RWK vs. VTI
Compare and contrast key facts about Invesco S&P MidCap 400 Revenue ETF (RWK) and Vanguard Total Stock Market ETF (VTI).
RWK and VTI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 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. VTI is a passively managed fund by Vanguard that tracks the performance of the CRSP US Total Market Index. It was launched on May 24, 2001. Both RWK and VTI are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: RWK or VTI.
Performance
RWK vs. VTI - Performance Comparison
Returns By Period
In the year-to-date period, RWK achieves a 17.35% return, which is significantly lower than VTI's 25.64% return. Over the past 10 years, RWK has underperformed VTI with an annualized return of 11.02%, while VTI has yielded a comparatively higher 12.67% annualized return.
RWK
17.35%
4.67%
9.69%
28.85%
15.75%
11.02%
VTI
25.64%
2.57%
14.24%
32.95%
15.11%
12.67%
Key characteristics
| RWK | VTI | |
|---|---|---|
| Sharpe Ratio | 1.75 | 2.68 |
| Sortino Ratio | 2.50 | 3.57 |
| Omega Ratio | 1.31 | 1.49 |
| Calmar Ratio | 3.67 | 3.91 |
| Martin Ratio | 9.79 | 17.13 |
| Ulcer Index | 3.03% | 1.96% |
| Daily Std Dev | 16.94% | 12.51% |
| Max Drawdown | -56.49% | -55.45% |
| Current Drawdown | -0.80% | -0.84% |
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RWK vs. VTI - Expense Ratio Comparison
RWK has a 0.39% expense ratio, which is higher than VTI's 0.03% expense ratio.
Correlation
The correlation between RWK and VTI is 0.85, 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.
Risk-Adjusted Performance
RWK vs. VTI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco S&P MidCap 400 Revenue ETF (RWK) and Vanguard Total Stock Market ETF (VTI). 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
RWK vs. VTI - Dividend Comparison
RWK's dividend yield for the trailing twelve months is around 1.03%, less than VTI's 1.27% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RWK Invesco S&P MidCap 400 Revenue ETF | 1.03% | 1.05% | 1.18% | 0.85% | 0.96% | 1.09% | 1.22% | 0.74% | 1.30% | 0.92% | 1.03% | 1.29% |
VTI Vanguard Total Stock Market ETF | 1.27% | 1.44% | 1.67% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Drawdowns
RWK vs. VTI - Drawdown Comparison
The maximum RWK drawdown since its inception was -56.49%, roughly equal to the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for RWK and VTI. For additional features, visit the drawdowns tool.
Volatility
RWK vs. VTI - Volatility Comparison
Invesco S&P MidCap 400 Revenue ETF (RWK) has a higher volatility of 5.87% compared to Vanguard Total Stock Market ETF (VTI) at 4.19%. This indicates that RWK's price experiences larger fluctuations and is considered to be riskier than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.