PortfoliosLab logoPortfoliosLab logo
BOXA vs. SCHZ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BOXA vs. SCHZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Alpha Architect Aggregate Bond ETF (BOXA) and Schwab U.S. Aggregate Bond ETF (SCHZ). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, BOXA achieves a -0.19% return, which is significantly lower than SCHZ's 0.30% return.


BOXA

1D
-0.22%
1M
0.13%
YTD
-0.19%
6M
-0.46%
1Y
3.52%
3Y*
5Y*
10Y*

SCHZ

1D
-0.17%
1M
0.26%
YTD
0.30%
6M
0.15%
1Y
5.16%
3Y*
3.94%
5Y*
0.07%
10Y*
1.52%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BOXA vs. SCHZ - Yearly Performance Comparison


2026 (YTD)20252024
BOXA
Alpha Architect Aggregate Bond ETF
-0.19%5.41%0.02%
SCHZ
Schwab U.S. Aggregate Bond ETF
0.30%7.24%-0.13%

Correlation

The correlation between BOXA and SCHZ is 0.93, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.93

Correlation (All Time)
Calculated using the full available price history since Dec 19, 2024

0.95

The correlation between BOXA and SCHZ has been stable across timeframes, ranging from 0.93 to 0.95 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

BOXA vs. SCHZ — Risk / Return Rank

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

BOXA
BOXA Risk / Return Rank: 2525
Overall Rank
BOXA Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
BOXA Sortino Ratio Rank: 2525
Sortino Ratio Rank
BOXA Omega Ratio Rank: 2424
Omega Ratio Rank
BOXA Calmar Ratio Rank: 2323
Calmar Ratio Rank
BOXA Martin Ratio Rank: 2525
Martin Ratio Rank

SCHZ
SCHZ Risk / Return Rank: 3737
Overall Rank
SCHZ Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
SCHZ Sortino Ratio Rank: 3939
Sortino Ratio Rank
SCHZ Omega Ratio Rank: 3535
Omega Ratio Rank
SCHZ Calmar Ratio Rank: 3838
Calmar Ratio Rank
SCHZ Martin Ratio Rank: 3737
Martin Ratio Rank
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.

BOXA vs. SCHZ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Alpha Architect Aggregate Bond ETF (BOXA) and Schwab U.S. Aggregate Bond ETF (SCHZ). 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.


BOXASCHZDifference
Sharpe ratioReturn per unit of total volatility

-0.42

Sortino ratioReturn per unit of downside risk

-0.66

Omega ratioGain probability vs. loss probability

1.16

1.24

-0.08

Calmar ratioReturn relative to maximum drawdown

1.10

1.92

-0.82

Martin ratioReturn relative to average drawdown

3.36

5.87

-2.51

BOXA vs. SCHZ - Sharpe Ratio Comparison

The current BOXA Sharpe Ratio is 0.94, which is lower than the SCHZ Sharpe Ratio of 1.37. The chart below compares the historical Sharpe Ratios of BOXA and SCHZ, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


BOXASCHZDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.94

1.37

-0.42

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.28

Sharpe Ratio (All Time)

Calculated using the full available price history

0.87

0.44

+0.43

Drawdowns

BOXA vs. SCHZ - Drawdown Comparison

The maximum BOXA drawdown since its inception was -3.22%, smaller than the maximum SCHZ drawdown of -18.74%. Use the drawdown chart below to compare losses from any high point for BOXA and SCHZ.


Loading charts...

Drawdown Indicators


BOXASCHZDifference

Max Drawdown

Largest peak-to-trough decline

-3.22%

-18.74%

+15.52%

Max Drawdown (1Y)

Largest decline over 1 year

-3.22%

-2.70%

-0.52%

Max Drawdown (3Y)

Largest decline over 3 years

-6.18%

Max Drawdown (5Y)

Largest decline over 5 years

-18.01%

Max Drawdown (10Y)

Largest decline over 10 years

-18.74%

Current Drawdown

Current decline from peak

-2.04%

-2.47%

+0.43%

Average Drawdown

Average peak-to-trough decline

-0.75%

-3.68%

+2.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.05%

0.88%

+0.17%

Volatility

BOXA vs. SCHZ - Volatility Comparison

Alpha Architect Aggregate Bond ETF (BOXA) has a higher volatility of 1.36% compared to Schwab U.S. Aggregate Bond ETF (SCHZ) at 1.24%. This indicates that BOXA's price experiences larger fluctuations and is considered to be riskier than SCHZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


BOXASCHZDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.36%

1.24%

+0.12%

Volatility (6M)

Calculated over the trailing 6-month period

2.62%

2.67%

-0.05%

Volatility (1Y)

Calculated over the trailing 1-year period

3.75%

3.79%

-0.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.15%

6.08%

-1.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.15%

5.41%

-1.26%

BOXA vs. SCHZ - Expense Ratio Comparison

BOXA has a 0.23% expense ratio, which is higher than SCHZ's 0.03% 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

BOXA vs. SCHZ - Dividend Comparison

BOXA's dividend yield for the trailing twelve months is around 0.13%, less than SCHZ's 4.12% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
SCHZ
Schwab U.S. Aggregate Bond ETF
4.12%4.05%3.96%3.28%2.63%2.16%2.43%2.79%2.56%2.40%2.24%2.11%

Frequently Asked Questions


With a correlation of 0.93, BOXA and SCHZ move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

BOXA has higher volatility (1.36%) compared to SCHZ (1.24%). In terms of maximum drawdown, BOXA dropped -3.22% vs SCHZ's -18.74%.

On 1-year performance, SCHZ leads with 5.16% vs 3.52% for BOXA. On fees, SCHZ is cheaper at 0.03% per year. On volatility, SCHZ has been the lower-risk option at 1.24%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, SCHZ has performed better with a 5.16% return vs 3.52%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SCHZ is cheaper with a 0.03% expense ratio, compared with 0.23% for BOXA.

SCHZ has the higher dividend yield at 4.12%, compared with 0.13% for BOXA.

BOXA is categorized as Intermediate Core Bond, while SCHZ is Total Bond Market. They also come from different issuers: Alpha Architect and Charles Schwab. Their fees differ too: 0.23% for BOXA and 0.03% for SCHZ.

SCHZ currently has the higher Sharpe Ratio (1.37 vs 0.94), 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.

Portfolio Optimizer

Find the right allocation for BOXA and SCHZ

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer