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QISIX vs. RYIPX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

QISIX vs. RYIPX - Performance Comparison

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

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QISIX vs. RYIPX - 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%
RYIPX
Royce International Premier Fund
-9.99%9.37%-7.37%7.68%-27.27%5.77%15.74%23.76%

Returns By Period

In the year-to-date period, QISIX achieves a -2.49% return, which is significantly higher than RYIPX's -9.99% return.


QISIX

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

RYIPX

1D
-0.43%
1M
-10.69%
YTD
-9.99%
6M
-13.08%
1Y
-1.35%
3Y*
-2.90%
5Y*
-4.98%
10Y*
3.74%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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QISIX vs. RYIPX - Expense Ratio Comparison

QISIX has a 1.22% expense ratio, which is lower than RYIPX's 1.44% expense ratio.


Return for Risk

QISIX vs. RYIPX — 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

RYIPX
RYIPX Risk / Return Rank: 33
Overall Rank
RYIPX Sharpe Ratio Rank: 33
Sharpe Ratio Rank
RYIPX Sortino Ratio Rank: 33
Sortino Ratio Rank
RYIPX Omega Ratio Rank: 33
Omega Ratio Rank
RYIPX Calmar Ratio Rank: 44
Calmar Ratio Rank
RYIPX Martin Ratio Rank: 44
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. RYIPX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pear Tree Polaris International Opportunities Fund (QISIX) and Royce International Premier Fund (RYIPX). 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.


QISIXRYIPXDifference

Sharpe ratio

Return per unit of total volatility

0.69

-0.17

+0.86

Sortino ratio

Return per unit of downside risk

0.97

-0.13

+1.10

Omega ratio

Gain probability vs. loss probability

1.14

0.98

+0.16

Calmar ratio

Return relative to maximum drawdown

0.76

-0.21

+0.96

Martin ratio

Return relative to average drawdown

2.58

-0.56

+3.14

QISIX vs. RYIPX - Sharpe Ratio Comparison

The current QISIX Sharpe Ratio is 0.69, which is higher than the RYIPX Sharpe Ratio of -0.17. The chart below compares the historical Sharpe Ratios of QISIX and RYIPX, 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


QISIXRYIPXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.69

-0.17

+0.86

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.03

-0.33

+0.35

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.25

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

0.28

+0.05

Correlation

The correlation between QISIX and RYIPX is 0.71, 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

QISIX vs. RYIPX - Dividend Comparison

QISIX's dividend yield for the trailing twelve months is around 1.94%, more than RYIPX's 0.88% 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%
RYIPX
Royce International Premier Fund
0.88%0.79%4.10%2.18%3.18%4.51%0.00%0.20%0.00%0.71%2.40%2.61%

Drawdowns

QISIX vs. RYIPX - Drawdown Comparison

The maximum QISIX drawdown since its inception was -41.11%, roughly equal to the maximum RYIPX drawdown of -42.14%. Use the drawdown chart below to compare losses from any high point for QISIX and RYIPX.


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Drawdown Indicators


QISIXRYIPXDifference

Max Drawdown

Largest peak-to-trough decline

-41.11%

-42.14%

+1.03%

Max Drawdown (1Y)

Largest decline over 1 year

-10.48%

-16.68%

+6.20%

Max Drawdown (5Y)

Largest decline over 5 years

-37.79%

-42.14%

+4.35%

Max Drawdown (10Y)

Largest decline over 10 years

-42.14%

Current Drawdown

Current decline from peak

-9.78%

-34.81%

+25.03%

Average Drawdown

Average peak-to-trough decline

-12.35%

-12.18%

-0.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.21%

6.17%

-2.96%

Volatility

QISIX vs. RYIPX - Volatility Comparison

Pear Tree Polaris International Opportunities Fund (QISIX) has a higher volatility of 5.98% compared to Royce International Premier Fund (RYIPX) at 5.39%. This indicates that QISIX's price experiences larger fluctuations and is considered to be riskier than RYIPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QISIXRYIPXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.98%

5.39%

+0.59%

Volatility (6M)

Calculated over the trailing 6-month period

9.09%

9.16%

-0.07%

Volatility (1Y)

Calculated over the trailing 1-year period

14.16%

13.55%

+0.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.66%

15.28%

-0.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.96%

15.12%

+0.84%