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TBIL vs. BOX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TBIL vs. BOX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in F/m US Treasury 3 Month Bill ETF (TBIL) and Box, Inc. (BOX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TBIL achieves a 1.69% return, which is significantly higher than BOX's -16.48% return.


TBIL

1D
0.02%
1M
0.28%
YTD
1.69%
6M
1.76%
1Y
3.91%
3Y*
4.60%
5Y*
10Y*

BOX

1D
2.55%
1M
-3.55%
YTD
-16.48%
6M
-16.06%
1Y
-27.36%
3Y*
-4.56%
5Y*
-0.21%
10Y*
8.44%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TBIL vs. BOX - Yearly Performance Comparison


2026 (YTD)2025202420232022
TBIL
F/m US Treasury 3 Month Bill ETF
1.69%4.19%5.15%5.12%1.29%
BOX
Box, Inc.
-16.48%-5.35%23.39%-17.73%3.05%

Correlation

The correlation between TBIL and BOX is 0.10, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.10

Correlation (3Y)
Calculated over the trailing 3-year period

0.03

Correlation (All Time)
Calculated using the full available price history since Aug 9, 2022

0.03

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Return for Risk

TBIL vs. BOX — Risk / Return Rank

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

TBIL
TBIL Risk / Return Rank: 100100
Overall Rank
TBIL Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
TBIL Sortino Ratio Rank: 100100
Sortino Ratio Rank
TBIL Omega Ratio Rank: 100100
Omega Ratio Rank
TBIL Calmar Ratio Rank: 100100
Calmar Ratio Rank
TBIL Martin Ratio Rank: 100100
Martin Ratio Rank

BOX
BOX Risk / Return Rank: 1111
Overall Rank
BOX Sharpe Ratio Rank: 99
Sharpe Ratio Rank
BOX Sortino Ratio Rank: 1010
Sortino Ratio Rank
BOX Omega Ratio Rank: 1212
Omega Ratio Rank
BOX Calmar Ratio Rank: 1515
Calmar Ratio Rank
BOX Martin Ratio Rank: 1010
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.

TBIL vs. BOX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for F/m US Treasury 3 Month Bill ETF (TBIL) and Box, Inc. (BOX). 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.


TBILBOXDifference
Sharpe ratioReturn per unit of total volatility

+14.57

Sortino ratioReturn per unit of downside risk

+59.23

Omega ratioGain probability vs. loss probability

17.08

0.87

+16.21

Calmar ratioReturn relative to maximum drawdown

195.79

-0.72

+196.51

Martin ratioReturn relative to average drawdown

929.44

-1.36

+930.81

TBIL vs. BOX - Sharpe Ratio Comparison

The current TBIL Sharpe Ratio is 13.76, which is higher than the BOX Sharpe Ratio of -0.81. The chart below compares the historical Sharpe Ratios of TBIL and BOX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

TBIL vs. BOX - Drawdown Comparison

The maximum TBIL drawdown since its inception was -0.10%, smaller than the maximum BOX drawdown of -68.56%. Use the drawdown chart below to compare losses from any high point for TBIL and BOX.


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Drawdown Indicators


TBILBOXDifference

Max Drawdown

Largest peak-to-trough decline

-0.10%

-68.56%

+68.46%

Max Drawdown (1Y)

Largest decline over 1 year

-0.02%

-38.15%

+38.13%

Max Drawdown (3Y)

Largest decline over 3 years

-0.02%

-44.57%

+44.55%

Max Drawdown (5Y)

Largest decline over 5 years

-44.57%

Max Drawdown (10Y)

Largest decline over 10 years

-68.56%

Current Drawdown

Current decline from peak

0.00%

-35.20%

+35.20%

Average Drawdown

Average peak-to-trough decline

-0.00%

-25.27%

+25.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.00%

20.09%

-20.09%

Volatility

TBIL vs. BOX - Volatility Comparison

The current volatility for F/m US Treasury 3 Month Bill ETF (TBIL) is 0.06%, while Box, Inc. (BOX) has a volatility of 13.49%. This indicates that TBIL experiences smaller price fluctuations and is considered to be less risky than BOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TBILBOXDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.06%

13.49%

-13.43%

Volatility (6M)

Calculated over the trailing 6-month period

0.19%

29.53%

-29.34%

Volatility (1Y)

Calculated over the trailing 1-year period

0.29%

33.83%

-33.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.32%

33.14%

-32.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.32%

38.78%

-38.46%

Dividends

TBIL vs. BOX - Dividend Comparison

TBIL's dividend yield for the trailing twelve months is around 3.81%, while BOX has not paid dividends to shareholders.


PositionTTM2025202420232022
BOX
Box, Inc.
0.00%0.00%0.00%0.00%0.00%
TBIL
F/m US Treasury 3 Month Bill ETF
3.81%4.07%5.02%5.00%1.10%

Frequently Asked Questions


TBIL and BOX have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BOX has higher volatility (13.49%) compared to TBIL (0.06%). In terms of maximum drawdown, TBIL dropped -0.10% vs BOX's -68.56%.

TBIL currently has the higher Sharpe Ratio (13.76 vs -0.81), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for TBIL and BOX

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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