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USBNX vs. CSMIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

USBNX vs. CSMIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pear Tree Polaris Small Cap Fund (USBNX) and Columbia Small Cap Value Fund I (CSMIX). The values are adjusted to include any dividend payments, if applicable.

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USBNX vs. CSMIX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
USBNX
Pear Tree Polaris Small Cap Fund
1.48%8.02%8.64%12.83%-5.09%15.35%-4.77%23.53%-11.05%6.42%
CSMIX
Columbia Small Cap Value Fund I
-1.68%14.65%8.66%21.42%-8.87%28.95%7.82%21.01%-18.37%13.77%

Returns By Period

In the year-to-date period, USBNX achieves a 1.48% return, which is significantly higher than CSMIX's -1.68% return. Over the past 10 years, USBNX has underperformed CSMIX with an annualized return of 7.19%, while CSMIX has yielded a comparatively higher 10.52% annualized return.


USBNX

1D
-0.11%
1M
-4.33%
YTD
1.48%
6M
3.96%
1Y
12.79%
3Y*
10.45%
5Y*
4.46%
10Y*
7.19%

CSMIX

1D
-0.09%
1M
-7.18%
YTD
-1.68%
6M
2.47%
1Y
22.20%
3Y*
13.53%
5Y*
7.44%
10Y*
10.52%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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USBNX vs. CSMIX - Expense Ratio Comparison

USBNX has a 1.50% expense ratio, which is higher than CSMIX's 1.26% expense ratio.


Return for Risk

USBNX vs. CSMIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

USBNX
USBNX Risk / Return Rank: 3030
Overall Rank
USBNX Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
USBNX Sortino Ratio Rank: 3131
Sortino Ratio Rank
USBNX Omega Ratio Rank: 2727
Omega Ratio Rank
USBNX Calmar Ratio Rank: 3333
Calmar Ratio Rank
USBNX Martin Ratio Rank: 2828
Martin Ratio Rank

CSMIX
CSMIX Risk / Return Rank: 5151
Overall Rank
CSMIX Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
CSMIX Sortino Ratio Rank: 5656
Sortino Ratio Rank
CSMIX Omega Ratio Rank: 4646
Omega Ratio Rank
CSMIX Calmar Ratio Rank: 5454
Calmar Ratio Rank
CSMIX Martin Ratio Rank: 4646
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

USBNX vs. CSMIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pear Tree Polaris Small Cap Fund (USBNX) and Columbia Small Cap Value Fund I (CSMIX). 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.


USBNXCSMIXDifference

Sharpe ratio

Return per unit of total volatility

0.69

0.97

-0.28

Sortino ratio

Return per unit of downside risk

1.12

1.48

-0.36

Omega ratio

Gain probability vs. loss probability

1.15

1.19

-0.05

Calmar ratio

Return relative to maximum drawdown

0.92

1.28

-0.36

Martin ratio

Return relative to average drawdown

3.12

4.63

-1.52

USBNX vs. CSMIX - Sharpe Ratio Comparison

The current USBNX Sharpe Ratio is 0.69, which is comparable to the CSMIX Sharpe Ratio of 0.97. The chart below compares the historical Sharpe Ratios of USBNX and CSMIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


USBNXCSMIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.69

0.97

-0.28

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.24

0.35

-0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.33

0.44

-0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.38

0.47

-0.09

Correlation

The correlation between USBNX and CSMIX is 0.90, 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.


Dividends

USBNX vs. CSMIX - Dividend Comparison

USBNX's dividend yield for the trailing twelve months is around 13.61%, less than CSMIX's 14.47% yield.


TTM20252024202320222021202020192018201720162015
USBNX
Pear Tree Polaris Small Cap Fund
13.61%13.81%3.27%0.86%10.05%0.75%0.68%7.91%8.39%6.21%1.17%7.39%
CSMIX
Columbia Small Cap Value Fund I
14.47%14.23%6.67%7.57%6.02%13.34%0.50%3.58%9.79%11.56%11.58%12.73%

Drawdowns

USBNX vs. CSMIX - Drawdown Comparison

The maximum USBNX drawdown since its inception was -64.40%, which is greater than CSMIX's maximum drawdown of -53.37%. Use the drawdown chart below to compare losses from any high point for USBNX and CSMIX.


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Drawdown Indicators


USBNXCSMIXDifference

Max Drawdown

Largest peak-to-trough decline

-64.40%

-53.37%

-11.03%

Max Drawdown (1Y)

Largest decline over 1 year

-12.27%

-14.79%

+2.52%

Max Drawdown (5Y)

Largest decline over 5 years

-26.01%

-25.98%

-0.03%

Max Drawdown (10Y)

Largest decline over 10 years

-46.96%

-48.42%

+1.46%

Current Drawdown

Current decline from peak

-7.74%

-10.23%

+2.49%

Average Drawdown

Average peak-to-trough decline

-13.70%

-8.95%

-4.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.64%

4.09%

-0.45%

Volatility

USBNX vs. CSMIX - Volatility Comparison

The current volatility for Pear Tree Polaris Small Cap Fund (USBNX) is 3.82%, while Columbia Small Cap Value Fund I (CSMIX) has a volatility of 5.43%. This indicates that USBNX experiences smaller price fluctuations and is considered to be less risky than CSMIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


USBNXCSMIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.82%

5.43%

-1.61%

Volatility (6M)

Calculated over the trailing 6-month period

10.27%

12.70%

-2.43%

Volatility (1Y)

Calculated over the trailing 1-year period

19.15%

22.51%

-3.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.89%

21.57%

-2.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.68%

23.92%

-2.24%