QUSIX vs. QQQ
Compare and contrast key facts about Pear Tree Polaris Foreign Value Small Cap Fund (QUSIX) and Invesco QQQ (QQQ).
QUSIX is managed by Pear Tree Funds. It was launched on Apr 30, 2008. QQQ is a passively managed fund by Invesco that tracks the performance of the NASDAQ-100 Index. It was launched on Mar 10, 1999.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: QUSIX or QQQ.
Performance
QUSIX vs. QQQ - Performance Comparison
Returns By Period
In the year-to-date period, QUSIX achieves a -1.28% return, which is significantly lower than QQQ's 23.40% return. Over the past 10 years, QUSIX has underperformed QQQ with an annualized return of 5.03%, while QQQ has yielded a comparatively higher 18.08% annualized return.
QUSIX
-1.28%
-5.49%
-6.80%
6.99%
5.65%
5.03%
QQQ
23.40%
1.56%
10.75%
30.41%
20.90%
18.08%
Key characteristics
| QUSIX | QQQ | |
|---|---|---|
| Sharpe Ratio | 0.46 | 1.71 |
| Sortino Ratio | 0.76 | 2.29 |
| Omega Ratio | 1.10 | 1.31 |
| Calmar Ratio | 0.60 | 2.19 |
| Martin Ratio | 2.00 | 7.95 |
| Ulcer Index | 3.34% | 3.73% |
| Daily Std Dev | 14.58% | 17.38% |
| Max Drawdown | -54.63% | -82.98% |
| Current Drawdown | -9.84% | -2.13% |
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QUSIX vs. QQQ - Expense Ratio Comparison
QUSIX has a 1.05% expense ratio, which is higher than QQQ's 0.20% expense ratio.
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.
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.
Dividends
QUSIX vs. QQQ - Dividend Comparison
QUSIX's dividend yield for the trailing twelve months is around 2.52%, more than QQQ's 0.60% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
QUSIX Pear Tree Polaris Foreign Value Small Cap Fund | 2.52% | 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 | 0.60% | 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.
Volatility
QUSIX vs. QQQ - Volatility Comparison
The current volatility for Pear Tree Polaris Foreign Value Small Cap Fund (QUSIX) is 3.48%, while Invesco QQQ (QQQ) has a volatility of 5.66%. This indicates that QUSIX experiences smaller price fluctuations and is considered to be less risky than QQQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.