BOXX vs. CAOS
Compare and contrast key facts about Alpha Architect 1-3 Month Box ETF (BOXX) and Alpha Architect Tail Risk ETF (CAOS).
BOXX and CAOS are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. BOXX is an actively managed fund by Alpha Architect. It was launched on Dec 27, 2022. CAOS is an actively managed fund by Alpha Architect. It was launched on Aug 14, 2013.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BOXX or CAOS.
Correlation
The correlation between BOXX and CAOS is 0.00, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
BOXX vs. CAOS - Performance Comparison
Key characteristics
BOXX:
13.58
CAOS:
1.74
BOXX:
37.67
CAOS:
2.70
BOXX:
10.96
CAOS:
1.59
BOXX:
47.71
CAOS:
2.59
BOXX:
572.62
CAOS:
8.05
BOXX:
0.01%
CAOS:
0.67%
BOXX:
0.38%
CAOS:
3.09%
BOXX:
-0.12%
CAOS:
-3.41%
BOXX:
0.00%
CAOS:
-0.06%
Returns By Period
In the year-to-date period, BOXX achieves a 0.35% return, which is significantly higher than CAOS's 0.24% return.
BOXX
0.35%
0.44%
2.49%
5.18%
N/A
N/A
CAOS
0.24%
0.41%
2.82%
5.29%
N/A
N/A
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BOXX vs. CAOS - Expense Ratio Comparison
BOXX has a 0.20% expense ratio, which is lower than CAOS's 0.63% expense ratio.
Risk-Adjusted Performance
BOXX vs. CAOS — Risk-Adjusted Performance Rank
BOXX
CAOS
BOXX vs. CAOS - Risk-Adjusted Performance Comparison
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.
Dividends
BOXX vs. CAOS - Dividend Comparison
BOXX's dividend yield for the trailing twelve months is around 0.26%, while CAOS has not paid dividends to shareholders.
| TTM | 2024 | |
|---|---|---|
BOXX Alpha Architect 1-3 Month Box ETF | 0.26% | 0.26% |
CAOS Alpha Architect Tail Risk ETF | 0.00% | 0.00% |
Drawdowns
BOXX vs. CAOS - Drawdown Comparison
The maximum BOXX drawdown since its inception was -0.12%, smaller than the maximum CAOS drawdown of -3.41%. Use the drawdown chart below to compare losses from any high point for BOXX and CAOS. For additional features, visit the drawdowns tool.
Volatility
BOXX vs. CAOS - Volatility Comparison
The current volatility for Alpha Architect 1-3 Month Box ETF (BOXX) is 0.08%, while Alpha Architect Tail Risk ETF (CAOS) has a volatility of 0.32%. 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.