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

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.

0.00%0.50%1.00%1.50%2.00%2.50%3.00%JuneJulyAugustSeptemberOctoberNovember
2.53%
2.98%
BOXX
CSHI

Returns By Period

In the year-to-date period, BOXX achieves a 4.65% return, which is significantly lower than CSHI's 5.23% return.


BOXX

YTD

4.65%

1M

0.38%

6M

2.53%

1Y

5.22%

5Y (annualized)

N/A

10Y (annualized)

N/A

CSHI

YTD

5.23%

1M

0.56%

6M

2.99%

1Y

5.70%

5Y (annualized)

N/A

10Y (annualized)

N/A

Key characteristics


BOXXCSHI
Sharpe Ratio13.755.80
Sortino Ratio46.649.76
Omega Ratio10.423.00
Calmar Ratio137.1014.20
Martin Ratio728.64141.90
Ulcer Index0.01%0.04%
Daily Std Dev0.38%0.98%
Max Drawdown-0.12%-0.40%
Current Drawdown0.00%0.00%

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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%

Correlation

The correlation between BOXX and CSHI is -0.10. 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

Risk-Adjusted Performance

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 13.75, compared to the broader market-2.000.002.004.0013.755.80
The chart of Sortino ratio for BOXX, currently valued at 46.64, compared to the broader market-2.000.002.004.006.008.0010.0012.0046.649.76
The chart of Omega ratio for BOXX, currently valued at 10.42, compared to the broader market0.501.001.502.002.503.0010.423.00
The chart of Calmar ratio for BOXX, currently valued at 137.10, compared to the broader market0.005.0010.0015.00137.1014.20
The chart of Martin ratio for BOXX, currently valued at 728.64, compared to the broader market0.0020.0040.0060.0080.00100.00728.64141.90
BOXX
CSHI

The current BOXX Sharpe Ratio is 13.75, which is higher than the CSHI Sharpe Ratio of 5.80. 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 Ratio6.008.0010.0012.0014.00JuneJulyAugustSeptemberOctoberNovember
13.75
5.80
BOXX
CSHI

Dividends

BOXX vs. CSHI - Dividend Comparison

BOXX's dividend yield for the trailing twelve months is around 0.27%, less than CSHI's 5.76% yield.


TTM20232022
BOXX
Alpha Architect 1-3 Month Box ETF
0.27%0.00%0.00%
CSHI
Neos Enhanced Income Cash Alternative ETF
5.76%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%JuneJulyAugustSeptemberOctoberNovember00
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 0.13%. 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%JuneJulyAugustSeptemberOctoberNovember
0.08%
0.13%
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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