Correlation
The correlation between DUSB and BOXX is 0.06, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
DUSB vs. BOXX
Compare and contrast key facts about Dimensional Ultrashort Fixed Income ETF (DUSB) and Alpha Architect 1-3 Month Box ETF (BOXX).
DUSB and BOXX are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DUSB is an actively managed fund by Dimensional. It was launched on Sep 26, 2023. 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: DUSB or BOXX.
Performance
DUSB vs. BOXX - Performance Comparison
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Key characteristics
DUSB:
8.55
BOXX:
13.72
DUSB:
15.64
BOXX:
36.31
DUSB:
4.17
BOXX:
10.66
DUSB:
18.21
BOXX:
44.83
DUSB:
144.60
BOXX:
552.23
DUSB:
0.04%
BOXX:
0.01%
DUSB:
0.61%
BOXX:
0.36%
DUSB:
-0.29%
BOXX:
-0.12%
DUSB:
0.00%
BOXX:
0.00%
Returns By Period
The year-to-date returns for both stocks are quite close, with DUSB having a 1.84% return and BOXX slightly lower at 1.81%.
DUSB
1.84%
0.44%
2.30%
5.17%
N/A
N/A
N/A
BOXX
1.81%
0.38%
2.30%
4.90%
N/A
N/A
N/A
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DUSB vs. BOXX - Expense Ratio Comparison
DUSB has a 0.15% expense ratio, which is lower than BOXX's 0.20% expense ratio. Despite the difference, 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
DUSB vs. BOXX — Risk-Adjusted Performance Rank
DUSB
BOXX
DUSB vs. BOXX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Dimensional Ultrashort Fixed Income ETF (DUSB) 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.
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Dividends
DUSB vs. BOXX - Dividend Comparison
DUSB's dividend yield for the trailing twelve months is around 4.83%, more than BOXX's 0.26% yield.
TTM | 2024 | 2023 | |
---|---|---|---|
DUSB Dimensional Ultrashort Fixed Income ETF | 4.83% | 4.92% | 1.24% |
BOXX Alpha Architect 1-3 Month Box ETF | 0.26% | 0.26% | 0.00% |
Drawdowns
DUSB vs. BOXX - Drawdown Comparison
The maximum DUSB drawdown since its inception was -0.29%, which is greater than BOXX's maximum drawdown of -0.12%. Use the drawdown chart below to compare losses from any high point for DUSB and BOXX.
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Volatility
DUSB vs. BOXX - Volatility Comparison
Dimensional Ultrashort Fixed Income ETF (DUSB) and Alpha Architect 1-3 Month Box ETF (BOXX) have volatilities of 0.09% and 0.09%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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