BOXX vs. CAOS

In the year-to-date period, BOXX achieves a 1.66% return, which is significantly higher than CAOS's 1.01% return.

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BOXX has a 0.20% expense ratio, which is lower than CAOS's 0.63% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Alpha Architect 1-3 Month Box ETF (BOXX) and Alpha Architect Tail Risk ETF (CAOS). 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.

The current BOXX Sharpe Ratio is 13.55, which is higher than the CAOS Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of BOXX and CAOS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

BOXX's dividend yield for the trailing twelve months is around 0.26%, while CAOS has not paid dividends to shareholders.

The maximum BOXX drawdown since its inception was -0.12%, smaller than the maximum CAOS drawdown of -3.60%. Use the drawdown chart below to compare losses from any high point for BOXX and CAOS. For additional features, visit the drawdowns tool.

The current volatility for Alpha Architect 1-3 Month Box ETF (BOXX) is 0.11%, while Alpha Architect Tail Risk ETF (CAOS) has a volatility of 0.75%. This indicates that BOXX experiences smaller price fluctuations and is considered to be less risky than CAOS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.