It probably isn't this one, but, allowing for some misremembering over the years, it just might be.....
Clifford D. Simak "Honorable Opponent" (1956)
A general and captain are waiting for the alien "Fivers" to arrive for a prisoner exchange. They have managed to capture one 'Fiver' and damage or perhaps destroy eleven 'Fiver' ships, while whole squadrons of the Earth fleet have been destroyed and others halved in strength. They are also totally flummoxed by the thinking processes of their captive. The Fivers arrive late and when they do, they show the General how Earth could have fought better and return all the Earth ships which it turns out have not been destroyed but just 'taken'. The aliens with give Earth some of these 'takers' so they can fight again on equal terms and no one will get hurt.
Covers of the anthologies can be found here, courtesy of @Ralf 58