ABCS vs. BOXX

Last updated Jun 4, 2026

ABCS (Alpha Blue Capital US Small-Mid Cap Dynamic ETF) and BOXX (Alpha Architect 1-3 Month Box ETF) are both exchange-traded funds - ABCS is a Mid Cap Blend Equities fund tracking the BNY Mellon ABC Index, while BOXX is a Ultrashort Bond fund tracking the Solactive 1-3 Month US T-Bill Index. Both are passively managed. Over the past year, ABCS returned 16.85% vs 4.10% for BOXX. At a 0.02 correlation, their price movements are largely independent. ABCS charges 0.27%/yr vs 0.19%/yr for BOXX.

Performance

ABCS vs. BOXX - 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 1-3 Month Box ETF (BOXX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, ABCS achieves a 6.97% return, which is significantly higher than BOXX's 1.58% return.

ABCS

• 1D: -0.49%
• 1M: 2.28%
• YTD: 6.97%
• 6M: 7.94%
• 1Y: 16.85%
• 3Y*: —
• 5Y*: —
• 10Y*: —

BOXX

• 1D: 0.00%
• 1M: 0.28%
• YTD: 1.58%
• 6M: 1.97%
• 1Y: 4.10%
• 3Y*: 4.75%
• 5Y*: —
• 10Y*: —

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

ABCS vs. BOXX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
ABCS Alpha Blue Capital US Small-Mid Cap Dynamic ETF	6.97%	7.95%	14.47%	1.97%
BOXX Alpha Architect 1-3 Month Box ETF	1.58%	4.37%	5.16%	0.27%

Correlation

The correlation between ABCS and BOXX is 0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.01
Correlation (All Time) Calculated using the full available price history since Dec 21, 2023	0.02

ABCS vs. BOXX - Sectors Allocation Comparison

Sectors	ABCS	BOXX
Financial Services	21.3%	12.3%
Healthcare	14.7%	9.8%
Technology	14.0%	33.1%
Consumer Cyclical	13.7%	10.1%
Industrials	10.9%	8.7%
Energy	6.5%	3.5%
Real Estate	5.0%	2.0%
Consumer Defensive	4.8%	5.4%
Utilities	3.5%	2.5%
Basic Materials	3.5%	1.9%
Communication Services	2.0%	10.7%

Return for Risk

ABCS vs. BOXX — Risk / Return Rank

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

ABCS

ABCS Risk / Return Rank: 38
ABCS Sharpe Ratio Rank: 35
ABCS Sortino Ratio Rank: 37
ABCS Omega Ratio Rank: 34
ABCS Calmar Ratio Rank: 42
ABCS Martin Ratio Rank: 40

BOXX

BOXX Risk / Return Rank: 100
BOXX Sharpe Ratio Rank: 100
BOXX Sortino Ratio Rank: 100
BOXX Omega Ratio Rank: 100
BOXX Calmar Ratio Rank: 100
BOXX Martin Ratio Rank: 100

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. BOXX - 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 1-3 Month Box ETF (BOXX). 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	BOXX	Difference
Sharpe ratio: Return per unit of total volatility	1.25	12.84	-11.60
Sortino ratio: Return per unit of downside risk	1.89	38.04	-36.15
Omega ratio: Gain probability vs. loss probability	1.22	9.98	-8.76
Calmar ratio: Return relative to maximum drawdown	2.03	59.77	-57.74
Martin ratio: Return relative to average drawdown	6.39	531.84	-525.45
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. BOXX - Sharpe Ratio Comparison

The current ABCS Sharpe Ratio is 1.25, which is lower than the BOXX Sharpe Ratio of 12.84. The chart below compares the historical Sharpe Ratios of ABCS and BOXX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	ABCS	BOXX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.25	12.84	-11.60
Sharpe Ratio (All Time) Calculated using the full available price history	0.76	12.91	-12.15

Drawdowns

ABCS vs. BOXX - Drawdown Comparison

The maximum ABCS drawdown since its inception was -20.52%, which is greater than BOXX's maximum drawdown of -0.12%. Use the drawdown chart below to compare losses from any high point for ABCS and BOXX.

Drawdown Indicators

	ABCS	BOXX	Difference
Max Drawdown Largest peak-to-trough decline	-20.52%	-0.12%	-20.40%
Max Drawdown (1Y) Largest decline over 1 year	-8.33%	-0.07%	-8.26%
Max Drawdown (3Y) Largest decline over 3 years	—	-0.12%	—
Current Drawdown Current decline from peak	-0.49%	0.00%	-0.49%
Average Drawdown Average peak-to-trough decline	-3.53%	-0.00%	-3.53%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.64%	0.01%	+2.63%

Volatility

ABCS vs. BOXX - Volatility Comparison

Alpha Blue Capital US Small-Mid Cap Dynamic ETF (ABCS) has a higher volatility of 2.66% compared to Alpha Architect 1-3 Month Box ETF (BOXX) at 0.09%. This indicates that ABCS's price experiences larger fluctuations and is considered to be riskier than BOXX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ABCS	BOXX	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.66%	0.09%	+2.57%
Volatility (6M) Calculated over the trailing 6-month period	9.27%	0.25%	+9.02%
Volatility (1Y) Calculated over the trailing 1-year period	13.60%	0.32%	+13.28%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.09%	0.37%	+16.72%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.09%	0.37%	+16.72%

ABCS vs. BOXX - Expense Ratio Comparison

ABCS has a 0.27% expense ratio, which is higher than BOXX's 0.19% 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%.

Dividends

ABCS vs. BOXX - Dividend Comparison

ABCS's dividend yield for the trailing twelve months is around 1.26%, while BOXX has not paid dividends to shareholders.

Position	TTM	2025	2024	2023
ABCS Alpha Blue Capital US Small-Mid Cap Dynamic ETF	1.26%	1.37%	1.39%	0.02%
BOXX Alpha Architect 1-3 Month Box ETF	0.00%	0.00%	0.26%	0.00%

Frequently Asked Questions

Can I hold both ABCS and BOXX in my portfolio?

ABCS and BOXX have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, ABCS or BOXX?

ABCS has higher volatility (2.66%) compared to BOXX (0.09%). In terms of maximum drawdown, ABCS dropped -20.52% vs BOXX's -0.12%.

Which ETF is better, ABCS or BOXX?

On 1-year performance, ABCS leads with 16.85% vs 4.10% for BOXX. On fees, BOXX is cheaper at 0.19% per year. On volatility, BOXX has been the lower-risk option at 0.09%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, ABCS or BOXX?

Over the 1-year period, ABCS has performed better with a 16.85% return vs 4.10%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, ABCS or BOXX?

BOXX is cheaper with a 0.19% expense ratio, compared with 0.27% for ABCS.

Which ETF pays a higher dividend yield, ABCS or BOXX?

ABCS has the higher dividend yield at 1.26%, compared with 0.00% for BOXX.

What is the main difference between ABCS and BOXX?

ABCS is categorized as Mid Cap Blend Equities, while BOXX is Ultrashort Bond. ABCS tracks BNY Mellon ABC Index, while BOXX tracks Solactive 1-3 Month US T-Bill Index. Their fees differ too: 0.27% for ABCS and 0.19% for BOXX.

Which has better risk-adjusted returns?

BOXX currently has the higher Sharpe Ratio (12.84 vs 1.25), 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.