STSEX vs. USBOX
Compare and contrast key facts about BlackRock Exchange Portfolio (STSEX) and Pear Tree Quality Fund (USBOX).
STSEX is managed by Blackrock. It was launched on Dec 17, 1976. USBOX is managed by Pear Tree Funds. It was launched on May 6, 1985.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: STSEX or USBOX.
Key characteristics
| STSEX | USBOX | |
|---|---|---|
| YTD Return | 19.06% | 18.98% |
| 1Y Return | 26.54% | 28.55% |
| 3Y Return (Ann) | 13.48% | 11.24% |
| 5Y Return (Ann) | 16.15% | 16.35% |
| 10Y Return (Ann) | 12.06% | 13.87% |
| Sharpe Ratio | 2.53 | 2.43 |
| Daily Std Dev | 10.43% | 11.78% |
| Max Drawdown | -49.89% | -71.83% |
| Current Drawdown | 0.00% | -0.32% |
Correlation
The correlation between STSEX and USBOX is 0.89, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
STSEX vs. USBOX - Performance Comparison
The year-to-date returns for both stocks are quite close, with STSEX having a 19.06% return and USBOX slightly lower at 18.98%. Over the past 10 years, STSEX has underperformed USBOX with an annualized return of 12.06%, while USBOX has yielded a comparatively higher 13.87% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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STSEX vs. USBOX - Expense Ratio Comparison
STSEX has a 0.81% expense ratio, which is lower than USBOX's 1.16% expense ratio.
Risk-Adjusted Performance
STSEX vs. USBOX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for BlackRock Exchange Portfolio (STSEX) and Pear Tree Quality Fund (USBOX). 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
STSEX vs. USBOX - Dividend Comparison
STSEX's dividend yield for the trailing twelve months is around 0.90%, less than USBOX's 3.67% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
STSEX BlackRock Exchange Portfolio | 0.90% | 1.07% | 1.22% | 1.01% | 1.33% | 1.40% | 1.73% | 1.67% | 1.95% | 1.94% | 2.44% | 1.65% |
USBOX Pear Tree Quality Fund | 3.67% | 4.37% | 14.55% | 10.71% | 7.47% | 19.65% | 15.43% | 6.92% | 6.19% | 12.85% | 12.69% | 1.04% |
Drawdowns
STSEX vs. USBOX - Drawdown Comparison
The maximum STSEX drawdown since its inception was -49.89%, smaller than the maximum USBOX drawdown of -71.83%. Use the drawdown chart below to compare losses from any high point for STSEX and USBOX. For additional features, visit the drawdowns tool.
Volatility
STSEX vs. USBOX - Volatility Comparison
The current volatility for BlackRock Exchange Portfolio (STSEX) is 2.71%, while Pear Tree Quality Fund (USBOX) has a volatility of 3.20%. This indicates that STSEX experiences smaller price fluctuations and is considered to be less risky than USBOX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.