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QUSIX vs. PURZX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QUSIX vs. PURZX - 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 PGIM Global Real Estate Fund (PURZX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, QUSIX achieves a 2.57% return, which is significantly lower than PURZX's 10.30% return. Over the past 10 years, QUSIX has outperformed PURZX with an annualized return of 8.27%, while PURZX has yielded a comparatively lower 4.49% annualized return.


QUSIX

1D
-0.53%
1M
-0.74%
YTD
2.57%
6M
3.19%
1Y
9.52%
3Y*
12.54%
5Y*
4.80%
10Y*
8.27%

PURZX

1D
0.81%
1M
-0.53%
YTD
10.30%
6M
10.40%
1Y
12.60%
3Y*
11.84%
5Y*
2.14%
10Y*
4.49%
*Multi-year figures are annualized to reflect compound growth (CAGR)

QUSIX vs. PURZX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
QUSIX
Pear Tree Polaris Foreign Value Small Cap Fund
2.57%26.42%-1.98%21.28%-17.13%15.56%6.67%20.71%-18.81%33.46%
PURZX
PGIM Global Real Estate Fund
10.30%9.22%3.64%11.24%-26.73%27.91%-4.39%20.60%-5.32%10.36%

Correlation

The correlation between QUSIX and PURZX is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.40

Correlation (3Y)
Calculated over the trailing 3-year period

0.43

Correlation (5Y)
Calculated over the trailing 5-year period

0.47

Correlation (10Y)
Calculated over the trailing 10-year period

0.41

Correlation (All Time)
Calculated using the full available price history since Jan 2, 2009

0.44

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Return for Risk

QUSIX vs. PURZX — Risk / Return Rank

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

QUSIX
QUSIX Risk / Return Rank: 99
Overall Rank
QUSIX Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
QUSIX Sortino Ratio Rank: 1010
Sortino Ratio Rank
QUSIX Omega Ratio Rank: 1010
Omega Ratio Rank
QUSIX Calmar Ratio Rank: 99
Calmar Ratio Rank
QUSIX Martin Ratio Rank: 88
Martin Ratio Rank

PURZX
PURZX Risk / Return Rank: 1919
Overall Rank
PURZX Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
PURZX Sortino Ratio Rank: 1717
Sortino Ratio Rank
PURZX Omega Ratio Rank: 1818
Omega Ratio Rank
PURZX Calmar Ratio Rank: 1717
Calmar Ratio Rank
PURZX Martin Ratio Rank: 2323
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. PURZX - 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 PGIM Global Real Estate Fund (PURZX). 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.


QUSIXPURZXDifference
Sharpe ratioReturn per unit of total volatility

-0.39

Sortino ratioReturn per unit of downside risk

-0.41

Omega ratioGain probability vs. loss probability

1.14

1.21

-0.06

Calmar ratioReturn relative to maximum drawdown

0.79

1.39

-0.60

Martin ratioReturn relative to average drawdown

2.12

5.04

-2.92

QUSIX vs. PURZX - Sharpe Ratio Comparison

The current QUSIX Sharpe Ratio is 0.75, which is lower than the PURZX Sharpe Ratio of 1.14. The chart below compares the historical Sharpe Ratios of QUSIX and PURZX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

QUSIX vs. PURZX - Drawdown Comparison

The maximum QUSIX drawdown since its inception was -42.87%, smaller than the maximum PURZX drawdown of -69.49%. Use the drawdown chart below to compare losses from any high point for QUSIX and PURZX.


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Drawdown Indicators


QUSIXPURZXDifference

Max Drawdown

Largest peak-to-trough decline

-42.87%

-69.49%

+26.62%

Max Drawdown (1Y)

Largest decline over 1 year

-12.09%

-10.16%

-1.93%

Max Drawdown (3Y)

Largest decline over 3 years

-14.33%

-18.57%

+4.24%

Max Drawdown (5Y)

Largest decline over 5 years

-32.21%

-34.80%

+2.59%

Max Drawdown (10Y)

Largest decline over 10 years

-42.87%

-41.05%

-1.82%

Current Drawdown

Current decline from peak

-6.34%

-2.30%

-4.04%

Average Drawdown

Average peak-to-trough decline

-8.50%

-11.97%

+3.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.49%

2.79%

+1.70%

Volatility

QUSIX vs. PURZX - Volatility Comparison

The current volatility for Pear Tree Polaris Foreign Value Small Cap Fund (QUSIX) is 3.52%, while PGIM Global Real Estate Fund (PURZX) has a volatility of 4.05%. This indicates that QUSIX experiences smaller price fluctuations and is considered to be less risky than PURZX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QUSIXPURZXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.52%

4.05%

-0.53%

Volatility (6M)

Calculated over the trailing 6-month period

10.50%

9.55%

+0.95%

Volatility (1Y)

Calculated over the trailing 1-year period

12.86%

12.44%

+0.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.39%

16.35%

-1.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.32%

17.30%

-2.98%

QUSIX vs. PURZX - Expense Ratio Comparison

QUSIX has a 1.05% expense ratio, which is higher than PURZX's 0.93% expense ratio.


Dividends

QUSIX vs. PURZX - Dividend Comparison

QUSIX's dividend yield for the trailing twelve months is around 2.85%, more than PURZX's 2.71% yield.


PositionTTM20252024202320222021202020192018201720162015
PURZX
PGIM Global Real Estate Fund
2.71%2.85%2.68%2.27%2.22%16.92%1.71%10.18%4.22%3.93%4.67%3.45%
QUSIX
Pear Tree Polaris Foreign Value Small Cap Fund
2.85%2.92%3.28%2.48%4.90%2.43%3.89%2.96%5.09%3.00%2.06%2.20%

Frequently Asked Questions


QUSIX and PURZX 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.

PURZX has higher volatility (4.05%) compared to QUSIX (3.52%). In terms of maximum drawdown, QUSIX dropped -42.87% vs PURZX's -69.49%.

PURZX currently has the higher Sharpe Ratio (1.14 vs 0.75), 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.

Portfolio Optimizer

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