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QFVOX vs. SIMYX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

QFVOX vs. SIMYX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pear Tree Polaris Foreign Value Fund (QFVOX) and SEI Institutional Managed Trust Tax-Managed International Managed Volatility Fund (SIMYX). The values are adjusted to include any dividend payments, if applicable.

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QFVOX vs. SIMYX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
QFVOX
Pear Tree Polaris Foreign Value Fund
4.28%33.85%-0.70%19.88%-17.14%19.44%2.65%17.93%-13.28%24.68%
SIMYX
SEI Institutional Managed Trust Tax-Managed International Managed Volatility Fund
3.35%30.07%6.26%13.11%-11.38%7.83%-1.33%15.77%-12.11%21.58%

Returns By Period

In the year-to-date period, QFVOX achieves a 4.28% return, which is significantly higher than SIMYX's 3.35% return.


QFVOX

1D
-0.67%
1M
-10.27%
YTD
4.28%
6M
12.58%
1Y
32.52%
3Y*
15.45%
5Y*
8.66%
10Y*
8.73%

SIMYX

1D
0.58%
1M
-7.35%
YTD
3.35%
6M
7.54%
1Y
22.67%
3Y*
15.31%
5Y*
8.60%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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QFVOX vs. SIMYX - Expense Ratio Comparison

QFVOX has a 1.40% expense ratio, which is higher than SIMYX's 0.86% expense ratio.


Return for Risk

QFVOX vs. SIMYX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

QFVOX
QFVOX Risk / Return Rank: 8989
Overall Rank
QFVOX Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
QFVOX Sortino Ratio Rank: 8989
Sortino Ratio Rank
QFVOX Omega Ratio Rank: 8888
Omega Ratio Rank
QFVOX Calmar Ratio Rank: 8989
Calmar Ratio Rank
QFVOX Martin Ratio Rank: 8686
Martin Ratio Rank

SIMYX
SIMYX Risk / Return Rank: 8787
Overall Rank
SIMYX Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
SIMYX Sortino Ratio Rank: 8686
Sortino Ratio Rank
SIMYX Omega Ratio Rank: 8585
Omega Ratio Rank
SIMYX Calmar Ratio Rank: 9090
Calmar Ratio Rank
SIMYX Martin Ratio Rank: 8888
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

QFVOX vs. SIMYX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pear Tree Polaris Foreign Value Fund (QFVOX) and SEI Institutional Managed Trust Tax-Managed International Managed Volatility Fund (SIMYX). 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.


QFVOXSIMYXDifference

Sharpe ratio

Return per unit of total volatility

2.01

1.75

+0.26

Sortino ratio

Return per unit of downside risk

2.49

2.30

+0.19

Omega ratio

Gain probability vs. loss probability

1.39

1.35

+0.03

Calmar ratio

Return relative to maximum drawdown

2.40

2.52

-0.11

Martin ratio

Return relative to average drawdown

9.01

9.65

-0.64

QFVOX vs. SIMYX - Sharpe Ratio Comparison

The current QFVOX Sharpe Ratio is 2.01, which is comparable to the SIMYX Sharpe Ratio of 1.75. The chart below compares the historical Sharpe Ratios of QFVOX and SIMYX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


QFVOXSIMYXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.01

1.75

+0.26

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.57

0.76

-0.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

Sharpe Ratio (All Time)

Calculated using the full available price history

0.37

0.58

-0.21

Correlation

The correlation between QFVOX and SIMYX is 0.78, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

QFVOX vs. SIMYX - Dividend Comparison

QFVOX's dividend yield for the trailing twelve months is around 5.42%, more than SIMYX's 3.03% yield.


TTM20252024202320222021202020192018201720162015
QFVOX
Pear Tree Polaris Foreign Value Fund
5.42%5.66%1.95%1.88%1.43%10.11%1.58%1.14%0.98%0.60%1.02%1.58%
SIMYX
SEI Institutional Managed Trust Tax-Managed International Managed Volatility Fund
3.03%3.13%5.26%3.62%3.13%3.41%1.96%3.09%3.01%2.74%0.00%0.00%

Drawdowns

QFVOX vs. SIMYX - Drawdown Comparison

The maximum QFVOX drawdown since its inception was -70.51%, which is greater than SIMYX's maximum drawdown of -32.14%. Use the drawdown chart below to compare losses from any high point for QFVOX and SIMYX.


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Drawdown Indicators


QFVOXSIMYXDifference

Max Drawdown

Largest peak-to-trough decline

-70.51%

-32.14%

-38.37%

Max Drawdown (1Y)

Largest decline over 1 year

-11.02%

-8.55%

-2.47%

Max Drawdown (5Y)

Largest decline over 5 years

-32.90%

-25.06%

-7.84%

Max Drawdown (10Y)

Largest decline over 10 years

-45.52%

Current Drawdown

Current decline from peak

-10.54%

-7.35%

-3.19%

Average Drawdown

Average peak-to-trough decline

-15.38%

-6.14%

-9.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.21%

2.23%

+0.98%

Volatility

QFVOX vs. SIMYX - Volatility Comparison

Pear Tree Polaris Foreign Value Fund (QFVOX) has a higher volatility of 7.54% compared to SEI Institutional Managed Trust Tax-Managed International Managed Volatility Fund (SIMYX) at 4.79%. This indicates that QFVOX's price experiences larger fluctuations and is considered to be riskier than SIMYX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QFVOXSIMYXDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.54%

4.79%

+2.75%

Volatility (6M)

Calculated over the trailing 6-month period

10.62%

7.26%

+3.36%

Volatility (1Y)

Calculated over the trailing 1-year period

15.33%

12.54%

+2.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.20%

11.31%

+3.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.71%

12.24%

+4.47%