IAF vs. QFVOX
IAF (Abrdn Australia Equity Fund Inc) and QFVOX (Pear Tree Polaris Foreign Value Fund) are both Foreign Large Cap Equities funds. Over the past 10 years, IAF returned 8.06%/yr vs 10.30%/yr for QFVOX. Their 0.46 correlation means their historical movements had little consistent relationship. IAF charges 0.02%/yr vs 1.40%/yr for QFVOX.
Performance
IAF vs. QFVOX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, IAF achieves a 4.40% return, which is significantly lower than QFVOX's 19.24% return. Over the past 10 years, IAF has underperformed QFVOX with an annualized return of 8.06%, while QFVOX has yielded a comparatively higher 10.30% annualized return.
IAF
- 1D
- -0.85%
- 1M
- 3.23%
- 6M
- -3.45%
- YTD
- 4.40%
- 1Y
- 7.12%
- 3Y*
- 10.18%
- 5Y*
- 2.81%
- 10Y*
- 8.06%
- ALL TIME*
- 5.78%
QFVOX
- 1D
- 1.07%
- 1M
- 2.04%
- 6M
- 10.51%
- YTD
- 19.24%
- 1Y
- 37.45%
- 3Y*
- 18.11%
- 5Y*
- 11.46%
- 10Y*
- 10.30%
- ALL TIME*
- 7.21%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $158.87K | $172.86K | $233.82K | |
| $0.00 | $0.00 | $0.00 |
IAF vs. QFVOX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IAF Abrdn Australia Equity Fund Inc | 4.40% | 14.94% | 8.20% | 10.40% | -19.44% | 27.08% | 10.07% | 26.57% | -16.80% | 30.26% |
QFVOX Pear Tree Polaris Foreign Value Fund | 19.24% | 33.85% | -0.70% | 19.88% | -17.14% | 19.44% | 2.65% | 17.93% | -13.28% | 25.24% |
Correlation
The correlation between IAF and QFVOX is 0.40, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.40 |
Correlation (3Y) Balances recent behavior with more history. | 0.50 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.52 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.50 |
Correlation (All Time) Calculated using the full available price history since Jan 4, 1999 | 0.46 |
The correlation between IAF and QFVOX shifts across timeframes, from 0.40 (1 year) to 0.52 (5 years), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
IAF vs. QFVOX — Risk / Return Rank
IAF
QFVOX
IAF vs. QFVOX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Abrdn Australia Equity Fund Inc (IAF) 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.
| IAF | QFVOX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.93 | ||
| Sortino ratioReturn per unit of downside risk | -2.54 | ||
| Omega ratioGain probability vs. loss probability | 1.08 | 1.43 | -0.35 |
| Calmar ratioReturn relative to maximum drawdown | 0.43 | 3.23 | -2.80 |
| Martin ratioReturn relative to average drawdown | 0.99 | 11.47 | -10.48 |
Loading charts...
Drawdowns
IAF vs. QFVOX - Drawdown Comparison
The maximum IAF drawdown since its inception was -67.68%, roughly equal to the maximum QFVOX drawdown of -70.51%. Use the drawdown chart below to compare losses from any high point for IAF and QFVOX.
Loading charts...
Drawdown Indicators
| IAF | QFVOX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.68% | -70.51% | +2.83% |
Max Drawdown (1Y)Largest decline over 1 year | -16.18% | -11.02% | -5.16% |
Max Drawdown (3Y)Largest decline over 3 years | -23.64% | -14.92% | -8.72% |
Max Drawdown (5Y)Largest decline over 5 years | -33.95% | -32.90% | -1.05% |
Max Drawdown (10Y)Largest decline over 10 years | -43.93% | -45.52% | +1.59% |
Current DrawdownCurrent decline from peak | -6.85% | -0.18% | -6.67% |
Average DrawdownAverage peak-to-trough decline | -22.76% | -15.22% | -7.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.94% | 3.11% | +3.83% |
Volatility
IAF vs. QFVOX - Volatility Comparison
The current volatility for Abrdn Australia Equity Fund Inc (IAF) is 3.83%, while Pear Tree Polaris Foreign Value Fund (QFVOX) has a volatility of 4.22%. This indicates that IAF experiences smaller price fluctuations and is considered to be less risky than QFVOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| IAF | QFVOX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.83% | 4.22% | -0.39% |
Volatility (6M)Calculated over the trailing 6-month period | 14.91% | 13.83% | +1.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.25% | 15.43% | +2.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.67% | 15.58% | +7.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.63% | 16.37% | +6.26% |
IAF vs. QFVOX - Expense Ratio Comparison
IAF has a 0.02% expense ratio, which is lower than QFVOX's 1.40% expense ratio.
Dividends
IAF vs. QFVOX - Dividend Comparison
IAF's dividend yield for the trailing twelve months is around 11.42%, more than QFVOX's 4.74% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IAF Abrdn Australia Equity Fund Inc | 11.42% | 11.30% | 11.69% | 11.32% | 12.53% | 10.25% | 9.68% | 10.54% | 13.26% | 10.05% | 11.99% | 14.31% |
QFVOX Pear Tree Polaris Foreign Value Fund | 4.74% | 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
IAF and QFVOX have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
QFVOX has higher volatility (4.22%) compared to IAF (3.83%). In terms of maximum drawdown, IAF dropped -67.68% vs QFVOX's -70.51%.
QFVOX currently has the higher Sharpe Ratio (2.31 vs 0.38), 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.
Find the right allocation for IAF and QFVOX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer