BOXX vs. SOFI
BOXX (Alpha Architect 1-3 Month Box ETF) is Ultrashort Bond fund tracking the Solactive 1-3 Month US T-Bill Index, while SOFI (SoFi Technologies, Inc.) is a stock. Over the past 3 years, BOXX returned 4.72%/yr vs 26.35%/yr for SOFI. At a 0.03 correlation, their price movements are largely independent.
Performance
BOXX vs. SOFI - Performance Comparison
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Returns By Period
In the year-to-date period, BOXX achieves a 1.60% return, which is significantly higher than SOFI's -36.97% return.
BOXX
- 1D
- -0.01%
- 1M
- 0.25%
- YTD
- 1.60%
- 6M
- 1.94%
- 1Y
- 4.04%
- 3Y*
- 4.72%
- 5Y*
- —
- 10Y*
- —
SOFI
- 1D
- 2.93%
- 1M
- 4.76%
- YTD
- -36.97%
- 6M
- -40.24%
- 1Y
- 15.87%
- 3Y*
- 26.35%
- 5Y*
- -6.19%
- 10Y*
- —
BOXX vs. SOFI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
BOXX Alpha Architect 1-3 Month Box ETF | 1.60% | 4.37% | 5.16% | 5.04% | 0.07% |
SOFI SoFi Technologies, Inc. | -36.97% | 70.00% | 54.77% | 115.84% | 5.49% |
Correlation
The correlation between BOXX and SOFI is 0.08, 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 | 0.08 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.03 |
Correlation (All Time) Calculated using the full available price history since Dec 29, 2022 | 0.03 |
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Return for Risk
BOXX vs. SOFI — Risk / Return Rank
BOXX
SOFI
BOXX vs. SOFI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Alpha Architect 1-3 Month Box ETF (BOXX) and SoFi Technologies, Inc. (SOFI). 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.
| BOXX | SOFI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +12.40 | ||
| Sortino ratioReturn per unit of downside risk | +36.64 | ||
| Omega ratioGain probability vs. loss probability | 9.69 | 1.09 | +8.60 |
| Calmar ratioReturn relative to maximum drawdown | 58.95 | 0.30 | +58.65 |
| Martin ratioReturn relative to average drawdown | 524.63 | 0.56 | +524.07 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| BOXX | SOFI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 12.68 | 0.28 | +12.40 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | -0.09 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 12.89 | 0.12 | +12.77 |
Drawdowns
BOXX vs. SOFI - Drawdown Comparison
The maximum BOXX drawdown since its inception was -0.12%, smaller than the maximum SOFI drawdown of -83.32%. Use the drawdown chart below to compare losses from any high point for BOXX and SOFI.
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Drawdown Indicators
| BOXX | SOFI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -0.12% | -83.32% | +83.20% |
Max Drawdown (1Y)Largest decline over 1 year | -0.07% | -52.96% | +52.89% |
Max Drawdown (3Y)Largest decline over 3 years | -0.12% | -52.96% | +52.84% |
Max Drawdown (5Y)Largest decline over 5 years | — | -81.54% | — |
Current DrawdownCurrent decline from peak | -0.01% | -48.77% | +48.76% |
Average DrawdownAverage peak-to-trough decline | -0.00% | -51.23% | +51.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.01% | 28.21% | -28.20% |
Volatility
BOXX vs. SOFI - Volatility Comparison
The current volatility for Alpha Architect 1-3 Month Box ETF (BOXX) is 0.09%, while SoFi Technologies, Inc. (SOFI) has a volatility of 17.24%. This indicates that BOXX experiences smaller price fluctuations and is considered to be less risky than SOFI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BOXX | SOFI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.09% | 17.24% | -17.15% |
Volatility (6M)Calculated over the trailing 6-month period | 0.25% | 38.62% | -38.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 0.32% | 56.53% | -56.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 0.37% | 66.71% | -66.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 0.37% | 71.97% | -71.60% |
Dividends
BOXX vs. SOFI - Dividend Comparison
Neither BOXX nor SOFI has paid dividends to shareholders.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
BOXX Alpha Architect 1-3 Month Box ETF | 0.00% | 0.00% | 0.26% |
SOFI SoFi Technologies, Inc. | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
BOXX and SOFI have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SOFI has higher volatility (17.24%) compared to BOXX (0.09%). In terms of maximum drawdown, BOXX dropped -0.12% vs SOFI's -83.32%.
BOXX currently has the higher Sharpe Ratio (12.68 vs 0.28), 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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