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USBNX vs. DHSIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

USBNX vs. DHSIX - Performance Comparison

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

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USBNX vs. DHSIX - 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%
DHSIX
Diamond Hill Small Cap Fund Class I
0.83%11.83%13.10%24.25%-14.85%32.69%-0.27%21.83%-15.00%10.89%

Returns By Period

In the year-to-date period, USBNX achieves a 1.48% return, which is significantly higher than DHSIX's 0.83% return. Over the past 10 years, USBNX has underperformed DHSIX with an annualized return of 7.19%, while DHSIX has yielded a comparatively higher 8.87% 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%

DHSIX

1D
-0.08%
1M
-7.18%
YTD
0.83%
6M
5.72%
1Y
27.50%
3Y*
14.23%
5Y*
9.07%
10Y*
8.87%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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USBNX vs. DHSIX - Expense Ratio Comparison

USBNX has a 1.50% expense ratio, which is higher than DHSIX's 0.97% expense ratio.


Return for Risk

USBNX vs. DHSIX — 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

DHSIX
DHSIX Risk / Return Rank: 6868
Overall Rank
DHSIX Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
DHSIX Sortino Ratio Rank: 7171
Sortino Ratio Rank
DHSIX Omega Ratio Rank: 5757
Omega Ratio Rank
DHSIX Calmar Ratio Rank: 8080
Calmar Ratio Rank
DHSIX Martin Ratio Rank: 6868
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. DHSIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pear Tree Polaris Small Cap Fund (USBNX) and Diamond Hill Small Cap Fund Class I (DHSIX). 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.


USBNXDHSIXDifference

Sharpe ratio

Return per unit of total volatility

0.69

1.18

-0.49

Sortino ratio

Return per unit of downside risk

1.12

1.81

-0.69

Omega ratio

Gain probability vs. loss probability

1.15

1.23

-0.08

Calmar ratio

Return relative to maximum drawdown

0.92

1.95

-1.02

Martin ratio

Return relative to average drawdown

3.12

6.50

-3.38

USBNX vs. DHSIX - Sharpe Ratio Comparison

The current USBNX Sharpe Ratio is 0.69, which is lower than the DHSIX Sharpe Ratio of 1.18. The chart below compares the historical Sharpe Ratios of USBNX and DHSIX, 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


USBNXDHSIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.69

1.18

-0.49

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.24

0.43

-0.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.33

0.40

-0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.38

0.37

+0.02

Correlation

The correlation between USBNX and DHSIX 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. DHSIX - Dividend Comparison

USBNX's dividend yield for the trailing twelve months is around 13.61%, more than DHSIX's 5.69% 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%
DHSIX
Diamond Hill Small Cap Fund Class I
5.69%5.74%15.81%30.09%18.06%17.39%0.61%7.13%10.46%6.90%2.68%1.95%

Drawdowns

USBNX vs. DHSIX - Drawdown Comparison

The maximum USBNX drawdown since its inception was -64.40%, which is greater than DHSIX's maximum drawdown of -52.83%. Use the drawdown chart below to compare losses from any high point for USBNX and DHSIX.


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Drawdown Indicators


USBNXDHSIXDifference

Max Drawdown

Largest peak-to-trough decline

-64.40%

-52.83%

-11.57%

Max Drawdown (1Y)

Largest decline over 1 year

-12.27%

-12.91%

+0.64%

Max Drawdown (5Y)

Largest decline over 5 years

-26.01%

-28.33%

+2.32%

Max Drawdown (10Y)

Largest decline over 10 years

-46.96%

-45.96%

-1.00%

Current Drawdown

Current decline from peak

-7.74%

-10.16%

+2.42%

Average Drawdown

Average peak-to-trough decline

-13.70%

-8.43%

-5.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.64%

3.87%

-0.23%

Volatility

USBNX vs. DHSIX - Volatility Comparison

The current volatility for Pear Tree Polaris Small Cap Fund (USBNX) is 3.82%, while Diamond Hill Small Cap Fund Class I (DHSIX) has a volatility of 6.12%. This indicates that USBNX experiences smaller price fluctuations and is considered to be less risky than DHSIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


USBNXDHSIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.82%

6.12%

-2.30%

Volatility (6M)

Calculated over the trailing 6-month period

10.27%

14.00%

-3.73%

Volatility (1Y)

Calculated over the trailing 1-year period

19.15%

23.80%

-4.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.89%

21.43%

-2.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.68%

22.13%

-0.45%