BBLU vs. BOXX

Last updated Jun 5, 2026

BBLU (Ea Bridgeway Blue Chip ETF) and BOXX (Alpha Architect 1-3 Month Box ETF) are both exchange-traded funds - BBLU is a Large Cap Growth Equities fund actively managed by Alpha Architect, while BOXX is a Ultrashort Bond fund tracking the Solactive 1-3 Month US T-Bill Index. BBLU is actively managed, while BOXX is passively managed. Over the past 3 years, BBLU returned 23.37%/yr vs 4.75%/yr for BOXX. At a 0.01 correlation, their price movements are largely independent. BBLU charges 0.15%/yr vs 0.19%/yr for BOXX.

Performance

BBLU vs. BOXX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ea Bridgeway Blue Chip ETF (BBLU) 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, BBLU achieves a 10.68% return, which is significantly higher than BOXX's 1.59% return.

BBLU

• 1D: 0.42%
• 1M: 6.08%
• YTD: 10.68%
• 6M: 10.55%
• 1Y: 29.46%
• 3Y*: 23.37%
• 5Y*: —
• 10Y*: —

BOXX

• 1D: 0.01%
• 1M: 0.29%
• YTD: 1.59%
• 6M: 1.98%
• 1Y: 4.09%
• 3Y*: 4.75%
• 5Y*: —
• 10Y*: —

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

BBLU vs. BOXX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
BBLU Ea Bridgeway Blue Chip ETF	10.68%	18.40%	27.47%	31.11%	1.93%
BOXX Alpha Architect 1-3 Month Box ETF	1.59%	4.37%	5.16%	5.04%	0.07%

Correlation

The correlation between BBLU and BOXX is 0.05, 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	0.05
Correlation (3Y) Calculated over the trailing 3-year period	0.03
Correlation (All Time) Calculated using the full available price history since Dec 29, 2022	0.01

Return for Risk

BBLU vs. BOXX — Risk / Return Rank

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

BBLU

BBLU Risk / Return Rank: 82
BBLU Sharpe Ratio Rank: 82
BBLU Sortino Ratio Rank: 84
BBLU Omega Ratio Rank: 79
BBLU Calmar Ratio Rank: 80
BBLU Martin Ratio Rank: 82

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.

BBLU vs. BOXX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Ea Bridgeway Blue Chip ETF (BBLU) 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.

	BBLU	BOXX	Difference
Sharpe ratio: Return per unit of total volatility	2.64	12.81	-10.17
Sortino ratio: Return per unit of downside risk	3.73	37.95	-34.22
Omega ratio: Gain probability vs. loss probability	1.47	9.96	-8.49
Calmar ratio: Return relative to maximum drawdown	4.10	59.63	-55.53
Martin ratio: Return relative to average drawdown	16.36	530.59	-514.23
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

BBLU vs. BOXX - Sharpe Ratio Comparison

The current BBLU Sharpe Ratio is 2.64, which is lower than the BOXX Sharpe Ratio of 12.81. The chart below compares the historical Sharpe Ratios of BBLU 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

	BBLU	BOXX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.64	12.81	-10.17
Sharpe Ratio (All Time) Calculated using the full available price history	1.81	12.91	-11.09

Drawdowns

BBLU vs. BOXX - Drawdown Comparison

The maximum BBLU drawdown since its inception was -17.20%, which is greater than BOXX's maximum drawdown of -0.12%. Use the drawdown chart below to compare losses from any high point for BBLU and BOXX.

Drawdown Indicators

	BBLU	BOXX	Difference
Max Drawdown Largest peak-to-trough decline	-17.20%	-0.12%	-17.08%
Max Drawdown (1Y) Largest decline over 1 year	-7.22%	-0.07%	-7.15%
Max Drawdown (3Y) Largest decline over 3 years	-17.20%	-0.12%	-17.08%
Current Drawdown Current decline from peak	-0.41%	0.00%	-0.41%
Average Drawdown Average peak-to-trough decline	-1.98%	-0.00%	-1.98%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.81%	0.01%	+1.80%

Volatility

BBLU vs. BOXX - Volatility Comparison

Ea Bridgeway Blue Chip ETF (BBLU) has a higher volatility of 2.83% compared to Alpha Architect 1-3 Month Box ETF (BOXX) at 0.09%. This indicates that BBLU'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

	BBLU	BOXX	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.83%	0.09%	+2.74%
Volatility (6M) Calculated over the trailing 6-month period	7.88%	0.25%	+7.63%
Volatility (1Y) Calculated over the trailing 1-year period	11.20%	0.32%	+10.88%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.53%	0.37%	+14.16%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.53%	0.37%	+14.16%

BBLU vs. BOXX - Expense Ratio Comparison

BBLU has a 0.15% expense ratio, which is lower than BOXX's 0.19% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

BBLU vs. BOXX - Dividend Comparison

BBLU's dividend yield for the trailing twelve months is around 1.13%, while BOXX has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022
BBLU Ea Bridgeway Blue Chip ETF	1.13%	1.25%	1.39%	1.68%	32.08%
BOXX Alpha Architect 1-3 Month Box ETF	0.00%	0.00%	0.26%	0.00%	0.00%

Frequently Asked Questions

Can I hold both BBLU and BOXX in my portfolio?

BBLU and BOXX have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, BBLU or BOXX?

BBLU has higher volatility (2.83%) compared to BOXX (0.09%). In terms of maximum drawdown, BBLU dropped -17.20% vs BOXX's -0.12%.

Which ETF is better, BBLU or BOXX?

On 3-year performance, BBLU leads with 23.37% vs 4.75% for BOXX. On fees, BBLU is cheaper at 0.15% 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, BBLU or BOXX?

Over the 3-year period, BBLU has performed better with a 23.37% return vs 4.75%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, BBLU or BOXX?

BBLU is cheaper with a 0.15% expense ratio, compared with 0.19% for BOXX.

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

BBLU has the higher dividend yield at 1.13%, compared with 0.00% for BOXX.

What is the main difference between BBLU and BOXX?

BBLU is categorized as Large Cap Growth Equities, while BOXX is Ultrashort Bond. Their fees differ too: 0.15% for BBLU and 0.19% for BOXX.

Which has better risk-adjusted returns?

BOXX currently has the higher Sharpe Ratio (12.81 vs 2.64), 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.