MBOX vs. CSA
Compare and contrast key facts about Freedom Day Dividend ETF (MBOX) and VictoryShares US Small Cap Volatility Wtd ETF (CSA).
MBOX and CSA are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. MBOX is an actively managed fund by EMPIRICAL FINANCE LLC. It was launched on May 5, 2021. CSA is a passively managed fund by Crestview that tracks the performance of the Nasdaq Victory US 500 Small Volatility Weighted Index. It was launched on Jul 8, 2015.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MBOX or CSA.
Performance
MBOX vs. CSA - Performance Comparison
Returns By Period
In the year-to-date period, MBOX achieves a 23.85% return, which is significantly higher than CSA's 20.96% return.
MBOX
23.85%
4.89%
11.66%
32.65%
N/A
N/A
CSA
20.96%
10.03%
17.83%
35.27%
12.78%
N/A
Key characteristics
| MBOX | CSA | |
|---|---|---|
| Sharpe Ratio | 2.66 | 1.89 |
| Sortino Ratio | 3.68 | 2.77 |
| Omega Ratio | 1.46 | 1.34 |
| Calmar Ratio | 4.78 | 2.55 |
| Martin Ratio | 16.96 | 11.12 |
| Ulcer Index | 1.93% | 3.17% |
| Daily Std Dev | 12.25% | 18.65% |
| Max Drawdown | -16.42% | -42.40% |
| Current Drawdown | 0.00% | 0.00% |
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MBOX vs. CSA - Expense Ratio Comparison
MBOX has a 0.39% expense ratio, which is higher than CSA's 0.35% expense ratio.
Correlation
The correlation between MBOX and CSA is 0.79, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Risk-Adjusted Performance
MBOX vs. CSA - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Freedom Day Dividend ETF (MBOX) and VictoryShares US Small Cap Volatility Wtd ETF (CSA). 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
MBOX vs. CSA - Dividend Comparison
MBOX's dividend yield for the trailing twelve months is around 1.55%, more than CSA's 1.26% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|
MBOX Freedom Day Dividend ETF | 1.55% | 2.13% | 2.87% | 1.16% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
CSA VictoryShares US Small Cap Volatility Wtd ETF | 1.26% | 1.23% | 1.42% | 1.25% | 1.30% | 1.35% | 1.44% | 1.05% | 1.01% | 0.52% |
Drawdowns
MBOX vs. CSA - Drawdown Comparison
The maximum MBOX drawdown since its inception was -16.42%, smaller than the maximum CSA drawdown of -42.40%. Use the drawdown chart below to compare losses from any high point for MBOX and CSA. For additional features, visit the drawdowns tool.
Volatility
MBOX vs. CSA - Volatility Comparison
The current volatility for Freedom Day Dividend ETF (MBOX) is 3.98%, while VictoryShares US Small Cap Volatility Wtd ETF (CSA) has a volatility of 7.48%. This indicates that MBOX experiences smaller price fluctuations and is considered to be less risky than CSA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.