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GBAB vs. BOXX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

GBAB vs. BOXX

Last updated May 12, 2025

Compare and contrast key facts about Guggenheim Taxable Municipal Bond & Investment Grade Debt Trust (GBAB) and Alpha Architect 1-3 Month Box ETF (BOXX).

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: GBAB or BOXX.

Correlation

The correlation between GBAB and BOXX is -0.60. 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.

Performance

GBAB vs. BOXX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Guggenheim Taxable Municipal Bond & Investment Grade Debt Trust (GBAB) and Alpha Architect 1-3 Month Box ETF (BOXX). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Daily Std Dev

GBAB:

3.06%

BOXX:

0.48%

Max Drawdown

GBAB:

-0.33%

BOXX:

-0.02%

Current Drawdown

GBAB:

-0.33%

BOXX:

0.00%

Returns By Period

GBAB

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

BOXX

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

GBAB vs. BOXX — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
GBAB
The Risk-Adjusted Performance Rank of GBAB is 5858
Overall Rank
The Sharpe Ratio Rank of GBAB is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of GBAB is 5252
Sortino Ratio Rank
The Omega Ratio Rank of GBAB is 5252
Omega Ratio Rank
The Calmar Ratio Rank of GBAB is 6161
Calmar Ratio Rank
The Martin Ratio Rank of GBAB is 5757
Martin Ratio Rank
BOXX
The Risk-Adjusted Performance Rank of BOXX is 100100
Overall Rank
The Sharpe Ratio Rank of BOXX is 100100
Sharpe Ratio Rank
The Sortino Ratio Rank of BOXX is 100100
Sortino Ratio Rank
The Omega Ratio Rank of BOXX is 100100
Omega Ratio Rank
The Calmar Ratio Rank of BOXX is 100100
Calmar Ratio Rank
The Martin Ratio Rank of BOXX is 100100
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

GBAB vs. BOXX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Guggenheim Taxable Municipal Bond & Investment Grade Debt Trust (GBAB) 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

GBAB vs. BOXX - Dividend Comparison

GBAB's dividend yield for the trailing twelve months is around 9.90%, more than BOXX's 0.26% yield.

TTM20242023202220212020201920182017201620152014
GBAB
Guggenheim Taxable Municipal Bond & Investment Grade Debt Trust		9.90%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
BOXX
Alpha Architect 1-3 Month Box ETF		0.26%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

GBAB vs. BOXX - Drawdown Comparison

The maximum GBAB drawdown since its inception was -0.33%, which is greater than BOXX's maximum drawdown of -0.02%. Use the drawdown chart below to compare losses from any high point for GBAB and BOXX. For additional features, visit the drawdowns tool.

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Volatility

GBAB vs. BOXX - Volatility Comparison

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