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QUSIX vs. DFVQX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

QUSIX vs. DFVQX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pear Tree Polaris Foreign Value Small Cap Fund (QUSIX) and DFA International Vector Equity Portfolio (DFVQX). The values are adjusted to include any dividend payments, if applicable.

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QUSIX vs. DFVQX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
QUSIX
Pear Tree Polaris Foreign Value Small Cap Fund
-3.72%26.42%-1.98%21.28%-17.13%15.56%6.67%20.71%-18.81%33.46%
DFVQX
DFA International Vector Equity Portfolio
0.91%38.02%4.55%17.05%-12.54%15.01%6.10%20.87%-19.03%27.51%

Returns By Period

In the year-to-date period, QUSIX achieves a -3.72% return, which is significantly lower than DFVQX's 0.91% return. Over the past 10 years, QUSIX has underperformed DFVQX with an annualized return of 7.43%, while DFVQX has yielded a comparatively higher 9.38% annualized return.


QUSIX

1D
-0.45%
1M
-12.04%
YTD
-3.72%
6M
-4.06%
1Y
15.88%
3Y*
10.53%
5Y*
4.52%
10Y*
7.43%

DFVQX

1D
-0.03%
1M
-10.37%
YTD
0.91%
6M
6.52%
1Y
29.67%
3Y*
16.78%
5Y*
9.77%
10Y*
9.38%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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QUSIX vs. DFVQX - Expense Ratio Comparison

QUSIX has a 1.05% expense ratio, which is higher than DFVQX's 0.36% expense ratio.


Return for Risk

QUSIX vs. DFVQX — Risk / Return Rank

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

QUSIX
QUSIX Risk / Return Rank: 4444
Overall Rank
QUSIX Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
QUSIX Sortino Ratio Rank: 4848
Sortino Ratio Rank
QUSIX Omega Ratio Rank: 5050
Omega Ratio Rank
QUSIX Calmar Ratio Rank: 4040
Calmar Ratio Rank
QUSIX Martin Ratio Rank: 3131
Martin Ratio Rank

DFVQX
DFVQX Risk / Return Rank: 8888
Overall Rank
DFVQX Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
DFVQX Sortino Ratio Rank: 8888
Sortino Ratio Rank
DFVQX Omega Ratio Rank: 8787
Omega Ratio Rank
DFVQX Calmar Ratio Rank: 8686
Calmar Ratio Rank
DFVQX Martin Ratio Rank: 8787
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.

QUSIX vs. DFVQX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pear Tree Polaris Foreign Value Small Cap Fund (QUSIX) and DFA International Vector Equity Portfolio (DFVQX). 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.


QUSIXDFVQXDifference

Sharpe ratio

Return per unit of total volatility

0.99

1.86

-0.87

Sortino ratio

Return per unit of downside risk

1.36

2.41

-1.05

Omega ratio

Gain probability vs. loss probability

1.20

1.37

-0.17

Calmar ratio

Return relative to maximum drawdown

1.05

2.21

-1.17

Martin ratio

Return relative to average drawdown

3.32

9.17

-5.85

QUSIX vs. DFVQX - Sharpe Ratio Comparison

The current QUSIX Sharpe Ratio is 0.99, which is lower than the DFVQX Sharpe Ratio of 1.86. The chart below compares the historical Sharpe Ratios of QUSIX and DFVQX, 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


QUSIXDFVQXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.99

1.86

-0.87

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.32

0.63

-0.31

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

0.57

-0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.76

0.57

+0.19

Correlation

The correlation between QUSIX and DFVQX is 0.65, 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

QUSIX vs. DFVQX - Dividend Comparison

QUSIX's dividend yield for the trailing twelve months is around 3.03%, less than DFVQX's 3.22% yield.


TTM20252024202320222021202020192018201720162015
QUSIX
Pear Tree Polaris Foreign Value Small Cap Fund
3.03%2.92%3.28%2.48%4.90%2.43%3.89%2.96%5.09%3.00%2.06%2.20%
DFVQX
DFA International Vector Equity Portfolio
3.22%3.06%3.56%3.47%2.73%4.76%1.79%2.68%5.96%1.81%2.15%2.77%

Drawdowns

QUSIX vs. DFVQX - Drawdown Comparison

The maximum QUSIX drawdown since its inception was -42.87%, roughly equal to the maximum DFVQX drawdown of -44.58%. Use the drawdown chart below to compare losses from any high point for QUSIX and DFVQX.


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Drawdown Indicators


QUSIXDFVQXDifference

Max Drawdown

Largest peak-to-trough decline

-42.87%

-44.58%

+1.71%

Max Drawdown (1Y)

Largest decline over 1 year

-12.09%

-10.98%

-1.11%

Max Drawdown (5Y)

Largest decline over 5 years

-32.21%

-28.33%

-3.88%

Max Drawdown (10Y)

Largest decline over 10 years

-42.87%

-44.58%

+1.71%

Current Drawdown

Current decline from peak

-12.09%

-10.37%

-1.72%

Average Drawdown

Average peak-to-trough decline

-8.54%

-7.92%

-0.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.80%

2.85%

+0.95%

Volatility

QUSIX vs. DFVQX - Volatility Comparison

The current volatility for Pear Tree Polaris Foreign Value Small Cap Fund (QUSIX) is 5.40%, while DFA International Vector Equity Portfolio (DFVQX) has a volatility of 6.20%. This indicates that QUSIX experiences smaller price fluctuations and is considered to be less risky than DFVQX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QUSIXDFVQXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.40%

6.20%

-0.80%

Volatility (6M)

Calculated over the trailing 6-month period

9.11%

9.84%

-0.73%

Volatility (1Y)

Calculated over the trailing 1-year period

14.44%

15.48%

-1.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.19%

15.52%

-1.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.29%

16.48%

-2.19%