QVAL vs. BOXA
Compare and contrast key facts about Alpha Architect U.S. Quantitative Value ETF (QVAL) and Alpha Architect Aggregate Bond ETF (BOXA).
QVAL and BOXA are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. QVAL is an actively managed fund by Alpha Architect. It was launched on Oct 22, 2014. BOXA is an actively managed fund by Alpha Architect. It was launched on Dec 17, 2024.
Performance
QVAL vs. BOXA - Performance Comparison
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QVAL vs. BOXA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
QVAL Alpha Architect U.S. Quantitative Value ETF | 7.30% | 10.98% | 1.08% |
BOXA Alpha Architect Aggregate Bond ETF | -0.12% | 5.41% | 0.02% |
Returns By Period
In the year-to-date period, QVAL achieves a 7.30% return, which is significantly higher than BOXA's -0.12% return.
QVAL
- 1D
- 2.26%
- 1M
- -2.23%
- YTD
- 7.30%
- 6M
- 12.78%
- 1Y
- 24.34%
- 3Y*
- 17.50%
- 5Y*
- 11.66%
- 10Y*
- 10.16%
BOXA
- 1D
- 0.21%
- 1M
- -1.98%
- YTD
- -0.12%
- 6M
- 0.69%
- 1Y
- 3.10%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
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QVAL vs. BOXA - Expense Ratio Comparison
QVAL has a 0.28% expense ratio, which is higher than BOXA's 0.23% expense ratio.
Return for Risk
QVAL vs. BOXA — Risk / Return Rank
QVAL
BOXA
QVAL vs. BOXA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Alpha Architect U.S. Quantitative Value ETF (QVAL) 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.
| QVAL | BOXA | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.21 | 0.75 | +0.46 |
Sortino ratioReturn per unit of downside risk | 1.85 | 1.06 | +0.79 |
Omega ratioGain probability vs. loss probability | 1.26 | 1.13 | +0.13 |
Calmar ratioReturn relative to maximum drawdown | 1.70 | 1.13 | +0.57 |
Martin ratioReturn relative to average drawdown | 7.34 | 3.61 | +3.72 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| QVAL | BOXA | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.21 | 0.75 | +0.46 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.54 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.45 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 1.00 | -0.53 |
Correlation
The correlation between QVAL and BOXA is 0.15, 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
QVAL vs. BOXA - Dividend Comparison
QVAL's dividend yield for the trailing twelve months is around 1.56%, more than BOXA's 0.13% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
QVAL Alpha Architect U.S. Quantitative Value ETF | 1.56% | 1.44% | 1.72% | 1.76% | 2.00% | 1.23% | 1.86% | 1.99% | 1.64% | 1.08% | 1.30% |
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% |
Drawdowns
QVAL vs. BOXA - Drawdown Comparison
The maximum QVAL drawdown since its inception was -51.49%, which is greater than BOXA's maximum drawdown of -2.87%. Use the drawdown chart below to compare losses from any high point for QVAL and BOXA.
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Drawdown Indicators
| QVAL | BOXA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.49% | -2.87% | -48.62% |
Max Drawdown (1Y)Largest decline over 1 year | -14.61% | -2.87% | -11.74% |
Max Drawdown (5Y)Largest decline over 5 years | -27.17% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -51.49% | — | — |
Current DrawdownCurrent decline from peak | -2.87% | -1.98% | -0.89% |
Average DrawdownAverage peak-to-trough decline | -7.91% | -0.59% | -7.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.39% | 0.90% | +2.49% |
Volatility
QVAL vs. BOXA - Volatility Comparison
Alpha Architect U.S. Quantitative Value ETF (QVAL) has a higher volatility of 4.37% compared to Alpha Architect Aggregate Bond ETF (BOXA) at 1.55%. This indicates that QVAL's price experiences larger fluctuations and is considered to be riskier 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
| QVAL | BOXA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.37% | 1.55% | +2.82% |
Volatility (6M)Calculated over the trailing 6-month period | 10.21% | 2.42% | +7.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.19% | 4.15% | +16.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.64% | 4.18% | +17.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.80% | 4.18% | +18.62% |