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QUSIX vs. QQQ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between QUSIX and QQQ is 0.34, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.3

Performance

QUSIX vs. QQQ - 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 Invesco QQQ (QQQ). The values are adjusted to include any dividend payments, if applicable.

200.00%400.00%600.00%800.00%1,000.00%1,200.00%JulyAugustSeptemberOctoberNovemberDecember
171.95%
1,125.60%
QUSIX
QQQ

Key characteristics

Sharpe Ratio

QUSIX:

-0.28

QQQ:

1.64

Sortino Ratio

QUSIX:

-0.28

QQQ:

2.19

Omega Ratio

QUSIX:

0.96

QQQ:

1.30

Calmar Ratio

QUSIX:

-0.27

QQQ:

2.16

Martin Ratio

QUSIX:

-0.88

QQQ:

7.79

Ulcer Index

QUSIX:

4.37%

QQQ:

3.76%

Daily Std Dev

QUSIX:

13.51%

QQQ:

17.85%

Max Drawdown

QUSIX:

-54.63%

QQQ:

-82.98%

Current Drawdown

QUSIX:

-13.80%

QQQ:

-3.63%

Returns By Period

In the year-to-date period, QUSIX achieves a -5.61% return, which is significantly lower than QQQ's 27.20% return. Over the past 10 years, QUSIX has underperformed QQQ with an annualized return of 4.61%, while QQQ has yielded a comparatively higher 18.36% annualized return.


QUSIX

YTD

-5.61%

1M

-4.39%

6M

-8.07%

1Y

-3.65%

5Y*

3.47%

10Y*

4.61%

QQQ

YTD

27.20%

1M

3.08%

6M

8.34%

1Y

27.81%

5Y*

20.44%

10Y*

18.36%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


QUSIX vs. QQQ - Expense Ratio Comparison

QUSIX has a 1.05% expense ratio, which is higher than QQQ's 0.20% expense ratio.


QUSIX
Pear Tree Polaris Foreign Value Small Cap Fund
Expense ratio chart for QUSIX: current value at 1.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.05%
Expense ratio chart for QQQ: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%

Risk-Adjusted Performance

QUSIX vs. QQQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Pear Tree Polaris Foreign Value Small Cap Fund (QUSIX) and Invesco QQQ (QQQ). 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.


Sharpe ratio
The chart of Sharpe ratio for QUSIX, currently valued at -0.28, compared to the broader market-1.000.001.002.003.004.00-0.281.64
The chart of Sortino ratio for QUSIX, currently valued at -0.28, compared to the broader market-2.000.002.004.006.008.0010.00-0.282.19
The chart of Omega ratio for QUSIX, currently valued at 0.96, compared to the broader market0.501.001.502.002.503.003.500.961.30
The chart of Calmar ratio for QUSIX, currently valued at -0.27, compared to the broader market0.002.004.006.008.0010.0012.0014.00-0.272.16
The chart of Martin ratio for QUSIX, currently valued at -0.88, compared to the broader market0.0020.0040.0060.00-0.887.79
QUSIX
QQQ

The current QUSIX Sharpe Ratio is -0.28, which is lower than the QQQ Sharpe Ratio of 1.64. The chart below compares the historical Sharpe Ratios of QUSIX and QQQ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
-0.28
1.64
QUSIX
QQQ

Dividends

QUSIX vs. QQQ - Dividend Comparison

QUSIX has not paid dividends to shareholders, while QQQ's dividend yield for the trailing twelve months is around 0.43%.


TTM20232022202120202019201820172016201520142013
QUSIX
Pear Tree Polaris Foreign Value Small Cap Fund
0.00%2.49%4.90%1.24%3.89%2.96%2.48%2.12%1.40%1.78%1.43%1.28%
QQQ
Invesco QQQ
0.43%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%1.02%

Drawdowns

QUSIX vs. QQQ - Drawdown Comparison

The maximum QUSIX drawdown since its inception was -54.63%, smaller than the maximum QQQ drawdown of -82.98%. Use the drawdown chart below to compare losses from any high point for QUSIX and QQQ. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-13.80%
-3.63%
QUSIX
QQQ

Volatility

QUSIX vs. QQQ - Volatility Comparison

Pear Tree Polaris Foreign Value Small Cap Fund (QUSIX) and Invesco QQQ (QQQ) have volatilities of 5.08% and 5.29%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%9.00%JulyAugustSeptemberOctoberNovemberDecember
5.08%
5.29%
QUSIX
QQQ
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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