CIUEX vs. QFVOX
CIUEX (Six Circles International Unconstrained Equity Fund) and QFVOX (Pear Tree Polaris Foreign Value Fund) are both Foreign Large Cap Equities funds. Over the past 5 years, CIUEX returned 10.02%/yr vs 11.83%/yr for QFVOX. Their 0.68 correlation means they have sometimes moved together and sometimes differently. CIUEX charges 0.10%/yr vs 1.40%/yr for QFVOX.
Performance
CIUEX vs. QFVOX - Performance Comparison
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Returns By Period
In the year-to-date period, CIUEX achieves a 11.90% return, which is significantly lower than QFVOX's 21.28% return.
CIUEX
- 1D
- -0.39%
- 1M
- 1.51%
- 6M
- 5.22%
- YTD
- 11.90%
- 1Y
- 26.87%
- 3Y*
- 16.65%
- 5Y*
- 10.02%
- 10Y*
- —
- ALL TIME*
- 8.18%
QFVOX
- 1D
- 1.71%
- 1M
- 3.79%
- 6M
- 13.92%
- YTD
- 21.28%
- 1Y
- 39.79%
- 3Y*
- 19.09%
- 5Y*
- 11.83%
- 10Y*
- 10.51%
- ALL TIME*
- 7.27%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
CIUEX vs. QFVOX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
CIUEX Six Circles International Unconstrained Equity Fund | 11.90% | 34.22% | 2.29% | 18.98% | -13.67% | 14.00% | 5.75% | 18.91% | -17.00% |
QFVOX Pear Tree Polaris Foreign Value Fund | 21.28% | 33.85% | -0.70% | 19.88% | -17.14% | 19.44% | 2.65% | 17.93% | -13.40% |
Correlation
The correlation between CIUEX and QFVOX is 0.45, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.45 |
Correlation (3Y) Balances recent behavior with more history. | 0.58 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.66 |
Correlation (All Time) Calculated using the full available price history since Jul 26, 2018 | 0.68 |
Over the past year, the correlation between CIUEX and QFVOX has dropped to 0.45 - well below their long-term average of 0.68, suggesting their price drivers have been diverging.
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Return for Risk
CIUEX vs. QFVOX — Risk / Return Rank
CIUEX
QFVOX
CIUEX vs. QFVOX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Six Circles International Unconstrained Equity Fund (CIUEX) and Pear Tree Polaris Foreign Value Fund (QFVOX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| CIUEX | QFVOX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.89 | ||
| Sortino ratioReturn per unit of downside risk | -1.09 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.47 | -0.18 |
| Calmar ratioReturn relative to maximum drawdown | 2.24 | 3.54 | -1.30 |
| Martin ratioReturn relative to average drawdown | 8.43 | 12.57 | -4.14 |
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Drawdowns
CIUEX vs. QFVOX - Drawdown Comparison
The maximum CIUEX drawdown since its inception was -37.39%, smaller than the maximum QFVOX drawdown of -70.51%. Use the drawdown chart below to compare losses from any high point for CIUEX and QFVOX.
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Drawdown Indicators
| CIUEX | QFVOX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -37.39% | -70.51% | +33.12% |
Max Drawdown (1Y)Largest decline over 1 year | -11.89% | -11.02% | -0.87% |
Max Drawdown (3Y)Largest decline over 3 years | -13.99% | -14.92% | +0.93% |
Max Drawdown (5Y)Largest decline over 5 years | -30.15% | -32.90% | +2.75% |
Max Drawdown (10Y)Largest decline over 10 years | — | -45.52% | — |
Current DrawdownCurrent decline from peak | -0.39% | 0.00% | -0.39% |
Average DrawdownAverage peak-to-trough decline | -6.61% | -15.22% | +8.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.14% | 3.09% | +0.05% |
Volatility
CIUEX vs. QFVOX - Volatility Comparison
Six Circles International Unconstrained Equity Fund (CIUEX) and Pear Tree Polaris Foreign Value Fund (QFVOX) have volatilities of 4.49% and 4.42%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CIUEX | QFVOX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.49% | 4.42% | +0.07% |
Volatility (6M)Calculated over the trailing 6-month period | 14.07% | 13.92% | +0.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.37% | 15.51% | +0.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.76% | 15.59% | +2.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.97% | 16.37% | +2.60% |
CIUEX vs. QFVOX - Expense Ratio Comparison
CIUEX has a 0.10% expense ratio, which is lower than QFVOX's 1.40% expense ratio.
Dividends
CIUEX vs. QFVOX - Dividend Comparison
CIUEX's dividend yield for the trailing twelve months is around 2.82%, less than QFVOX's 4.66% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CIUEX Six Circles International Unconstrained Equity Fund | 2.82% | 3.16% | 3.25% | 2.87% | 3.14% | 2.44% | 1.59% | 2.87% | 0.00% | 0.00% | 0.00% | 0.00% |
QFVOX Pear Tree Polaris Foreign Value Fund | 4.66% | 5.66% | 1.95% | 1.88% | 1.43% | 10.11% | 1.58% | 1.14% | 0.98% | 0.60% | 1.02% | 1.58% |
Frequently Asked Questions
CIUEX and QFVOX have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CIUEX has higher volatility (4.49%) compared to QFVOX (4.42%). In terms of maximum drawdown, CIUEX dropped -37.39% vs QFVOX's -70.51%.
QFVOX currently has the higher Sharpe Ratio (2.52 vs 1.63), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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