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MFMO vs. BOXX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MFMO vs. BOXX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Motley Fool Momentum Factor ETF (MFMO) and Alpha Architect 1-3 Month Box ETF (BOXX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, MFMO achieves a 24.12% return, which is significantly higher than BOXX's 1.70% return.


MFMO

1D
-3.40%
1M
1.24%
YTD
24.12%
6M
22.26%
1Y
3Y*
5Y*
10Y*

BOXX

1D
-0.02%
1M
0.16%
YTD
1.70%
6M
1.82%
1Y
3.98%
3Y*
4.70%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

MFMO vs. BOXX - Yearly Performance Comparison


2026 (YTD)2025
MFMO
Motley Fool Momentum Factor ETF
24.12%-1.80%
BOXX
Alpha Architect 1-3 Month Box ETF
1.70%0.33%

Correlation

The correlation between MFMO and BOXX is -0.14, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (All Time)
Calculated using the full available price history since Dec 9, 2025

-0.14

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Return for Risk

MFMO vs. BOXX — Risk / Return Rank

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

MFMO

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


BOXX
BOXX Risk / Return Rank: 100100
Overall Rank
BOXX Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
BOXX Sortino Ratio Rank: 9999
Sortino Ratio Rank
BOXX Omega Ratio Rank: 9999
Omega Ratio Rank
BOXX Calmar Ratio Rank: 9999
Calmar Ratio Rank
BOXX Martin Ratio Rank: 100100
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.

MFMO vs. BOXX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Motley Fool Momentum Factor ETF (MFMO) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


MFMOBOXXDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

8.71

Calmar ratioReturn relative to maximum drawdown

58.08

Martin ratioReturn relative to average drawdown

496.82

MFMO vs. BOXX - Sharpe Ratio Comparison


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Drawdowns

MFMO vs. BOXX - Drawdown Comparison

The maximum MFMO drawdown since its inception was -12.05%, which is greater than BOXX's maximum drawdown of -0.12%. Use the drawdown chart below to compare losses from any high point for MFMO and BOXX.


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Drawdown Indicators


MFMOBOXXDifference

Max Drawdown

Largest peak-to-trough decline

-12.05%

-0.12%

-11.93%

Max Drawdown (1Y)

Largest decline over 1 year

-0.07%

Max Drawdown (3Y)

Largest decline over 3 years

-0.12%

Current Drawdown

Current decline from peak

-3.40%

-0.02%

-3.38%

Average Drawdown

Average peak-to-trough decline

-2.41%

-0.00%

-2.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.01%

Volatility

MFMO vs. BOXX - Volatility Comparison


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Volatility by Period


MFMOBOXXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.12%

Volatility (6M)

Calculated over the trailing 6-month period

0.26%

Volatility (1Y)

Calculated over the trailing 1-year period

26.66%

0.32%

+26.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.66%

0.37%

+26.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.66%

0.37%

+26.29%

MFMO vs. BOXX - Expense Ratio Comparison

MFMO has a 0.50% expense ratio, which is higher than BOXX's 0.19% expense ratio.


Dividends

MFMO vs. BOXX - Dividend Comparison

Neither MFMO nor BOXX has paid dividends to shareholders.


PositionTTM20252024
BOXX
Alpha Architect 1-3 Month Box ETF
0.00%0.00%0.26%
MFMO
Motley Fool Momentum Factor ETF
0.00%0.00%0.00%

Frequently Asked Questions


MFMO and BOXX have a correlation of -0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, BOXX is cheaper at 0.19% per year. The better choice depends on whether you care most about return, fees, risk, or income.

BOXX is cheaper with a 0.19% expense ratio, compared with 0.50% for MFMO.

MFMO and BOXX have nearly identical dividend yields, around 0.00%.

MFMO is categorized as Momentum, while BOXX is Ultrashort Bond. They also come from different issuers: Motley Fool and Alpha Architect. Their fees differ too: 0.50% for MFMO and 0.19% for BOXX.

Portfolio Optimizer

Find the right allocation for MFMO and BOXX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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