | RYPRX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.49% | -51.47% | -5.02% |
Max Drawdown (1Y)Largest decline over 1 year | -14.17% | -14.54% | +0.37% |
Max Drawdown (5Y)Largest decline over 5 years | -24.58% | -26.14% | +1.56% |
Max Drawdown (10Y)Largest decline over 10 years | -46.20% | -40.30% | -5.90% |
Current DrawdownCurrent decline from peak | -7.69% | -14.54% | +6.85% |
Average DrawdownAverage peak-to-trough decline | -7.60% | -6.27% | -1.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.01% | 4.56% | -0.55% |
Volatility
RWK vs. RYPRX - Volatility Comparison
Invesco S&P MidCap 400 Revenue ETF (RWK) and Royce Premier Fund (RYPRX) have volatilities of 5.93% and 5.89%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RWK | RYPRX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.93% | 5.89% | +0.04% |
Volatility (6M)Calculated over the trailing 6-month period | 12.12% | 12.91% | -0.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.97% | 22.64% | -0.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.14% | 19.76% | +1.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.93% | 21.20% | +1.73% |