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BOXX vs. FLJH
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BOXX vs. FLJH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Alpha Architect 1-3 Month Box ETF (BOXX) and Franklin FTSE Japan Hedged ETF (FLJH). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BOXX achieves a 1.72% return, which is significantly lower than FLJH's 25.30% return.


BOXX

1D
0.02%
1M
0.18%
YTD
1.72%
6M
1.87%
1Y
4.02%
3Y*
4.71%
5Y*
10Y*

FLJH

1D
0.73%
1M
6.98%
YTD
25.30%
6M
26.20%
1Y
53.66%
3Y*
28.86%
5Y*
22.05%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BOXX vs. FLJH - Yearly Performance Comparison


2026 (YTD)2025202420232022
BOXX
Alpha Architect 1-3 Month Box ETF
1.72%4.37%5.16%5.04%0.07%
FLJH
Franklin FTSE Japan Hedged ETF
25.30%25.26%25.89%36.02%-1.56%

Correlation

The correlation between BOXX and FLJH is -0.16, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.16

Correlation (3Y)
Calculated over the trailing 3-year period

-0.04

Correlation (All Time)
Calculated using the full available price history since Dec 28, 2022

-0.06

The correlation between BOXX and FLJH shifts across timeframes, from -0.16 (1 year) to -0.04 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

BOXX vs. FLJH — Risk / Return Rank

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

BOXX
BOXX Risk / Return Rank: 100100
Overall Rank
BOXX Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
BOXX Sortino Ratio Rank: 9999
Sortino Ratio Rank
BOXX Omega Ratio Rank: 9999
Omega Ratio Rank
BOXX Calmar Ratio Rank: 9999
Calmar Ratio Rank
BOXX Martin Ratio Rank: 100100
Martin Ratio Rank

FLJH
FLJH Risk / Return Rank: 8989
Overall Rank
FLJH Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
FLJH Sortino Ratio Rank: 8989
Sortino Ratio Rank
FLJH Omega Ratio Rank: 8888
Omega Ratio Rank
FLJH Calmar Ratio Rank: 8888
Calmar Ratio Rank
FLJH Martin Ratio Rank: 9090
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.

BOXX vs. FLJH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Alpha Architect 1-3 Month Box ETF (BOXX) and Franklin FTSE Japan Hedged ETF (FLJH). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


BOXXFLJHDifference
Sharpe ratioReturn per unit of total volatility

+9.72

Sortino ratioReturn per unit of downside risk

+32.04

Omega ratioGain probability vs. loss probability

9.07

1.53

+7.54

Calmar ratioReturn relative to maximum drawdown

58.74

4.99

+53.75

Martin ratioReturn relative to average drawdown

507.08

19.38

+487.70

BOXX vs. FLJH - Sharpe Ratio Comparison

The current BOXX Sharpe Ratio is 12.63, which is higher than the FLJH Sharpe Ratio of 2.91. The chart below compares the historical Sharpe Ratios of BOXX and FLJH, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

BOXX vs. FLJH - Drawdown Comparison

The maximum BOXX drawdown since its inception was -0.12%, smaller than the maximum FLJH drawdown of -31.51%. Use the drawdown chart below to compare losses from any high point for BOXX and FLJH.


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Drawdown Indicators


BOXXFLJHDifference

Max Drawdown

Largest peak-to-trough decline

-0.12%

-31.51%

+31.39%

Max Drawdown (1Y)

Largest decline over 1 year

-0.07%

-10.80%

+10.73%

Max Drawdown (3Y)

Largest decline over 3 years

-0.12%

-20.39%

+20.27%

Max Drawdown (5Y)

Largest decline over 5 years

-20.39%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-0.00%

-5.29%

+5.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.01%

2.78%

-2.77%

Volatility

BOXX vs. FLJH - Volatility Comparison

The current volatility for Alpha Architect 1-3 Month Box ETF (BOXX) is 0.12%, while Franklin FTSE Japan Hedged ETF (FLJH) has a volatility of 5.59%. This indicates that BOXX experiences smaller price fluctuations and is considered to be less risky than FLJH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BOXXFLJHDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.12%

5.59%

-5.47%

Volatility (6M)

Calculated over the trailing 6-month period

0.26%

14.21%

-13.95%

Volatility (1Y)

Calculated over the trailing 1-year period

0.32%

18.55%

-18.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.37%

18.62%

-18.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.37%

19.84%

-19.47%

BOXX vs. FLJH - Expense Ratio Comparison

BOXX has a 0.19% expense ratio, which is higher than FLJH's 0.09% 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

BOXX vs. FLJH - Dividend Comparison

BOXX has not paid dividends to shareholders, while FLJH's dividend yield for the trailing twelve months is around 1.78%.


PositionTTM202520242023202220212020201920182017
BOXX
Alpha Architect 1-3 Month Box ETF
0.00%0.00%0.26%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FLJH
Franklin FTSE Japan Hedged ETF
1.78%3.90%5.06%25.59%26.67%1.29%0.00%0.00%5.92%0.10%

Frequently Asked Questions


BOXX and FLJH have a correlation of -0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FLJH has higher volatility (5.59%) compared to BOXX (0.12%). In terms of maximum drawdown, BOXX dropped -0.12% vs FLJH's -31.51%.

On 3-year performance, FLJH leads with 28.86% vs 4.71% for BOXX. On fees, FLJH is cheaper at 0.09% per year. On volatility, BOXX has been the lower-risk option at 0.12%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, FLJH has performed better with a 28.86% return vs 4.71%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

FLJH is cheaper with a 0.09% expense ratio, compared with 0.19% for BOXX.

FLJH has the higher dividend yield at 1.78%, compared with 0.00% for BOXX.

BOXX is categorized as Ultrashort Bond, while FLJH is Japan Equities. BOXX tracks Solactive 1-3 Month US T-Bill Index, while FLJH tracks FTSE Japan RIC Capped Hedged to USD Net Tax Index. They also come from different issuers: Alpha Architect and Franklin Templeton. Their fees differ too: 0.19% for BOXX and 0.09% for FLJH.

BOXX currently has the higher Sharpe Ratio (12.63 vs 2.91), 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 BOXX and FLJH

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