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BOXA vs HDMV

Comparison between ALPHA ARCHITECT AGGREGATE BOND ETF (BOXA, ETF) and FIRST TRUST HORIZON MANAGED VOLATILITY DEVELOPED INTERNATIONAL ETF (HDMV, ETF).

BOXA vs HDMV - Performance Comparison

Key Characteristics

Financial metrics and valuation ratios

Net Assets
BOXA
$17M
HDMV
$17M
Expense Ratio
Winner
BOXA
0.23%
HDMV
0.80%
Max Drawdown
Winner
BOXA
3.22%
HDMV
35.47%
Sharpe Ratio
BOXA
-0.03
Winner
HDMV
0.71
5Y Beta
Winner
BOXA
0.03
HDMV
0.35
5Y Dividends CAGR
BOXA
N/A
HDMV
24.00%

BOXA vs HDMV - Historical Returns

Returns include dividend reinvestment.

1M
Winner
BOXA
+0.39%
HDMV
+0.07%
3M
BOXA
-0.03%
Winner
HDMV
+2.39%
6M
BOXA
+0.37%
Winner
HDMV
+8.34%
1Y
BOXA
+3.04%
Winner
HDMV
+10.66%
5Y(CAGR)
BOXA
N/A
HDMV
+6.61%
10Y(CAGR)
BOXA
N/A
HDMV
+5.54%
Max(CAGR)
BOXA
+3.73%
Winner
HDMV
+5.54%

BOXA vs HDMV - Annual Returns (2016 - 2026)

Returns include dividend reinvestment.

YearBOXAHDMV
2026+0.14%+5.89%
2025+5.41%+29.47%
2024+0.02%+3.73%
2023N/A+9.20%
2022N/A-11.73%
2021N/A+6.50%
2020N/A-9.82%
2019N/A+15.28%
2018N/A-8.15%
2017N/A+27.37%
2016N/A-6.40%

BOXA vs HDMV Drawdown Comparison

The maximum drawdown for BOXA was -3.22%, occurring on May 19, 2026. This drawdown has not yet recovered.

The maximum drawdown for HDMV was -32.01%, occurring on Mar 23, 2020. Recovery took 1153 trading sessions.

The current BOXA drawdown is -1.72%. The current HDMV drawdown is -4.08%.

RankBOXAHDMV
#1-3.22%
Feb 27, 2026 - May 19, 2026
-32.01%
Jan 17, 2020 - Aug 19, 2024
#2-2.26%
Apr 4, 2025 - Jun 26, 2025
-15.27%
Jan 26, 2018 - Dec 16, 2019
#3-1.23%
Jun 30, 2025 - Aug 1, 2025
-10.33%
Sep 24, 2024 - Mar 5, 2025
#4-1.16%
Dec 20, 2024 - Jan 21, 2025
-9.79%
Sep 7, 2016 - Mar 27, 2017
#5-1.04%
Oct 22, 2025 - Nov 26, 2025
-8.73%
Feb 27, 2026 - Mar 27, 2026
#6-1.03%
Mar 3, 2025 - Apr 1, 2025
-8.33%
Apr 3, 2025 - Apr 15, 2025
#7-0.95%
Feb 5, 2025 - Feb 21, 2025
-4.00%
Aug 22, 2025 - Dec 19, 2025
#8-0.81%
Sep 15, 2025 - Oct 13, 2025
-3.45%
Jul 23, 2025 - Aug 13, 2025
#9-0.77%
Nov 26, 2025 - Feb 5, 2026
-2.92%
May 6, 2025 - May 19, 2025
#10-0.52%
Aug 13, 2025 - Aug 26, 2025
-2.66%
Jun 2, 2017 - Jul 19, 2017
#11-0.43%
Sep 8, 2025 - Sep 11, 2025
-1.91%
Jun 12, 2025 - Jul 1, 2025
#12-0.38%
Aug 28, 2025 - Sep 4, 2025
-1.79%
Aug 3, 2017 - Sep 7, 2017
#13-0.33%
Jan 21, 2025 - Jan 27, 2025
-1.72%
Nov 8, 2017 - Nov 24, 2017
#14-0.32%
Aug 5, 2025 - Aug 13, 2025
-1.68%
Jul 2, 2025 - Jul 22, 2025
#15-0.32%
Jun 26, 2025 - Jun 30, 2025
-1.29%
Sep 11, 2017 - Oct 10, 2017

Correlation

Correlation between BOXA and HDMV is 0.92 which considered as a very strong positive correlation - the stocks move almost identically together.

0.92
-101

Dividend Comparison (2016 - 2025)

BOXA vs HDMV dividend yield comparison.

YearBOXAHDMV
20250.13%5.09%
20240.00%3.24%
20230.00%3.14%
20220.00%3.53%
20210.00%3.11%
20200.00%1.45%
20190.00%3.63%
20180.00%2.88%
20170.00%3.23%
20160.00%0.18%

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