PortfoliosLab logoPortfoliosLab logo
USBNX vs. DASCX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

USBNX vs. DASCX - Performance Comparison

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

Loading graphics...

USBNX vs. DASCX - 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%
DASCX
Dean Small Cap Value Fund
2.13%5.00%3.71%2.76%1.76%31.48%-1.73%20.98%-13.07%3.72%

Returns By Period

In the year-to-date period, USBNX achieves a 1.48% return, which is significantly lower than DASCX's 2.13% return. Both investments have delivered pretty close results over the past 10 years, with USBNX having a 7.19% annualized return and DASCX not far ahead at 7.30%.


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%

DASCX

1D
-0.86%
1M
-8.10%
YTD
2.13%
6M
5.38%
1Y
15.67%
3Y*
3.97%
5Y*
4.95%
10Y*
7.30%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


USBNX vs. DASCX - Expense Ratio Comparison

USBNX has a 1.50% expense ratio, which is higher than DASCX's 1.13% expense ratio.


Return for Risk

USBNX vs. DASCX — 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

DASCX
DASCX Risk / Return Rank: 3333
Overall Rank
DASCX Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
DASCX Sortino Ratio Rank: 3535
Sortino Ratio Rank
DASCX Omega Ratio Rank: 2828
Omega Ratio Rank
DASCX Calmar Ratio Rank: 4343
Calmar Ratio Rank
DASCX Martin Ratio Rank: 3030
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. DASCX - Risk-Adjusted Trends Comparison

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


USBNXDASCXDifference

Sharpe ratio

Return per unit of total volatility

0.69

0.71

-0.02

Sortino ratio

Return per unit of downside risk

1.12

1.16

-0.04

Omega ratio

Gain probability vs. loss probability

1.15

1.15

0.00

Calmar ratio

Return relative to maximum drawdown

0.92

1.09

-0.16

Martin ratio

Return relative to average drawdown

3.12

3.22

-0.10

USBNX vs. DASCX - Sharpe Ratio Comparison

The current USBNX Sharpe Ratio is 0.69, which is comparable to the DASCX Sharpe Ratio of 0.71. The chart below compares the historical Sharpe Ratios of USBNX and DASCX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


USBNXDASCXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.69

0.71

-0.02

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.24

0.29

-0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.33

0.35

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.38

0.33

+0.06

Correlation

The correlation between USBNX and DASCX is 0.91, 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. DASCX - Dividend Comparison

USBNX's dividend yield for the trailing twelve months is around 13.61%, more than DASCX's 1.95% 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%
DASCX
Dean Small Cap Value Fund
1.95%1.99%3.82%1.75%1.28%0.98%1.61%4.03%3.22%18.27%3.96%6.68%

Drawdowns

USBNX vs. DASCX - Drawdown Comparison

The maximum USBNX drawdown since its inception was -64.40%, which is greater than DASCX's maximum drawdown of -58.74%. Use the drawdown chart below to compare losses from any high point for USBNX and DASCX.


Loading graphics...

Drawdown Indicators


USBNXDASCXDifference

Max Drawdown

Largest peak-to-trough decline

-64.40%

-58.74%

-5.66%

Max Drawdown (1Y)

Largest decline over 1 year

-12.27%

-13.14%

+0.87%

Max Drawdown (5Y)

Largest decline over 5 years

-26.01%

-24.79%

-1.22%

Max Drawdown (10Y)

Largest decline over 10 years

-46.96%

-46.28%

-0.68%

Current Drawdown

Current decline from peak

-7.74%

-11.54%

+3.80%

Average Drawdown

Average peak-to-trough decline

-13.70%

-7.46%

-6.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.64%

4.43%

-0.79%

Volatility

USBNX vs. DASCX - Volatility Comparison

The current volatility for Pear Tree Polaris Small Cap Fund (USBNX) is 3.82%, while Dean Small Cap Value Fund (DASCX) has a volatility of 6.33%. This indicates that USBNX experiences smaller price fluctuations and is considered to be less risky than DASCX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


USBNXDASCXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.82%

6.33%

-2.51%

Volatility (6M)

Calculated over the trailing 6-month period

10.27%

12.72%

-2.45%

Volatility (1Y)

Calculated over the trailing 1-year period

19.15%

22.81%

-3.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.89%

17.28%

+1.61%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.68%

20.83%

+0.85%