BOXX vs. SCHD
Compare and contrast key facts about Alpha Architect 1-3 Month Box ETF (BOXX) and Schwab US Dividend Equity ETF (SCHD).
BOXX and SCHD 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. SCHD is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Dividend 100 Index. It was launched on Oct 20, 2011.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BOXX or SCHD.
Key characteristics
| BOXX | SCHD | |
|---|---|---|
| YTD Return | 4.46% | 18.08% |
| 1Y Return | 5.28% | 30.78% |
| Sharpe Ratio | 13.63 | 2.85 |
| Sortino Ratio | 46.24 | 4.10 |
| Omega Ratio | 10.09 | 1.51 |
| Calmar Ratio | 138.15 | 3.16 |
| Martin Ratio | 735.91 | 15.75 |
| Ulcer Index | 0.01% | 2.04% |
| Daily Std Dev | 0.39% | 11.24% |
| Max Drawdown | -0.12% | -33.37% |
| Current Drawdown | -0.02% | 0.00% |
Correlation
The correlation between BOXX and SCHD is -0.03. 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.
Performance
BOXX vs. SCHD - Performance Comparison
In the year-to-date period, BOXX achieves a 4.46% return, which is significantly lower than SCHD's 18.08% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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BOXX vs. SCHD - Expense Ratio Comparison
BOXX has a 0.20% expense ratio, which is higher than SCHD's 0.06% 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%.
Risk-Adjusted Performance
BOXX vs. SCHD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Alpha Architect 1-3 Month Box ETF (BOXX) and Schwab US Dividend Equity ETF (SCHD). 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. SCHD - Dividend Comparison
BOXX's dividend yield for the trailing twelve months is around 0.27%, less than SCHD's 3.35% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BOXX Alpha Architect 1-3 Month Box ETF | 0.27% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SCHD Schwab US Dividend Equity ETF | 3.35% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
Drawdowns
BOXX vs. SCHD - Drawdown Comparison
The maximum BOXX drawdown since its inception was -0.12%, smaller than the maximum SCHD drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for BOXX and SCHD. For additional features, visit the drawdowns tool.
Volatility
BOXX vs. SCHD - Volatility Comparison
The current volatility for Alpha Architect 1-3 Month Box ETF (BOXX) is 0.09%, while Schwab US Dividend Equity ETF (SCHD) has a volatility of 3.38%. This indicates that BOXX experiences smaller price fluctuations and is considered to be less risky than SCHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.