CAOS vs. BOXX

In the year-to-date period, CAOS achieves a 0.75% return, which is significantly lower than BOXX's 1.61% return.

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CAOS has a 0.63% expense ratio, which is higher than BOXX's 0.20% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Alpha Architect Tail Risk ETF (CAOS) and Alpha Architect 1-3 Month Box ETF (BOXX). 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 CAOS Sharpe Ratio is 0.95, which is lower than the BOXX Sharpe Ratio of 13.59. The chart below compares the historical Sharpe Ratios of CAOS and BOXX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

CAOS has not paid dividends to shareholders, while BOXX's dividend yield for the trailing twelve months is around 0.26%.

The maximum CAOS drawdown since its inception was -3.60%, which is greater than BOXX's maximum drawdown of -0.12%. Use the drawdown chart below to compare losses from any high point for CAOS and BOXX. For additional features, visit the drawdowns tool.

Alpha Architect Tail Risk ETF (CAOS) has a higher volatility of 2.18% compared to Alpha Architect 1-3 Month Box ETF (BOXX) at 0.11%. This indicates that CAOS's price experiences larger fluctuations and is considered to be riskier than BOXX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.