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MBOX vs. CSA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

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.


-0.50.00.51.00.8

Performance

MBOX vs. CSA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Freedom Day Dividend ETF (MBOX) and VictoryShares US Small Cap Volatility Wtd ETF (CSA). The values are adjusted to include any dividend payments, if applicable.

10.00%20.00%30.00%40.00%50.00%JulyAugustSeptemberOctoberNovemberDecember
40.69%
21.19%
MBOX
CSA

Key characteristics

Sharpe Ratio

MBOX:

1.47

CSA:

0.81

Sortino Ratio

MBOX:

2.06

CSA:

1.29

Omega Ratio

MBOX:

1.26

CSA:

1.16

Calmar Ratio

MBOX:

2.21

CSA:

1.72

Martin Ratio

MBOX:

8.40

CSA:

4.48

Ulcer Index

MBOX:

2.20%

CSA:

3.37%

Daily Std Dev

MBOX:

12.55%

CSA:

18.55%

Max Drawdown

MBOX:

-16.42%

CSA:

-42.40%

Current Drawdown

MBOX:

-7.37%

CSA:

-8.27%

Returns By Period

In the year-to-date period, MBOX achieves a 15.94% return, which is significantly higher than CSA's 12.69% return.


MBOX

YTD

15.94%

1M

-4.06%

6M

3.79%

1Y

17.20%

5Y*

N/A

10Y*

N/A

CSA

YTD

12.69%

1M

-3.61%

6M

12.48%

1Y

13.53%

5Y*

10.17%

10Y*

N/A

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


MBOX vs. CSA - Expense Ratio Comparison

MBOX has a 0.39% expense ratio, which is higher than CSA's 0.35% expense ratio.


MBOX
Freedom Day Dividend ETF
Expense ratio chart for MBOX: current value at 0.39% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.39%
Expense ratio chart for CSA: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%

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.


Sharpe ratio
The chart of Sharpe ratio for MBOX, currently valued at 1.47, compared to the broader market0.002.004.001.470.81
The chart of Sortino ratio for MBOX, currently valued at 2.06, compared to the broader market-2.000.002.004.006.008.0010.002.061.29
The chart of Omega ratio for MBOX, currently valued at 1.26, compared to the broader market0.501.001.502.002.503.001.261.16
The chart of Calmar ratio for MBOX, currently valued at 2.21, compared to the broader market0.005.0010.0015.002.211.72
The chart of Martin ratio for MBOX, currently valued at 8.40, compared to the broader market0.0020.0040.0060.0080.00100.008.404.48
MBOX
CSA

The current MBOX Sharpe Ratio is 1.47, which is higher than the CSA Sharpe Ratio of 0.81. The chart below compares the historical Sharpe Ratios of MBOX and CSA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.47
0.81
MBOX
CSA

Dividends

MBOX vs. CSA - Dividend Comparison

MBOX's dividend yield for the trailing twelve months is around 1.22%, less than CSA's 1.44% yield.


TTM202320222021202020192018201720162015
MBOX
Freedom Day Dividend ETF
1.22%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
1.44%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.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-7.37%
-8.27%
MBOX
CSA

Volatility

MBOX vs. CSA - Volatility Comparison

The current volatility for Freedom Day Dividend ETF (MBOX) is 4.52%, while VictoryShares US Small Cap Volatility Wtd ETF (CSA) has a volatility of 5.66%. 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.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%9.00%JulyAugustSeptemberOctoberNovemberDecember
4.52%
5.66%
MBOX
CSA
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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