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HDMV vs BOXA

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

HDMV vs BOXA - Performance Comparison

Key Characteristics

Financial metrics and valuation ratios

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

HDMV vs BOXA - Historical Returns

Returns include dividend reinvestment.

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

HDMV vs BOXA - Annual Returns (2016 - 2026)

Returns include dividend reinvestment.

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

HDMV vs BOXA Drawdown Comparison

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

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

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

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

Correlation

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

0.92
-101

Dividend Comparison (2016 - 2025)

HDMV vs BOXA dividend yield comparison.

YearHDMVBOXA
20255.09%0.13%
20243.24%0.00%
20233.14%0.00%
20223.53%0.00%
20213.11%0.00%
20201.45%0.00%
20193.63%0.00%
20182.88%0.00%
20173.23%0.00%
20160.18%0.00%

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