QUSIX vs. YASLX

Last updated Aug 4, 2026

QUSIX (Pear Tree Polaris Foreign Value Small Cap Fund) and YASLX (AMG Yacktman Special Opportunities Fund) are both Foreign Small & Mid Cap Equities funds. Over the past 10 years, QUSIX returned 8.28%/yr vs 10.66%/yr for YASLX. Their 0.54 correlation means they have sometimes moved together and sometimes differently. QUSIX charges 1.05%/yr vs 1.86%/yr for YASLX.

Performance

QUSIX vs. YASLX - 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 AMG Yacktman Special Opportunities Fund (YASLX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, QUSIX achieves a 7.22% return, which is significantly lower than YASLX's 17.51% return. Over the past 10 years, QUSIX has underperformed YASLX with an annualized return of 8.28%, while YASLX has yielded a comparatively higher 10.66% annualized return.

QUSIX

• 1D: 0.05%
• 1M: 3.92%
• 6M: 2.78%
• YTD: 7.22%
• 1Y: 11.51%
• 3Y*: 11.92%
• 5Y*: 5.56%
• 10Y*: 8.28%
• ALL TIME*: 11.22%

YASLX

• 1D: 0.00%
• 1M: 3.32%
• 6M: 9.25%
• YTD: 17.51%
• 1Y: 17.62%
• 3Y*: 10.77%
• 5Y*: 4.91%
• 10Y*: 10.66%
• ALL TIME*: 8.87%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
QUSIX Pear Tree Polaris Foreign Value Small Cap Fund	$0.00	$0.00	$0.00
YASLX AMG Yacktman Special Opportunities Fund	$0.00	$0.00	$0.00

QUSIX vs. YASLX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
QUSIX Pear Tree Polaris Foreign Value Small Cap Fund	7.22%	26.42%	-1.98%	21.28%	-17.13%	15.56%	6.67%	20.71%	-18.81%	33.46%
YASLX AMG Yacktman Special Opportunities Fund	17.51%	6.27%	11.23%	3.65%	-13.59%	24.45%	12.82%	17.07%	-10.15%	34.85%

Correlation

The correlation between QUSIX and YASLX is 0.42, which is low. Their historical price movements had little consistent relationship.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.42
Correlation (3Y) Balances recent behavior with more history.	0.50
Correlation (5Y) Shows whether the relationship held over a longer period.	0.56
Correlation (10Y) Provides a long-term view across more market conditions.	0.54
Correlation (All Time) Calculated using the full available price history since Jan 2, 2015	0.54

The correlation between QUSIX and YASLX shifts across timeframes, from 0.42 (1 year) to 0.56 (5 years), reflecting how their relationship changes across market environments.

Return for Risk

QUSIX vs. YASLX — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

QUSIX

QUSIX Risk / Return Rank: 20
QUSIX Sharpe Ratio Rank: 21
QUSIX Sortino Ratio Rank: 23
QUSIX Omega Ratio Rank: 23
QUSIX Calmar Ratio Rank: 17
QUSIX Martin Ratio Rank: 15

YASLX

YASLX Risk / Return Rank: 50
YASLX Sharpe Ratio Rank: 62
YASLX Sortino Ratio Rank: 55
YASLX Omega Ratio Rank: 63
YASLX Calmar Ratio Rank: 39
YASLX Martin Ratio Rank: 31

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

QUSIX vs. YASLX - 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 AMG Yacktman Special Opportunities Fund (YASLX). 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.

	QUSIX	YASLX	Difference
Sharpe ratio: Return per unit of total volatility	0.84	1.62	-0.77
Sortino ratio: Return per unit of downside risk	1.31	2.20	-0.90
Omega ratio: Gain probability vs. loss probability	1.16	1.30	-0.14
Calmar ratio: Return relative to maximum drawdown	0.89	1.75	-0.86
Martin ratio: Return relative to average drawdown	2.22	4.88	-2.65

QUSIX vs. YASLX - Sharpe Ratio Comparison

The current QUSIX Sharpe Ratio is 0.84, which is lower than the YASLX Sharpe Ratio of 1.62. The chart below compares the historical Sharpe Ratios of QUSIX and YASLX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

QUSIX vs. YASLX - Drawdown Comparison

The maximum QUSIX drawdown since its inception was -42.87%, which is greater than YASLX's maximum drawdown of -38.91%. Use the drawdown chart below to compare losses from any high point for QUSIX and YASLX.

Drawdown Indicators

	QUSIX	YASLX	Difference
Max Drawdown Largest peak-to-trough decline	-42.87%	-38.91%	-3.96%
Max Drawdown (1Y) Largest decline over 1 year	-12.09%	-10.18%	-1.91%
Max Drawdown (3Y) Largest decline over 3 years	-14.33%	-16.65%	+2.32%
Max Drawdown (5Y) Largest decline over 5 years	-32.21%	-27.74%	-4.47%
Max Drawdown (10Y) Largest decline over 10 years	-42.87%	-38.91%	-3.96%
Current Drawdown Current decline from peak	-2.10%	-0.23%	-1.87%
Average Drawdown Average peak-to-trough decline	-8.48%	-8.13%	-0.35%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.83%	3.64%	+1.19%

Volatility

QUSIX vs. YASLX - Volatility Comparison

Pear Tree Polaris Foreign Value Small Cap Fund (QUSIX) has a higher volatility of 2.92% compared to AMG Yacktman Special Opportunities Fund (YASLX) at 2.37%. This indicates that QUSIX's price experiences larger fluctuations and is considered to be riskier than YASLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	QUSIX	YASLX	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.92%	2.37%	+0.55%
Volatility (6M) Calculated over the trailing 6-month period	10.68%	7.33%	+3.35%
Volatility (1Y) Calculated over the trailing 1-year period	12.81%	11.04%	+1.77%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.36%	16.26%	-1.90%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.08%	14.97%	-0.89%

QUSIX vs. YASLX - Expense Ratio Comparison

QUSIX has a 1.05% expense ratio, which is lower than YASLX's 1.86% expense ratio.

Dividends

QUSIX vs. YASLX - Dividend Comparison

QUSIX's dividend yield for the trailing twelve months is around 2.72%, while YASLX has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
QUSIX Pear Tree Polaris Foreign Value Small Cap Fund	2.72%	2.92%	3.28%	2.48%	4.90%	2.43%	3.89%	2.96%	5.09%	3.00%	2.06%	2.20%
YASLX AMG Yacktman Special Opportunities Fund	0.00%	0.00%	15.82%	8.97%	0.94%	3.85%	2.62%	12.95%	9.89%	4.86%	3.28%	4.59%

Frequently Asked Questions

Can I hold both QUSIX and YASLX in my portfolio?

QUSIX and YASLX have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, QUSIX or YASLX?

QUSIX has higher volatility (2.92%) compared to YASLX (2.37%). In terms of maximum drawdown, QUSIX dropped -42.87% vs YASLX's -38.91%.

Which has better risk-adjusted returns?

YASLX currently has the higher Sharpe Ratio (1.62 vs 0.84), 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.