BOXX vs. SGOV

The year-to-date returns for both stocks are quite close, with BOXX having a 1.20% return and SGOV slightly lower at 1.14%.

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BOXX has a 0.20% expense ratio, which is higher than SGOV's 0.03% 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%.

This table presents a comparison of risk-adjusted performance metrics for Alpha Architect 1-3 Month Box ETF (BOXX) and iShares 0-3 Month Treasury Bond ETF (SGOV). 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.

The current BOXX Sharpe Ratio is 13.95, which is lower than the SGOV Sharpe Ratio of 21.56. The chart below compares the historical Sharpe Ratios of BOXX and SGOV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

BOXX's dividend yield for the trailing twelve months is around 0.26%, less than SGOV's 4.80% yield.

The maximum BOXX drawdown since its inception was -0.12%, which is greater than SGOV's maximum drawdown of -0.03%. Use the drawdown chart below to compare losses from any high point for BOXX and SGOV. For additional features, visit the drawdowns tool.

Alpha Architect 1-3 Month Box ETF (BOXX) has a higher volatility of 0.12% compared to iShares 0-3 Month Treasury Bond ETF (SGOV) at 0.05%. This indicates that BOXX's price experiences larger fluctuations and is considered to be riskier than SGOV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.