Problem with Axes Box Property

I have a figure with several subplots. I want each to have a box around it. In order to do this I use:

set(hax,'xtick',[],'ytick',[],'box','on')

However, for some reason in the figure window I only see the bottom and right axes borders, as shown below from a screen capture:

However, when I save the figure as a .jpg the axes borders (boxes) are correctly rendered, as shown below:

Any ideas as to how to get the boxes to render properly in the actual figure window?

[Oliver]

I tried switching the renderer to 'zbuffer', and the problem seems to be resolved, but I still would like to know why 'opengl' does not correctly display the axes borders.

[Kelly Kearney]

Because opengl just doesn't like to work properly in Matlab.

http://www.mathworks.com/help/matlab/ref/opengl.html