BOXA vs. AGZD
Compare and contrast key facts about Alpha Architect Aggregate Bond ETF (BOXA) and WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund (AGZD).
BOXA and AGZD are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. BOXA is an actively managed fund by Alpha Architect. It was launched on Dec 17, 2024. AGZD is a passively managed fund by WisdomTree that tracks the performance of the Bloomberg Rate Hedged U.S. Aggregate Bond Index, Zero Duration. It was launched on Dec 18, 2013.
Performance
BOXA vs. AGZD - Performance Comparison
Loading graphics...
BOXA vs. AGZD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
BOXA Alpha Architect Aggregate Bond ETF | -0.12% | 5.41% | 0.02% |
AGZD WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund | 1.07% | 4.35% | -0.07% |
Returns By Period
In the year-to-date period, BOXA achieves a -0.12% return, which is significantly lower than AGZD's 1.07% return.
BOXA
- 1D
- -0.00%
- 1M
- -1.56%
- YTD
- -0.12%
- 6M
- 0.47%
- 1Y
- 2.74%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
AGZD
- 1D
- -0.17%
- 1M
- 0.89%
- YTD
- 1.07%
- 6M
- 2.46%
- 1Y
- 5.39%
- 3Y*
- 6.07%
- 5Y*
- 4.09%
- 10Y*
- 3.11%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
BOXA vs. AGZD - Expense Ratio Comparison
Both BOXA and AGZD have an expense ratio of 0.23%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.
Return for Risk
BOXA vs. AGZD — Risk / Return Rank
BOXA
AGZD
BOXA vs. AGZD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Alpha Architect Aggregate Bond ETF (BOXA) and WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund (AGZD). 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.
| BOXA | AGZD | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.67 | 1.58 | -0.91 |
Sortino ratioReturn per unit of downside risk | 0.94 | 2.36 | -1.42 |
Omega ratioGain probability vs. loss probability | 1.12 | 1.32 | -0.20 |
Calmar ratioReturn relative to maximum drawdown | 1.08 | 4.31 | -3.23 |
Martin ratioReturn relative to average drawdown | 3.43 | 14.52 | -11.10 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| BOXA | AGZD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.67 | 1.58 | -0.91 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 1.15 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.82 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.00 | 0.63 | +0.37 |
Correlation
The correlation between BOXA and AGZD is -0.02. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Dividends
BOXA vs. AGZD - Dividend Comparison
BOXA's dividend yield for the trailing twelve months is around 0.13%, less than AGZD's 4.07% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BOXA Alpha Architect Aggregate Bond ETF | 0.13% | 0.13% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
AGZD WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund | 4.07% | 4.12% | 3.96% | 6.07% | 8.61% | 1.66% | 2.28% | 2.83% | 2.62% | 2.31% | 1.81% | 1.66% |
Drawdowns
BOXA vs. AGZD - Drawdown Comparison
The maximum BOXA drawdown since its inception was -2.87%, smaller than the maximum AGZD drawdown of -8.46%. Use the drawdown chart below to compare losses from any high point for BOXA and AGZD.
Loading graphics...
Drawdown Indicators
| BOXA | AGZD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -2.87% | -8.46% | +5.59% |
Max Drawdown (1Y)Largest decline over 1 year | -2.87% | -1.14% | -1.73% |
Max Drawdown (5Y)Largest decline over 5 years | — | -2.23% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -8.46% | — |
Current DrawdownCurrent decline from peak | -1.98% | -0.17% | -1.81% |
Average DrawdownAverage peak-to-trough decline | -0.59% | -0.78% | +0.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.91% | 0.34% | +0.57% |
Volatility
BOXA vs. AGZD - Volatility Comparison
Alpha Architect Aggregate Bond ETF (BOXA) has a higher volatility of 1.55% compared to WisdomTree Interest Rate Hedged U.S. Aggregate Bond Fund (AGZD) at 0.74%. This indicates that BOXA's price experiences larger fluctuations and is considered to be riskier than AGZD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| BOXA | AGZD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.55% | 0.74% | +0.81% |
Volatility (6M)Calculated over the trailing 6-month period | 2.41% | 2.06% | +0.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.14% | 3.47% | +0.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 4.18% | 3.56% | +0.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 4.18% | 3.79% | +0.39% |