USBNX vs. SBER.ME
Compare and contrast key facts about Pear Tree Polaris Small Cap Fund (USBNX) and Sberbank of Russia (SBER.ME).
USBNX is managed by Pear Tree Funds. It was launched on Aug 3, 1992.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: USBNX or SBER.ME.
Key characteristics
| USBNX | SBER.ME | |
|---|---|---|
| YTD Return | 7.80% | 6.03% |
| 1Y Return | 16.84% | 10.68% |
| 3Y Return (Ann) | 7.80% | -0.26% |
| 5Y Return (Ann) | 8.29% | 10.23% |
| 10Y Return (Ann) | 6.85% | 19.47% |
| Sharpe Ratio | 1.03 | 0.79 |
| Daily Std Dev | 17.48% | 17.35% |
| Max Drawdown | -64.40% | -87.29% |
| Current Drawdown | -3.89% | -16.12% |
Correlation
The correlation between USBNX and SBER.ME is 0.25, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
USBNX vs. SBER.ME - Performance Comparison
In the year-to-date period, USBNX achieves a 7.80% return, which is significantly higher than SBER.ME's 6.03% return. Over the past 10 years, USBNX has underperformed SBER.ME with an annualized return of 6.85%, while SBER.ME has yielded a comparatively higher 19.47% 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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Risk-Adjusted Performance
USBNX vs. SBER.ME - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Pear Tree Polaris Small Cap Fund (USBNX) and Sberbank of Russia (SBER.ME). 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
USBNX vs. SBER.ME - Dividend Comparison
USBNX's dividend yield for the trailing twelve months is around 0.80%, less than SBER.ME's 12.92% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
USBNX Pear Tree Polaris Small Cap Fund | 0.80% | 0.86% | 10.05% | 8.32% | 0.68% | 7.91% | 8.39% | 6.21% | 1.17% | 7.39% | 11.08% | 0.00% |
SBER.ME Sberbank of Russia | 12.92% | 9.20% | 0.00% | 6.37% | 6.90% | 6.28% | 6.44% | 2.66% | 1.14% | 0.44% | 5.83% | 2.54% |
Drawdowns
USBNX vs. SBER.ME - Drawdown Comparison
The maximum USBNX drawdown since its inception was -64.40%, smaller than the maximum SBER.ME drawdown of -87.29%. Use the drawdown chart below to compare losses from any high point for USBNX and SBER.ME. For additional features, visit the drawdowns tool.
Volatility
USBNX vs. SBER.ME - Volatility Comparison
The current volatility for Pear Tree Polaris Small Cap Fund (USBNX) is 5.36%, while Sberbank of Russia (SBER.ME) has a volatility of 8.70%. This indicates that USBNX experiences smaller price fluctuations and is considered to be less risky than SBER.ME based on this measure. The chart below showcases a comparison of their rolling one-month volatility.