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MBOX vs. IMOM
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MBOX vs. IMOM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Freedom Day Dividend ETF (MBOX) and Alpha Architect International Quantitative Momentum ETF (IMOM). The values are adjusted to include any dividend payments, if applicable.

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MBOX vs. IMOM - Yearly Performance Comparison


2026 (YTD)20252024202320222021
MBOX
Freedom Day Dividend ETF
5.04%8.72%16.39%15.84%-4.32%9.48%
IMOM
Alpha Architect International Quantitative Momentum ETF
4.48%47.20%5.22%9.15%-21.92%-0.55%

Returns By Period

In the year-to-date period, MBOX achieves a 5.04% return, which is significantly higher than IMOM's 4.48% return.


MBOX

1D
0.93%
1M
-4.03%
YTD
5.04%
6M
4.92%
1Y
12.49%
3Y*
15.78%
5Y*
10Y*

IMOM

1D
4.18%
1M
-11.99%
YTD
4.48%
6M
11.43%
1Y
44.75%
3Y*
18.46%
5Y*
6.53%
10Y*
7.19%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MBOX vs. IMOM - Expense Ratio Comparison

MBOX has a 0.39% expense ratio, which is lower than IMOM's 0.59% expense ratio.


Return for Risk

MBOX vs. IMOM — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

MBOX
MBOX Risk / Return Rank: 4747
Overall Rank
MBOX Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
MBOX Sortino Ratio Rank: 4646
Sortino Ratio Rank
MBOX Omega Ratio Rank: 4646
Omega Ratio Rank
MBOX Calmar Ratio Rank: 4444
Calmar Ratio Rank
MBOX Martin Ratio Rank: 5555
Martin Ratio Rank

IMOM
IMOM Risk / Return Rank: 9090
Overall Rank
IMOM Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
IMOM Sortino Ratio Rank: 9191
Sortino Ratio Rank
IMOM Omega Ratio Rank: 9191
Omega Ratio Rank
IMOM Calmar Ratio Rank: 8888
Calmar Ratio Rank
IMOM Martin Ratio Rank: 9191
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

MBOX vs. IMOM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Freedom Day Dividend ETF (MBOX) and Alpha Architect International Quantitative Momentum ETF (IMOM). 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.


MBOXIMOMDifference

Sharpe ratio

Return per unit of total volatility

0.80

2.01

-1.21

Sortino ratio

Return per unit of downside risk

1.23

2.57

-1.34

Omega ratio

Gain probability vs. loss probability

1.18

1.39

-0.22

Calmar ratio

Return relative to maximum drawdown

1.12

2.72

-1.60

Martin ratio

Return relative to average drawdown

5.23

11.73

-6.49

MBOX vs. IMOM - Sharpe Ratio Comparison

The current MBOX Sharpe Ratio is 0.80, which is lower than the IMOM Sharpe Ratio of 2.01. The chart below compares the historical Sharpe Ratios of MBOX and IMOM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


MBOXIMOMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.80

2.01

-1.21

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.33

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.36

Sharpe Ratio (All Time)

Calculated using the full available price history

0.71

0.34

+0.37

Correlation

The correlation between MBOX and IMOM is 0.60, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

MBOX vs. IMOM - Dividend Comparison

MBOX's dividend yield for the trailing twelve months is around 2.08%, less than IMOM's 2.42% yield.


TTM2025202420232022202120202019201820172016
MBOX
Freedom Day Dividend ETF
2.08%1.94%1.60%2.13%2.87%1.17%0.00%0.00%0.00%0.00%0.00%
IMOM
Alpha Architect International Quantitative Momentum ETF
2.42%2.53%4.52%2.95%6.06%1.27%0.59%1.17%0.78%1.11%0.54%

Drawdowns

MBOX vs. IMOM - Drawdown Comparison

The maximum MBOX drawdown since its inception was -16.42%, smaller than the maximum IMOM drawdown of -45.74%. Use the drawdown chart below to compare losses from any high point for MBOX and IMOM.


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Drawdown Indicators


MBOXIMOMDifference

Max Drawdown

Largest peak-to-trough decline

-16.42%

-45.74%

+29.32%

Max Drawdown (1Y)

Largest decline over 1 year

-12.16%

-15.61%

+3.45%

Max Drawdown (5Y)

Largest decline over 5 years

-39.27%

Max Drawdown (10Y)

Largest decline over 10 years

-45.74%

Current Drawdown

Current decline from peak

-4.32%

-12.08%

+7.76%

Average Drawdown

Average peak-to-trough decline

-3.55%

-14.37%

+10.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.60%

3.61%

-1.01%

Volatility

MBOX vs. IMOM - Volatility Comparison

The current volatility for Freedom Day Dividend ETF (MBOX) is 3.31%, while Alpha Architect International Quantitative Momentum ETF (IMOM) has a volatility of 10.61%. This indicates that MBOX experiences smaller price fluctuations and is considered to be less risky than IMOM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MBOXIMOMDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.31%

10.61%

-7.30%

Volatility (6M)

Calculated over the trailing 6-month period

8.14%

15.14%

-7.00%

Volatility (1Y)

Calculated over the trailing 1-year period

15.65%

22.43%

-6.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.58%

19.93%

-5.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.58%

20.09%

-5.51%