Screener
CAOS vs BOXX
Alpha Architect Tail Risk ETF vs Alpha Architect 1-3 Month Box ETF
Key differences
Both CAOS and BOXX are alternative ETFs. CAOS charges 0.63% a year and BOXX 0.19%. The main difference: CAOS follows a volatility strategy strategy; BOXX uses option income.
- CAOS follows a volatility strategy strategy; BOXX uses option income.
- 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
| CAOS | BOXX | |
|---|---|---|
| Annual cost (TER) | 0.63% | 0.19% |
| Fund size (AUM) | $669M | $12.1B |
| Since | 2013 | 2022 |
| Dividend yield | 0.00% | 0.00% |
| Asset class | alternative | alternative |
| Region | north america | north america |
| Strategy | volatility strategy | option income |
| CAGR 1Y | +1.9% | +4.1% |
| CAGR 3Y | +4.3% | +4.8% |
| CAGR 5Y | N/A | N/A |
| Sharpe 3Y | 0.19 | 2.95 |
| Volatility 1Y | 1.53% | 0.32% |
| Max drawdown | -3.60% | -0.12% |
Beyond the comparison: Beacon helps you build, track, and project a portfolio with the ETFs you pick.