USBOX vs. FXAIX
Compare and contrast key facts about Pear Tree Quality Fund (USBOX) and Fidelity 500 Index Fund (FXAIX).
USBOX is managed by Pear Tree Funds. It was launched on May 6, 1985. FXAIX is managed by Fidelity.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: USBOX or FXAIX.
Key characteristics
| USBOX | FXAIX | |
|---|---|---|
| YTD Return | 21.65% | 27.16% |
| 1Y Return | 26.29% | 39.89% |
| 3Y Return (Ann) | 0.74% | 10.29% |
| 5Y Return (Ann) | 4.43% | 16.01% |
| 10Y Return (Ann) | 3.37% | 13.33% |
| Sharpe Ratio | 2.08 | 3.13 |
| Sortino Ratio | 2.73 | 4.16 |
| Omega Ratio | 1.38 | 1.59 |
| Calmar Ratio | 1.33 | 4.59 |
| Martin Ratio | 13.43 | 20.80 |
| Ulcer Index | 1.90% | 1.86% |
| Daily Std Dev | 12.22% | 12.39% |
| Max Drawdown | -72.83% | -33.79% |
| Current Drawdown | -0.20% | 0.00% |
Correlation
The correlation between USBOX and FXAIX is 0.94, 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
USBOX vs. FXAIX - Performance Comparison
In the year-to-date period, USBOX achieves a 21.65% return, which is significantly lower than FXAIX's 27.16% return. Over the past 10 years, USBOX has underperformed FXAIX with an annualized return of 3.37%, while FXAIX has yielded a comparatively higher 13.33% 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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USBOX vs. FXAIX - Expense Ratio Comparison
USBOX has a 1.16% expense ratio, which is higher than FXAIX's 0.02% expense ratio.
Risk-Adjusted Performance
USBOX vs. FXAIX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Pear Tree Quality Fund (USBOX) and Fidelity 500 Index Fund (FXAIX). 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
USBOX vs. FXAIX - Dividend Comparison
USBOX's dividend yield for the trailing twelve months is around 0.29%, less than FXAIX's 1.21% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
USBOX Pear Tree Quality Fund | 0.29% | 0.35% | 0.48% | 0.22% | 0.50% | 0.83% | 0.72% | 0.92% | 1.18% | 1.00% | 1.90% | 1.04% |
FXAIX Fidelity 500 Index Fund | 1.21% | 1.45% | 1.69% | 1.22% | 1.60% | 1.95% | 2.07% | 1.81% | 2.01% | 2.56% | 2.63% | 1.84% |
Drawdowns
USBOX vs. FXAIX - Drawdown Comparison
The maximum USBOX drawdown since its inception was -72.83%, which is greater than FXAIX's maximum drawdown of -33.79%. Use the drawdown chart below to compare losses from any high point for USBOX and FXAIX. For additional features, visit the drawdowns tool.
Volatility
USBOX vs. FXAIX - Volatility Comparison
The current volatility for Pear Tree Quality Fund (USBOX) is 3.59%, while Fidelity 500 Index Fund (FXAIX) has a volatility of 3.91%. This indicates that USBOX experiences smaller price fluctuations and is considered to be less risky than FXAIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.