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BOXX vs. CSHI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BOXX and CSHI is -0.07. 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.


-0.50.00.51.0-0.1

Performance

BOXX vs. CSHI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Alpha Architect 1-3 Month Box ETF (BOXX) and Neos Enhanced Income Cash Alternative ETF (CSHI). The values are adjusted to include any dividend payments, if applicable.

-0.50%0.00%0.50%1.00%1.50%2.00%2.50%3.00%AugustSeptemberOctoberNovemberDecember2025
2.49%
2.77%
BOXX
CSHI

Key characteristics

Sharpe Ratio

BOXX:

13.55

CSHI:

5.68

Sortino Ratio

BOXX:

37.52

CSHI:

9.52

Omega Ratio

BOXX:

10.92

CSHI:

2.92

Calmar Ratio

BOXX:

47.51

CSHI:

13.83

Martin Ratio

BOXX:

575.21

CSHI:

137.22

Ulcer Index

BOXX:

0.01%

CSHI:

0.04%

Daily Std Dev

BOXX:

0.38%

CSHI:

0.98%

Max Drawdown

BOXX:

-0.12%

CSHI:

-0.40%

Current Drawdown

BOXX:

0.00%

CSHI:

-0.03%

Returns By Period

In the year-to-date period, BOXX achieves a 0.38% return, which is significantly higher than CSHI's 0.33% return.


BOXX

YTD

0.38%

1M

0.46%

6M

2.50%

1Y

5.18%

5Y*

N/A

10Y*

N/A

CSHI

YTD

0.33%

1M

0.31%

6M

2.78%

1Y

5.55%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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


BOXX vs. CSHI - Expense Ratio Comparison

BOXX has a 0.20% expense ratio, which is lower than CSHI's 0.38% expense ratio.


CSHI
Neos Enhanced Income Cash Alternative ETF
Expense ratio chart for CSHI: current value at 0.38% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.38%
Expense ratio chart for BOXX: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%

Risk-Adjusted Performance

BOXX vs. CSHI — Risk-Adjusted Performance Rank

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

BOXX
The Risk-Adjusted Performance Rank of BOXX is 100100
Overall Rank
The Sharpe Ratio Rank of BOXX is 100100
Sharpe Ratio Rank
The Sortino Ratio Rank of BOXX is 100100
Sortino Ratio Rank
The Omega Ratio Rank of BOXX is 100100
Omega Ratio Rank
The Calmar Ratio Rank of BOXX is 9999
Calmar Ratio Rank
The Martin Ratio Rank of BOXX is 100100
Martin Ratio Rank

CSHI
The Risk-Adjusted Performance Rank of CSHI is 9999
Overall Rank
The Sharpe Ratio Rank of CSHI is 9999
Sharpe Ratio Rank
The Sortino Ratio Rank of CSHI is 9999
Sortino Ratio Rank
The Omega Ratio Rank of CSHI is 9999
Omega Ratio Rank
The Calmar Ratio Rank of CSHI is 9999
Calmar Ratio Rank
The Martin Ratio Rank of CSHI is 9999
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

BOXX vs. CSHI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Alpha Architect 1-3 Month Box ETF (BOXX) and Neos Enhanced Income Cash Alternative ETF (CSHI). 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.


Sharpe ratio
The chart of Sharpe ratio for BOXX, currently valued at 13.55, compared to the broader market0.002.004.0013.555.68
The chart of Sortino ratio for BOXX, currently valued at 37.52, compared to the broader market0.005.0010.0037.529.52
The chart of Omega ratio for BOXX, currently valued at 10.92, compared to the broader market0.501.001.502.002.503.0010.922.92
The chart of Calmar ratio for BOXX, currently valued at 47.51, compared to the broader market0.005.0010.0015.0020.0047.5113.83
The chart of Martin ratio for BOXX, currently valued at 575.21, compared to the broader market0.0020.0040.0060.0080.00100.00575.21137.22
BOXX
CSHI

The current BOXX Sharpe Ratio is 13.55, which is higher than the CSHI Sharpe Ratio of 5.68. The chart below compares the historical Sharpe Ratios of BOXX and CSHI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio6.008.0010.0012.0014.00AugustSeptemberOctoberNovemberDecember2025
13.55
5.68
BOXX
CSHI

Dividends

BOXX vs. CSHI - Dividend Comparison

BOXX's dividend yield for the trailing twelve months is around 0.26%, less than CSHI's 5.68% yield.


TTM202420232022
BOXX
Alpha Architect 1-3 Month Box ETF
0.26%0.26%0.00%0.00%
CSHI
Neos Enhanced Income Cash Alternative ETF
5.68%5.72%6.15%1.52%

Drawdowns

BOXX vs. CSHI - Drawdown Comparison

The maximum BOXX drawdown since its inception was -0.12%, smaller than the maximum CSHI drawdown of -0.40%. Use the drawdown chart below to compare losses from any high point for BOXX and CSHI. For additional features, visit the drawdowns tool.


-0.40%-0.30%-0.20%-0.10%0.00%AugustSeptemberOctoberNovemberDecember20250
-0.03%
BOXX
CSHI

Volatility

BOXX vs. CSHI - Volatility Comparison

The current volatility for Alpha Architect 1-3 Month Box ETF (BOXX) is 0.08%, while Neos Enhanced Income Cash Alternative ETF (CSHI) has a volatility of 0.17%. This indicates that BOXX experiences smaller price fluctuations and is considered to be less risky than CSHI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%0.20%0.40%0.60%0.80%AugustSeptemberOctoberNovemberDecember2025
0.08%
0.17%
BOXX
CSHI
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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