SGOV vs. BOXX

The year-to-date returns for both investments are quite close, with SGOV having a 1.62% return and BOXX slightly higher at 1.69%.

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SGOV has a 0.03% expense ratio, which is lower than BOXX's 0.20% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

This table presents a comparison of risk-adjusted performance metrics for iShares 0-3 Month Treasury Bond ETF (SGOV) 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.

The current SGOV Sharpe Ratio is 21.19, which is higher than the BOXX Sharpe Ratio of 13.60. The chart below compares the historical Sharpe Ratios of SGOV and BOXX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

SGOV's dividend yield for the trailing twelve months is around 4.70%, more than BOXX's 0.26% yield.

The maximum SGOV drawdown since its inception was -0.03%, smaller than the maximum BOXX drawdown of -0.12%. Use the drawdown chart below to compare losses from any high point for SGOV and BOXX. For additional features, visit the drawdowns tool.

The current volatility for iShares 0-3 Month Treasury Bond ETF (SGOV) is 0.06%, while Alpha Architect 1-3 Month Box ETF (BOXX) has a volatility of 0.10%. This indicates that SGOV experiences smaller price fluctuations and is considered to be less risky than BOXX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.