SCYVX vs. USBNX
SCYVX (AB Small Cap Value Portfolio) and USBNX (Pear Tree Polaris Small Cap Fund) are both Small Cap Value Equities funds. Over the past 10 years, SCYVX returned 9.24%/yr vs 8.15%/yr for USBNX. Their correlation of 0.94 means they have usually moved in the same direction. SCYVX charges 0.92%/yr vs 1.50%/yr for USBNX.
Performance
SCYVX vs. USBNX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, SCYVX achieves a 26.52% return, which is significantly higher than USBNX's 19.37% return. Over the past 10 years, SCYVX has outperformed USBNX with an annualized return of 9.24%, while USBNX has yielded a comparatively lower 8.15% annualized return.
SCYVX
- 1D
- 0.28%
- 1M
- -0.94%
- 6M
- 15.79%
- YTD
- 26.52%
- 1Y
- 36.15%
- 3Y*
- 12.92%
- 5Y*
- 6.37%
- 10Y*
- 9.24%
- ALL TIME*
- 8.62%
USBNX
- 1D
- -0.07%
- 1M
- 1.99%
- 6M
- 11.44%
- YTD
- 19.37%
- 1Y
- 30.59%
- 3Y*
- 13.45%
- 5Y*
- 8.18%
- 10Y*
- 8.15%
- ALL TIME*
- 8.67%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $0.00 | $0.00 | $0.00 |
SCYVX vs. USBNX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SCYVX AB Small Cap Value Portfolio | 26.52% | -0.02% | 11.46% | 7.82% | -16.68% | 35.56% | 3.45% | 25.72% | -16.43% | 8.97% |
USBNX Pear Tree Polaris Small Cap Fund | 19.37% | 8.02% | 8.64% | 12.83% | -5.09% | 15.35% | -4.77% | 23.53% | -11.05% | 6.42% |
Correlation
The correlation between SCYVX and USBNX is 0.89, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.89 |
Correlation (3Y) Balances recent behavior with more history. | 0.94 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.95 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.95 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2015 | 0.94 |
The correlation between SCYVX and USBNX has been stable across timeframes, ranging from 0.89 to 0.95 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
SCYVX vs. USBNX — Risk / Return Rank
SCYVX
USBNX
SCYVX vs. USBNX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AB Small Cap Value Portfolio (SCYVX) and Pear Tree Polaris Small Cap Fund (USBNX). 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.
| SCYVX | USBNX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.03 | ||
| Sortino ratioReturn per unit of downside risk | -0.16 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.36 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 3.78 | 3.10 | +0.68 |
| Martin ratioReturn relative to average drawdown | 11.63 | 9.86 | +1.76 |
Loading charts...
Drawdowns
SCYVX vs. USBNX - Drawdown Comparison
The maximum SCYVX drawdown since its inception was -47.74%, smaller than the maximum USBNX drawdown of -64.40%. Use the drawdown chart below to compare losses from any high point for SCYVX and USBNX.
Loading charts...
Drawdown Indicators
| SCYVX | USBNX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.74% | -64.40% | +16.66% |
Max Drawdown (1Y)Largest decline over 1 year | -8.71% | -9.19% | +0.48% |
Max Drawdown (3Y)Largest decline over 3 years | -27.12% | -21.56% | -5.56% |
Max Drawdown (5Y)Largest decline over 5 years | -29.12% | -26.01% | -3.11% |
Max Drawdown (10Y)Largest decline over 10 years | -47.74% | -46.96% | -0.78% |
Current DrawdownCurrent decline from peak | -2.19% | -1.16% | -1.03% |
Average DrawdownAverage peak-to-trough decline | -9.34% | -13.57% | +4.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.83% | 2.90% | -0.07% |
Volatility
SCYVX vs. USBNX - Volatility Comparison
AB Small Cap Value Portfolio (SCYVX) has a higher volatility of 3.53% compared to Pear Tree Polaris Small Cap Fund (USBNX) at 3.33%. This indicates that SCYVX's price experiences larger fluctuations and is considered to be riskier than USBNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| SCYVX | USBNX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.53% | 3.33% | +0.20% |
Volatility (6M)Calculated over the trailing 6-month period | 10.96% | 8.96% | +2.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.86% | 14.36% | +2.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.51% | 18.59% | +2.92% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.89% | 21.58% | +2.31% |
SCYVX vs. USBNX - Expense Ratio Comparison
SCYVX has a 0.92% expense ratio, which is lower than USBNX's 1.50% expense ratio.
Dividends
SCYVX vs. USBNX - Dividend Comparison
SCYVX's dividend yield for the trailing twelve months is around 3.85%, less than USBNX's 11.57% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SCYVX AB Small Cap Value Portfolio | 3.85% | 4.87% | 4.23% | 0.52% | 5.15% | 7.39% | 0.55% | 5.37% | 6.44% | 5.67% | 0.54% | 0.52% |
USBNX Pear Tree Polaris Small Cap Fund | 11.57% | 13.81% | 3.27% | 0.86% | 10.05% | 0.75% | 0.68% | 7.91% | 8.39% | 6.21% | 1.17% | 7.39% |
Frequently Asked Questions
SCYVX and USBNX have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SCYVX has higher volatility (3.53%) compared to USBNX (3.33%). In terms of maximum drawdown, SCYVX dropped -47.74% vs USBNX's -64.40%.
USBNX currently has the higher Sharpe Ratio (1.99 vs 1.96), 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.
Find the right allocation for SCYVX and USBNX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer