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USBOX vs. MOAT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

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.


-0.50.00.51.00.8

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.

100.00%200.00%300.00%400.00%500.00%JulyAugustSeptemberOctoberNovemberDecember
75.89%
440.07%
USBOX
MOAT

Key characteristics

Sharpe Ratio

USBOX:

0.85

MOAT:

1.17

Sortino Ratio

USBOX:

1.09

MOAT:

1.63

Omega Ratio

USBOX:

1.18

MOAT:

1.21

Calmar Ratio

USBOX:

0.69

MOAT:

2.10

Martin Ratio

USBOX:

5.49

MOAT:

5.91

Ulcer Index

USBOX:

2.17%

MOAT:

2.35%

Daily Std Dev

USBOX:

14.04%

MOAT:

11.87%

Max Drawdown

USBOX:

-72.83%

MOAT:

-33.31%

Current Drawdown

USBOX:

-10.73%

MOAT:

-3.92%

Returns By Period

In the year-to-date period, USBOX achieves a 9.64% return, which is significantly lower than MOAT's 11.77% return. Over the past 10 years, USBOX has underperformed MOAT with an annualized return of 3.11%, while MOAT has yielded a comparatively higher 13.07% annualized return.


USBOX

YTD

9.64%

1M

-8.15%

6M

-4.27%

1Y

10.17%

5Y*

5.10%

10Y*

3.11%

MOAT

YTD

11.77%

1M

-0.51%

6M

9.00%

1Y

12.43%

5Y*

12.61%

10Y*

13.07%

Compare stocks, funds, or ETFs

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


USBOX vs. MOAT - Expense Ratio Comparison

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


USBOX
Pear Tree Quality Fund
Expense ratio chart for USBOX: current value at 1.16% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.16%
Expense ratio chart for MOAT: current value at 0.48% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.48%

Risk-Adjusted Performance

USBOX vs. MOAT - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for USBOX, currently valued at 0.85, compared to the broader market-1.000.001.002.003.004.000.851.17
The chart of Sortino ratio for USBOX, currently valued at 1.09, compared to the broader market-2.000.002.004.006.008.0010.001.091.63
The chart of Omega ratio for USBOX, currently valued at 1.18, compared to the broader market0.501.001.502.002.503.003.501.181.21
The chart of Calmar ratio for USBOX, currently valued at 0.69, compared to the broader market0.002.004.006.008.0010.0012.0014.000.692.10
The chart of Martin ratio for USBOX, currently valued at 5.49, compared to the broader market0.0020.0040.0060.005.495.91
USBOX
MOAT

The current USBOX Sharpe Ratio is 0.85, which is comparable to the MOAT Sharpe Ratio of 1.17. 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.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
0.85
1.17
USBOX
MOAT

Dividends

USBOX vs. MOAT - Dividend Comparison

Neither USBOX nor MOAT has paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
USBOX
Pear Tree Quality Fund
0.00%0.35%0.48%0.22%0.50%0.83%0.72%0.92%1.18%1.00%1.90%1.04%
MOAT
VanEck Vectors Morningstar Wide Moat ETF
0.00%0.86%1.25%1.08%1.45%1.31%1.79%1.07%1.17%2.13%1.34%0.79%

Drawdowns

USBOX vs. MOAT - Drawdown Comparison

The maximum USBOX drawdown since its inception was -72.83%, 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. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-10.73%
-3.92%
USBOX
MOAT

Volatility

USBOX vs. MOAT - Volatility Comparison

Pear Tree Quality Fund (USBOX) has a higher volatility of 8.86% compared to VanEck Vectors Morningstar Wide Moat ETF (MOAT) at 4.17%. 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.


2.00%4.00%6.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
8.86%
4.17%
USBOX
MOAT
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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