BOXX vs. OTCM
BOXX (Alpha Architect 1-3 Month Box ETF) is Ultrashort Bond fund tracking the Solactive 1-3 Month US T-Bill Index, while OTCM (Otc Markets Group) is a stock. Over the past 3 years, BOXX returned 4.68%/yr vs 0.52%/yr for OTCM. At a correlation of -0.03, they often move in opposite directions.
Performance
BOXX vs. OTCM - Performance Comparison
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Returns By Period
In the year-to-date period, BOXX achieves a 1.75% return, which is significantly higher than OTCM's 0.96% return.
BOXX
- 1D
- -0.02%
- 1M
- 0.20%
- YTD
- 1.75%
- 6M
- 1.78%
- 1Y
- 3.96%
- 3Y*
- 4.68%
- 5Y*
- —
- 10Y*
- —
OTCM
- 1D
- 0.39%
- 1M
- -3.74%
- YTD
- 0.96%
- 6M
- -0.40%
- 1Y
- -1.95%
- 3Y*
- 0.52%
- 5Y*
- 4.25%
- 10Y*
- 16.52%
BOXX vs. OTCM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
BOXX Alpha Architect 1-3 Month Box ETF | 1.75% | 4.37% | 5.16% | 5.04% | 0.07% |
OTCM Otc Markets Group | 0.96% | 5.08% | -4.43% | 2.06% | -1.04% |
Correlation
The correlation between BOXX and OTCM is -0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.03 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.02 |
Correlation (All Time) Calculated using the full available price history since Dec 28, 2022 | -0.03 |
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Return for Risk
BOXX vs. OTCM — Risk / Return Rank
BOXX
OTCM
BOXX vs. OTCM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Alpha Architect 1-3 Month Box ETF (BOXX) and Otc Markets Group (OTCM). 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.
| BOXX | OTCM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +12.33 | ||
| Sortino ratioReturn per unit of downside risk | +34.39 | ||
| Omega ratioGain probability vs. loss probability | 8.42 | 1.02 | +7.40 |
| Calmar ratioReturn relative to maximum drawdown | 57.79 | -0.11 | +57.90 |
| Martin ratioReturn relative to average drawdown | 488.84 | -0.19 | +489.03 |
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Drawdowns
BOXX vs. OTCM - Drawdown Comparison
The maximum BOXX drawdown since its inception was -0.12%, smaller than the maximum OTCM drawdown of -39.87%. Use the drawdown chart below to compare losses from any high point for BOXX and OTCM.
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Drawdown Indicators
| BOXX | OTCM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -0.12% | -39.87% | +39.75% |
Max Drawdown (1Y)Largest decline over 1 year | -0.07% | -17.26% | +17.19% |
Max Drawdown (3Y)Largest decline over 3 years | -0.12% | -24.48% | +24.36% |
Max Drawdown (5Y)Largest decline over 5 years | — | -25.80% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -39.87% | — |
Current DrawdownCurrent decline from peak | -0.02% | -10.87% | +10.85% |
Average DrawdownAverage peak-to-trough decline | -0.00% | -8.57% | +8.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.01% | 10.18% | -10.17% |
Volatility
BOXX vs. OTCM - Volatility Comparison
The current volatility for Alpha Architect 1-3 Month Box ETF (BOXX) is 0.10%, while Otc Markets Group (OTCM) has a volatility of 4.60%. This indicates that BOXX experiences smaller price fluctuations and is considered to be less risky than OTCM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BOXX | OTCM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.10% | 4.60% | -4.50% |
Volatility (6M)Calculated over the trailing 6-month period | 0.26% | 16.58% | -16.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 0.32% | 30.56% | -30.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 0.37% | 29.33% | -28.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 0.37% | 33.04% | -32.67% |
Dividends
BOXX vs. OTCM - Dividend Comparison
BOXX has not paid dividends to shareholders, while OTCM's dividend yield for the trailing twelve months is around 5.29%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% | 0.00% |
OTCM Otc Markets Group | 5.29% | 4.81% | 4.33% | 3.97% | 3.90% | 6.19% | 3.68% | 3.57% | 4.24% | 3.99% | 2.43% | 6.63% |
Frequently Asked Questions
BOXX and OTCM have a correlation of -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
OTCM has higher volatility (4.60%) compared to BOXX (0.10%). In terms of maximum drawdown, BOXX dropped -0.12% vs OTCM's -39.87%.
BOXX currently has the higher Sharpe Ratio (12.27 vs -0.06), 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.
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