ABCS vs. BOXA

Last updated Apr 1, 2026

Compare and contrast key facts about Alpha Blue Capital US Small-Mid Cap Dynamic ETF (ABCS) and Alpha Architect Aggregate Bond ETF (BOXA).

ABCS and BOXA are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ABCS is a passively managed fund by Alpha Architect that tracks the performance of the BNY Mellon ABC Index. It was launched on Dec 18, 2023. BOXA is an actively managed fund by Alpha Architect. It was launched on Dec 17, 2024.

Performance

ABCS vs. BOXA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Alpha Blue Capital US Small-Mid Cap Dynamic ETF (ABCS) and Alpha Architect Aggregate Bond ETF (BOXA). The values are adjusted to include any dividend payments, if applicable.

ABCS vs. BOXA - Yearly Performance Comparison

	2026 (YTD)	2025	2024
ABCS Alpha Blue Capital US Small-Mid Cap Dynamic ETF	-1.83%	7.95%	0.87%
BOXA Alpha Architect Aggregate Bond ETF	-0.12%	5.41%	0.02%

Returns By Period

In the year-to-date period, ABCS achieves a -1.83% return, which is significantly lower than BOXA's -0.12% return.

ABCS

• 1D: 2.02%
• 1M: -5.12%
• YTD: -1.83%
• 6M: -0.34%
• 1Y: 9.26%
• 3Y*: —
• 5Y*: —
• 10Y*: —

BOXA

• 1D: 0.21%
• 1M: -1.98%
• YTD: -0.12%
• 6M: 0.69%
• 1Y: 3.10%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

ABCS vs. BOXA - Expense Ratio Comparison

ABCS has a 0.27% expense ratio, which is higher than BOXA's 0.23% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

ABCS

Alpha Blue Capital US Small-Mid Cap Dynamic ETF

BOXA

Alpha Architect Aggregate Bond ETF

Return for Risk

ABCS vs. BOXA — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ABCS

ABCS Risk / Return Rank: 28
ABCS Sharpe Ratio Rank: 26
ABCS Sortino Ratio Rank: 27
ABCS Omega Ratio Rank: 27
ABCS Calmar Ratio Rank: 30
ABCS Martin Ratio Rank: 32

BOXA

BOXA Risk / Return Rank: 39
BOXA Sharpe Ratio Rank: 41
BOXA Sortino Ratio Rank: 38
BOXA Omega Ratio Rank: 33
BOXA Calmar Ratio Rank: 44
BOXA Martin Ratio Rank: 39

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ABCS vs. BOXA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Alpha Blue Capital US Small-Mid Cap Dynamic ETF (ABCS) and Alpha Architect Aggregate Bond ETF (BOXA). 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.

	ABCS	BOXA	Difference
Sharpe ratio Return per unit of total volatility	0.48	0.75	-0.27
Sortino ratio Return per unit of downside risk	0.83	1.06	-0.23
Omega ratio Gain probability vs. loss probability	1.11	1.13	-0.02
Calmar ratio Return relative to maximum drawdown	0.74	1.13	-0.39
Martin ratio Return relative to average drawdown	2.83	3.61	-0.78
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ABCS vs. BOXA - Sharpe Ratio Comparison

The current ABCS Sharpe Ratio is 0.48, which is lower than the BOXA Sharpe Ratio of 0.75. The chart below compares the historical Sharpe Ratios of ABCS and BOXA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	ABCS	BOXA	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.48	0.75	-0.27
Sharpe Ratio (All Time) Calculated using the full available price history	0.57	1.00	-0.43

Correlation

The correlation between ABCS and BOXA is 0.17, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

ABCS vs. BOXA - Dividend Comparison

ABCS's dividend yield for the trailing twelve months is around 1.37%, more than BOXA's 0.13% yield.

	TTM	2025	2024	2023
ABCS Alpha Blue Capital US Small-Mid Cap Dynamic ETF	1.37%	1.37%	1.39%	0.02%
BOXA Alpha Architect Aggregate Bond ETF	0.13%	0.13%	0.00%	0.00%

Drawdowns

ABCS vs. BOXA - Drawdown Comparison

The maximum ABCS drawdown since its inception was -20.52%, which is greater than BOXA's maximum drawdown of -2.87%. Use the drawdown chart below to compare losses from any high point for ABCS and BOXA.

Drawdown Indicators

	ABCS	BOXA	Difference
Max Drawdown Largest peak-to-trough decline	-20.52%	-2.87%	-17.65%
Max Drawdown (1Y) Largest decline over 1 year	-13.40%	-2.87%	-10.53%
Current Drawdown Current decline from peak	-6.27%	-1.98%	-4.29%
Average Drawdown Average peak-to-trough decline	-3.70%	-0.59%	-3.11%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.48%	0.90%	+2.58%

Volatility

ABCS vs. BOXA - Volatility Comparison

Alpha Blue Capital US Small-Mid Cap Dynamic ETF (ABCS) has a higher volatility of 4.62% compared to Alpha Architect Aggregate Bond ETF (BOXA) at 1.55%. This indicates that ABCS's price experiences larger fluctuations and is considered to be riskier than BOXA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ABCS	BOXA	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.62%	1.55%	+3.07%
Volatility (6M) Calculated over the trailing 6-month period	10.35%	2.42%	+7.93%
Volatility (1Y) Calculated over the trailing 1-year period	19.25%	4.15%	+15.10%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.49%	4.18%	+13.31%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.49%	4.18%	+13.31%