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USBOX vs. MOAT
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

USBOX vs. MOAT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pear Tree Quality Fund (USBOX) and VanEck Vectors Morningstar Wide Moat ETF (MOAT). The values are adjusted to include any dividend payments, if applicable.

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USBOX vs. MOAT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
USBOX
Pear Tree Quality Fund
-6.87%15.77%17.99%29.20%-16.25%16.50%18.06%31.18%-1.97%28.49%
MOAT
VanEck Vectors Morningstar Wide Moat ETF
-6.87%13.20%10.73%31.89%-13.66%24.12%14.84%34.79%-1.28%23.18%

Returns By Period

As of year-to-date, both investments have demonstrated similar returns, with USBOX at -6.87% and MOAT at -6.87%. Over the past 10 years, USBOX has underperformed MOAT with an annualized return of 12.50%, while MOAT has yielded a comparatively higher 13.46% annualized return.


USBOX

1D
2.92%
1M
-6.54%
YTD
-6.87%
6M
-4.10%
1Y
8.68%
3Y*
14.68%
5Y*
8.08%
10Y*
12.50%

MOAT

1D
-0.26%
1M
-9.39%
YTD
-6.87%
6M
-2.70%
1Y
11.53%
3Y*
10.62%
5Y*
7.92%
10Y*
13.46%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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USBOX vs. MOAT - Expense Ratio Comparison

USBOX has a 1.16% expense ratio, which is higher than MOAT's 0.48% expense ratio.


Return for Risk

USBOX vs. MOAT — Risk / Return Rank

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

USBOX
USBOX Risk / Return Rank: 1818
Overall Rank
USBOX Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
USBOX Sortino Ratio Rank: 1818
Sortino Ratio Rank
USBOX Omega Ratio Rank: 1717
Omega Ratio Rank
USBOX Calmar Ratio Rank: 1717
Calmar Ratio Rank
USBOX Martin Ratio Rank: 1919
Martin Ratio Rank

MOAT
MOAT Risk / Return Rank: 3131
Overall Rank
MOAT Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
MOAT Sortino Ratio Rank: 3232
Sortino Ratio Rank
MOAT Omega Ratio Rank: 3030
Omega Ratio Rank
MOAT Calmar Ratio Rank: 3232
Calmar Ratio Rank
MOAT Martin Ratio Rank: 3434
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.

USBOX vs. MOAT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pear Tree Quality Fund (USBOX) and VanEck Vectors Morningstar Wide Moat ETF (MOAT). 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.


USBOXMOATDifference

Sharpe ratio

Return per unit of total volatility

0.54

0.59

-0.05

Sortino ratio

Return per unit of downside risk

0.89

0.98

-0.09

Omega ratio

Gain probability vs. loss probability

1.12

1.13

-0.01

Calmar ratio

Return relative to maximum drawdown

0.58

0.83

-0.25

Martin ratio

Return relative to average drawdown

2.25

3.12

-0.87

USBOX vs. MOAT - Sharpe Ratio Comparison

The current USBOX Sharpe Ratio is 0.54, which is comparable to the MOAT Sharpe Ratio of 0.59. The chart below compares the historical Sharpe Ratios of USBOX and MOAT, 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


USBOXMOATDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.54

0.59

-0.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.51

0.44

+0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.73

0.72

+0.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.45

0.75

-0.30

Correlation

The correlation between USBOX and MOAT is 0.83, 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

USBOX vs. MOAT - Dividend Comparison

USBOX's dividend yield for the trailing twelve months is around 31.32%, more than MOAT's 1.46% yield.


TTM20252024202320222021202020192018201720162015
USBOX
Pear Tree Quality Fund
31.32%29.17%8.71%4.37%14.55%0.88%7.47%19.65%15.43%6.92%6.19%12.85%
MOAT
VanEck Vectors Morningstar Wide Moat ETF
1.46%1.36%1.37%0.86%1.25%1.08%1.46%1.31%1.79%1.07%1.17%2.13%

Drawdowns

USBOX vs. MOAT - Drawdown Comparison

The maximum USBOX drawdown since its inception was -65.67%, which is greater than MOAT's maximum drawdown of -33.31%. Use the drawdown chart below to compare losses from any high point for USBOX and MOAT.


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Drawdown Indicators


USBOXMOATDifference

Max Drawdown

Largest peak-to-trough decline

-65.67%

-33.31%

-32.36%

Max Drawdown (1Y)

Largest decline over 1 year

-12.76%

-13.30%

+0.54%

Max Drawdown (5Y)

Largest decline over 5 years

-30.42%

-23.96%

-6.46%

Max Drawdown (10Y)

Largest decline over 10 years

-30.42%

-33.31%

+2.89%

Current Drawdown

Current decline from peak

-10.22%

-10.42%

+0.20%

Average Drawdown

Average peak-to-trough decline

-17.17%

-3.80%

-13.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.31%

3.55%

-0.24%

Volatility

USBOX vs. MOAT - Volatility Comparison

Pear Tree Quality Fund (USBOX) has a higher volatility of 5.70% compared to VanEck Vectors Morningstar Wide Moat ETF (MOAT) at 4.78%. This indicates that USBOX's price experiences larger fluctuations and is considered to be riskier than MOAT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


USBOXMOATDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.70%

4.78%

+0.92%

Volatility (6M)

Calculated over the trailing 6-month period

9.84%

10.10%

-0.26%

Volatility (1Y)

Calculated over the trailing 1-year period

16.29%

19.76%

-3.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.07%

18.09%

-2.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.11%

18.71%

-1.60%