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QISIX vs. DRIOX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

QISIX vs. DRIOX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pear Tree Polaris International Opportunities Fund (QISIX) and Driehaus International Small Cap Growth Fund (DRIOX). The values are adjusted to include any dividend payments, if applicable.

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QISIX vs. DRIOX - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
QISIX
Pear Tree Polaris International Opportunities Fund
-2.49%18.14%-5.09%16.38%-19.17%3.48%13.72%18.84%
DRIOX
Driehaus International Small Cap Growth Fund
-5.42%28.93%3.15%11.96%-24.37%12.44%29.84%19.13%

Returns By Period

In the year-to-date period, QISIX achieves a -2.49% return, which is significantly higher than DRIOX's -5.42% return.


QISIX

1D
-0.77%
1M
-9.59%
YTD
-2.49%
6M
-4.04%
1Y
11.49%
3Y*
5.28%
5Y*
0.39%
10Y*

DRIOX

1D
-0.73%
1M
-14.47%
YTD
-5.42%
6M
-4.72%
1Y
21.81%
3Y*
10.80%
5Y*
2.84%
10Y*
8.60%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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QISIX vs. DRIOX - Expense Ratio Comparison

QISIX has a 1.22% expense ratio, which is higher than DRIOX's 1.16% expense ratio.


Return for Risk

QISIX vs. DRIOX — Risk / Return Rank

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

QISIX
QISIX Risk / Return Rank: 2525
Overall Rank
QISIX Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
QISIX Sortino Ratio Rank: 2424
Sortino Ratio Rank
QISIX Omega Ratio Rank: 2424
Omega Ratio Rank
QISIX Calmar Ratio Rank: 2626
Calmar Ratio Rank
QISIX Martin Ratio Rank: 2424
Martin Ratio Rank

DRIOX
DRIOX Risk / Return Rank: 5959
Overall Rank
DRIOX Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
DRIOX Sortino Ratio Rank: 6464
Sortino Ratio Rank
DRIOX Omega Ratio Rank: 5757
Omega Ratio Rank
DRIOX Calmar Ratio Rank: 5454
Calmar Ratio Rank
DRIOX Martin Ratio Rank: 5151
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.

QISIX vs. DRIOX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pear Tree Polaris International Opportunities Fund (QISIX) and Driehaus International Small Cap Growth Fund (DRIOX). 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.


QISIXDRIOXDifference

Sharpe ratio

Return per unit of total volatility

0.69

1.17

-0.48

Sortino ratio

Return per unit of downside risk

0.97

1.62

-0.65

Omega ratio

Gain probability vs. loss probability

1.14

1.22

-0.08

Calmar ratio

Return relative to maximum drawdown

0.76

1.29

-0.53

Martin ratio

Return relative to average drawdown

2.58

5.03

-2.46

QISIX vs. DRIOX - Sharpe Ratio Comparison

The current QISIX Sharpe Ratio is 0.69, which is lower than the DRIOX Sharpe Ratio of 1.17. The chart below compares the historical Sharpe Ratios of QISIX and DRIOX, 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


QISIXDRIOXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.69

1.17

-0.48

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.03

0.12

-0.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.42

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

0.34

-0.01

Correlation

The correlation between QISIX and DRIOX is 0.67, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

QISIX vs. DRIOX - Dividend Comparison

QISIX's dividend yield for the trailing twelve months is around 1.94%, more than DRIOX's 1.13% yield.


TTM20252024202320222021202020192018201720162015
QISIX
Pear Tree Polaris International Opportunities Fund
1.94%1.89%3.29%1.27%1.66%2.52%0.68%0.30%0.00%0.00%0.00%0.00%
DRIOX
Driehaus International Small Cap Growth Fund
1.13%1.06%0.51%1.16%5.94%27.01%8.26%0.77%16.19%15.63%0.00%2.72%

Drawdowns

QISIX vs. DRIOX - Drawdown Comparison

The maximum QISIX drawdown since its inception was -41.11%, smaller than the maximum DRIOX drawdown of -59.68%. Use the drawdown chart below to compare losses from any high point for QISIX and DRIOX.


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Drawdown Indicators


QISIXDRIOXDifference

Max Drawdown

Largest peak-to-trough decline

-41.11%

-59.68%

+18.57%

Max Drawdown (1Y)

Largest decline over 1 year

-10.48%

-14.47%

+3.99%

Max Drawdown (5Y)

Largest decline over 5 years

-37.79%

-47.73%

+9.94%

Max Drawdown (10Y)

Largest decline over 10 years

-47.73%

Current Drawdown

Current decline from peak

-9.78%

-14.47%

+4.69%

Average Drawdown

Average peak-to-trough decline

-12.35%

-15.41%

+3.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.21%

3.70%

-0.49%

Volatility

QISIX vs. DRIOX - Volatility Comparison

The current volatility for Pear Tree Polaris International Opportunities Fund (QISIX) is 5.98%, while Driehaus International Small Cap Growth Fund (DRIOX) has a volatility of 7.56%. This indicates that QISIX experiences smaller price fluctuations and is considered to be less risky than DRIOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QISIXDRIOXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.98%

7.56%

-1.58%

Volatility (6M)

Calculated over the trailing 6-month period

9.09%

12.07%

-2.98%

Volatility (1Y)

Calculated over the trailing 1-year period

14.16%

17.57%

-3.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.66%

23.67%

-9.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.96%

20.76%

-4.80%