CSHI vs. BOXX
Compare and contrast key facts about Neos Enhanced Income Cash Alternative ETF (CSHI) and Alpha Architect 1-3 Month Box ETF (BOXX).
CSHI and BOXX are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. CSHI is a passively managed fund by Neos that tracks the performance of the NONE. It was launched on Aug 29, 2022. BOXX is an actively managed fund by Alpha Architect. It was launched on Dec 27, 2022.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CSHI or BOXX.
Performance
CSHI vs. BOXX - Performance Comparison
Returns By Period
The year-to-date returns for both stocks are quite close, with CSHI having a 4.61% return and BOXX slightly lower at 4.55%.
CSHI
4.61%
0.06%
2.44%
5.14%
N/A
N/A
BOXX
4.55%
0.34%
2.47%
5.17%
N/A
N/A
Key characteristics
| CSHI | BOXX | |
|---|---|---|
| Sharpe Ratio | 4.56 | 13.72 |
| Sortino Ratio | 6.59 | 46.77 |
| Omega Ratio | 2.48 | 10.45 |
| Calmar Ratio | 10.52 | 137.49 |
| Martin Ratio | 87.00 | 730.71 |
| Ulcer Index | 0.06% | 0.01% |
| Daily Std Dev | 1.11% | 0.38% |
| Max Drawdown | -0.48% | -0.12% |
| Current Drawdown | -0.46% | 0.00% |
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CSHI vs. BOXX - Expense Ratio Comparison
CSHI has a 0.38% expense ratio, which is higher than BOXX's 0.20% expense ratio.
Correlation
The correlation between CSHI and BOXX is -0.10. 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.
Risk-Adjusted Performance
CSHI vs. BOXX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Neos Enhanced Income Cash Alternative ETF (CSHI) 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.
Dividends
CSHI vs. BOXX - Dividend Comparison
CSHI's dividend yield for the trailing twelve months is around 5.31%, more than BOXX's 0.27% yield.
| TTM | 2023 | 2022 | |
|---|---|---|---|
CSHI Neos Enhanced Income Cash Alternative ETF | 5.31% | 6.15% | 1.52% |
BOXX Alpha Architect 1-3 Month Box ETF | 0.27% | 0.00% | 0.00% |
Drawdowns
CSHI vs. BOXX - Drawdown Comparison
The maximum CSHI drawdown since its inception was -0.48%, which is greater than BOXX's maximum drawdown of -0.12%. Use the drawdown chart below to compare losses from any high point for CSHI and BOXX. For additional features, visit the drawdowns tool.
Volatility
CSHI vs. BOXX - Volatility Comparison
Neos Enhanced Income Cash Alternative ETF (CSHI) has a higher volatility of 0.52% compared to Alpha Architect 1-3 Month Box ETF (BOXX) at 0.08%. This indicates that CSHI'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.