Screener
BOXX vs CAOS
Alpha Architect 1-3 Month Box ETF vs Alpha Architect Tail Risk ETF
Key differences
Both BOXX and CAOS are alternative ETFs. BOXX charges 0.19% a year and CAOS 0.63%. The main difference: BOXX follows a option income strategy; CAOS uses volatility strategy.
- BOXX follows a option income strategy; CAOS uses volatility strategy.
- BOXX costs 0.44% less per year.
- BOXX is much larger than CAOS. Larger funds are usually more liquid and less likely to close.
- CAOS has a longer track record, which may reduce uncertainty around long-term behavior.
Side-by-side comparison
| BOXX | CAOS | |
|---|---|---|
| Annual cost (TER) | 0.19% | 0.63% |
| Fund size (AUM) | $12.1B | $669M |
| Since | 2022 | 2013 |
| Dividend yield | 0.00% | 0.00% |
| Asset class | alternative | alternative |
| Region | north america | north america |
| Strategy | option income | volatility strategy |
| CAGR 1Y | +4.1% | +1.9% |
| CAGR 3Y | +4.8% | +4.3% |
| CAGR 5Y | N/A | N/A |
| Sharpe 3Y | 2.95 | 0.19 |
| Volatility 1Y | 0.32% | 1.53% |
| Max drawdown | -0.12% | -3.60% |
Beyond the comparison: Beacon helps you build, track, and project a portfolio with the ETFs you pick.