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MEAR vs. BOXA
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MEAR vs. BOXA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Short Maturity Municipal Bond ETF (MEAR) and Alpha Architect Aggregate Bond ETF (BOXA). The values are adjusted to include any dividend payments, if applicable.

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MEAR vs. BOXA - Yearly Performance Comparison


2026 (YTD)20252024
MEAR
iShares Short Maturity Municipal Bond ETF
0.47%3.76%-0.08%
BOXA
Alpha Architect Aggregate Bond ETF
-0.12%5.41%0.02%

Returns By Period

In the year-to-date period, MEAR achieves a 0.47% return, which is significantly higher than BOXA's -0.12% return.


MEAR

1D
0.12%
1M
-0.31%
YTD
0.47%
6M
1.07%
1Y
3.12%
3Y*
3.50%
5Y*
2.30%
10Y*
1.74%

BOXA

1D
0.21%
1M
-1.98%
YTD
-0.12%
6M
0.69%
1Y
3.10%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MEAR vs. BOXA - Expense Ratio Comparison

MEAR has a 0.25% expense ratio, which is higher than BOXA's 0.23% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

MEAR vs. BOXA — Risk / Return Rank

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

MEAR
MEAR Risk / Return Rank: 9797
Overall Rank
MEAR Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
MEAR Sortino Ratio Rank: 9797
Sortino Ratio Rank
MEAR Omega Ratio Rank: 9898
Omega Ratio Rank
MEAR Calmar Ratio Rank: 9494
Calmar Ratio Rank
MEAR Martin Ratio Rank: 9797
Martin Ratio Rank

BOXA
BOXA Risk / Return Rank: 3939
Overall Rank
BOXA Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
BOXA Sortino Ratio Rank: 3838
Sortino Ratio Rank
BOXA Omega Ratio Rank: 3333
Omega Ratio Rank
BOXA Calmar Ratio Rank: 4444
Calmar Ratio Rank
BOXA Martin Ratio Rank: 3939
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.

MEAR vs. BOXA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Short Maturity Municipal Bond ETF (MEAR) and Alpha Architect Aggregate Bond ETF (BOXA). 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.


MEARBOXADifference

Sharpe ratio

Return per unit of total volatility

2.71

0.75

+1.95

Sortino ratio

Return per unit of downside risk

3.63

1.06

+2.58

Omega ratio

Gain probability vs. loss probability

1.70

1.13

+0.57

Calmar ratio

Return relative to maximum drawdown

3.69

1.13

+2.56

Martin ratio

Return relative to average drawdown

20.82

3.61

+17.21

MEAR vs. BOXA - Sharpe Ratio Comparison

The current MEAR Sharpe Ratio is 2.71, which is higher than the BOXA Sharpe Ratio of 0.75. The chart below compares the historical Sharpe Ratios of MEAR and BOXA, 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


MEARBOXADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.71

0.75

+1.95

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

2.37

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.15

Sharpe Ratio (All Time)

Calculated using the full available price history

1.09

1.00

+0.09

Correlation

The correlation between MEAR and BOXA is 0.18, 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.


Dividends

MEAR vs. BOXA - Dividend Comparison

MEAR's dividend yield for the trailing twelve months is around 2.87%, more than BOXA's 0.13% yield.


TTM20252024202320222021202020192018201720162015
MEAR
iShares Short Maturity Municipal Bond ETF
2.87%2.95%3.44%3.30%0.88%0.30%0.90%1.57%1.36%1.01%0.81%0.53%
BOXA
Alpha Architect Aggregate Bond ETF
0.13%0.13%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

MEAR vs. BOXA - Drawdown Comparison

The maximum MEAR drawdown since its inception was -2.68%, smaller than the maximum BOXA drawdown of -2.87%. Use the drawdown chart below to compare losses from any high point for MEAR and BOXA.


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Drawdown Indicators


MEARBOXADifference

Max Drawdown

Largest peak-to-trough decline

-2.68%

-2.87%

+0.19%

Max Drawdown (1Y)

Largest decline over 1 year

-0.86%

-2.87%

+2.01%

Max Drawdown (5Y)

Largest decline over 5 years

-1.12%

Max Drawdown (10Y)

Largest decline over 10 years

-2.68%

Current Drawdown

Current decline from peak

-0.35%

-1.98%

+1.63%

Average Drawdown

Average peak-to-trough decline

-0.19%

-0.59%

+0.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.15%

0.90%

-0.75%

Volatility

MEAR vs. BOXA - Volatility Comparison

The current volatility for iShares Short Maturity Municipal Bond ETF (MEAR) is 0.36%, while Alpha Architect Aggregate Bond ETF (BOXA) has a volatility of 1.55%. This indicates that MEAR experiences smaller price fluctuations and is considered to be less risky than BOXA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MEARBOXADifference

Volatility (1M)

Calculated over the trailing 1-month period

0.36%

1.55%

-1.19%

Volatility (6M)

Calculated over the trailing 6-month period

0.60%

2.42%

-1.82%

Volatility (1Y)

Calculated over the trailing 1-year period

1.16%

4.15%

-2.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.98%

4.18%

-3.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

1.52%

4.18%

-2.66%