MBOX
Freedom Day Dividend ETF
HML
Adj. R2
0.888
Rel. Sharpe
1.283
Mkt beta
0.85
AUM
US$131M
MER
0.39%
Valuation
102
ETF comparison
Verified factor-similar pair
MBOX vs VTV
These two ETFs pass the same FF6 US similarity lane: US-listed equity ETFs, same USD model basis, at least one material non-market factor, and 100% overlap in statistically significant material factor exposure.
HML
Similarity score
82
Verified similar
Score blends exposure-level distance, factor-vector shape, market-beta closeness, and a small backtested relative-Sharpe term.
VTV
Vanguard Value ETF
HML
Adj. R2
0.955
Rel. Sharpe
1.190
Mkt beta
0.91
AUM
US$167.5B
MER
0.03%
Valuation
129
Factor Exposure Match
Blue bars compare raw factor beta magnitude. Green bars compare absolute t-stat strength. Dim bars indicate the t-stat is below 1.96.
SMB
diff +0.27
HML
diff -0.03
RMW
diff +0.14
CMA
diff -0.01
UMD
diff +0.07
Why This Pair Matches
Exposure level
82
Exposure shape
85
Mkt beta diff
0.06
Rel. Sharpe diff
0.093
This comparison focuses on measured factor exposure, not a qualitative review of each fund's portfolio-construction process. Backtested relative Sharpe is included as a secondary signal, while we continue refining a comparison metric that separates factor payoff from alpha. See methodology.
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