VMOT vs. BOXX

Last updated Jun 4, 2026

VMOT (Alpha Architect Value Momentum Trend ETF) and BOXX (Alpha Architect 1-3 Month Box ETF) are both exchange-traded funds - VMOT is a Momentum fund tracking the Alpha Architect Value Momentum Trend Index, while BOXX is a Ultrashort Bond fund tracking the Solactive 1-3 Month US T-Bill Index. Both are passively managed. Over the past 3 years, VMOT returned 19.57%/yr vs 4.75%/yr for BOXX. At a 0.00 correlation, their price movements are largely independent. VMOT charges 1.75%/yr vs 0.19%/yr for BOXX.

Performance

VMOT vs. BOXX - Performance Comparison

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

Returns By Period

In the year-to-date period, VMOT achieves a 17.28% return, which is significantly higher than BOXX's 1.58% return.

VMOT

• 1D: -0.37%
• 1M: 3.80%
• YTD: 17.28%
• 6M: 20.07%
• 1Y: 34.59%
• 3Y*: 19.57%
• 5Y*: 6.94%
• 10Y*: —

BOXX

• 1D: 0.00%
• 1M: 0.28%
• YTD: 1.58%
• 6M: 1.97%
• 1Y: 4.10%
• 3Y*: 4.75%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

VMOT vs. BOXX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
VMOT Alpha Architect Value Momentum Trend ETF	17.28%	18.54%	12.07%	-0.74%	-0.22%
BOXX Alpha Architect 1-3 Month Box ETF	1.58%	4.37%	5.16%	5.04%	0.07%

Correlation

The correlation between VMOT and BOXX is 0.00, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.00
Correlation (3Y) Calculated over the trailing 3-year period	0.02
Correlation (All Time) Calculated using the full available price history since Dec 29, 2022	0.00

VMOT vs. BOXX - Sectors Allocation Comparison

Sectors	VMOT	BOXX
Industrials	19.9%	8.7%
Consumer Cyclical	18.8%	10.1%
Technology	11.4%	33.1%
Energy	8.6%	3.5%
Consumer Defensive	8.5%	5.4%
Healthcare	8.4%	9.8%
Financial Services	8.1%	12.3%
Communication Services	7.3%	10.7%
Basic Materials	5.1%	1.9%
Utilities	3.3%	2.5%
Real Estate	0.6%	2.0%

Return for Risk

VMOT vs. BOXX — Risk / Return Rank

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

VMOT

VMOT Risk / Return Rank: 69
VMOT Sharpe Ratio Rank: 69
VMOT Sortino Ratio Rank: 70
VMOT Omega Ratio Rank: 69
VMOT Calmar Ratio Rank: 65
VMOT Martin Ratio Rank: 71

BOXX

BOXX Risk / Return Rank: 100
BOXX Sharpe Ratio Rank: 100
BOXX Sortino Ratio Rank: 100
BOXX Omega Ratio Rank: 100
BOXX Calmar Ratio Rank: 100
BOXX Martin Ratio Rank: 100

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.

VMOT vs. BOXX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Alpha Architect Value Momentum Trend ETF (VMOT) 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.

	VMOT	BOXX	Difference
Sharpe ratio: Return per unit of total volatility	2.28	12.84	-10.56
Sortino ratio: Return per unit of downside risk	3.20	38.04	-34.84
Omega ratio: Gain probability vs. loss probability	1.42	9.98	-8.56
Calmar ratio: Return relative to maximum drawdown	3.20	59.77	-56.57
Martin ratio: Return relative to average drawdown	13.42	531.84	-518.42
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

VMOT vs. BOXX - Sharpe Ratio Comparison

The current VMOT Sharpe Ratio is 2.28, which is lower than the BOXX Sharpe Ratio of 12.84. The chart below compares the historical Sharpe Ratios of VMOT and BOXX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	VMOT	BOXX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.28	12.84	-10.56
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.44	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.35	12.91	-12.56

Drawdowns

VMOT vs. BOXX - Drawdown Comparison

The maximum VMOT drawdown since its inception was -34.71%, which is greater than BOXX's maximum drawdown of -0.12%. Use the drawdown chart below to compare losses from any high point for VMOT and BOXX.

Drawdown Indicators

	VMOT	BOXX	Difference
Max Drawdown Largest peak-to-trough decline	-34.71%	-0.12%	-34.59%
Max Drawdown (1Y) Largest decline over 1 year	-10.85%	-0.07%	-10.78%
Max Drawdown (3Y) Largest decline over 3 years	-20.23%	-0.12%	-20.11%
Max Drawdown (5Y) Largest decline over 5 years	-23.73%	—	—
Current Drawdown Current decline from peak	-0.55%	0.00%	-0.55%
Average Drawdown Average peak-to-trough decline	-13.32%	-0.00%	-13.32%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.58%	0.01%	+2.57%

Volatility

VMOT vs. BOXX - Volatility Comparison

Alpha Architect Value Momentum Trend ETF (VMOT) has a higher volatility of 5.00% compared to Alpha Architect 1-3 Month Box ETF (BOXX) at 0.09%. This indicates that VMOT's price experiences larger fluctuations and is considered to be riskier than BOXX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	VMOT	BOXX	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.00%	0.09%	+4.91%
Volatility (6M) Calculated over the trailing 6-month period	12.87%	0.25%	+12.62%
Volatility (1Y) Calculated over the trailing 1-year period	15.26%	0.32%	+14.94%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.68%	0.37%	+15.31%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.90%	0.37%	+14.53%

VMOT vs. BOXX - Expense Ratio Comparison

VMOT has a 1.75% expense ratio, which is higher than BOXX's 0.19% expense ratio.

Dividends

VMOT vs. BOXX - Dividend Comparison

VMOT's dividend yield for the trailing twelve months is around 1.75%, while BOXX has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
BOXX Alpha Architect 1-3 Month Box ETF	0.00%	0.00%	0.26%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
VMOT Alpha Architect Value Momentum Trend ETF	1.75%	2.05%	2.54%	4.13%	2.24%	0.82%	0.00%	1.76%	0.93%	0.81%

Frequently Asked Questions

Can I hold both VMOT and BOXX in my portfolio?

VMOT and BOXX have a correlation of 0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, VMOT or BOXX?

VMOT has higher volatility (5.00%) compared to BOXX (0.09%). In terms of maximum drawdown, VMOT dropped -34.71% vs BOXX's -0.12%.

Which ETF is better, VMOT or BOXX?

On 3-year performance, VMOT leads with 19.57% vs 4.75% for BOXX. On fees, BOXX is cheaper at 0.19% per year. On volatility, BOXX has been the lower-risk option at 0.09%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, VMOT or BOXX?

Over the 3-year period, VMOT has performed better with a 19.57% return vs 4.75%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, VMOT or BOXX?

BOXX is cheaper with a 0.19% expense ratio, compared with 1.75% for VMOT.

Which ETF pays a higher dividend yield, VMOT or BOXX?

VMOT has the higher dividend yield at 1.75%, compared with 0.00% for BOXX.

What is the main difference between VMOT and BOXX?

VMOT is categorized as Momentum, while BOXX is Ultrashort Bond. VMOT tracks Alpha Architect Value Momentum Trend Index, while BOXX tracks Solactive 1-3 Month US T-Bill Index. Their fees differ too: 1.75% for VMOT and 0.19% for BOXX.

Which has better risk-adjusted returns?

BOXX currently has the higher Sharpe Ratio (12.84 vs 2.28), 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.