USBOX vs. MOAT
Compare and contrast key facts about Pear Tree Quality Fund (USBOX) and VanEck Vectors Morningstar Wide Moat ETF (MOAT).
USBOX is managed by Pear Tree Funds. It was launched on May 6, 1985. MOAT is a passively managed fund by VanEck that tracks the performance of the Morningstar Wide Moat Focus Index. It was launched on Apr 24, 2012.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: USBOX or MOAT.
Key characteristics
| USBOX | MOAT | |
|---|---|---|
| YTD Return | 21.55% | 15.46% |
| 1Y Return | 24.56% | 32.71% |
| 3Y Return (Ann) | 0.78% | 9.17% |
| 5Y Return (Ann) | 4.43% | 14.34% |
| 10Y Return (Ann) | 3.34% | 13.44% |
| Sharpe Ratio | 2.15 | 2.82 |
| Sortino Ratio | 2.81 | 3.87 |
| Omega Ratio | 1.39 | 1.51 |
| Calmar Ratio | 1.45 | 3.10 |
| Martin Ratio | 13.81 | 15.06 |
| Ulcer Index | 1.90% | 2.25% |
| Daily Std Dev | 12.17% | 11.99% |
| Max Drawdown | -72.83% | -33.31% |
| Current Drawdown | -0.28% | 0.00% |
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.
Performance
USBOX vs. MOAT - Performance Comparison
In the year-to-date period, USBOX achieves a 21.55% return, which is significantly higher than MOAT's 15.46% return. Over the past 10 years, USBOX has underperformed MOAT with an annualized return of 3.34%, while MOAT has yielded a comparatively higher 13.44% 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. MOAT - Expense Ratio Comparison
USBOX has a 1.16% expense ratio, which is higher than MOAT's 0.48% expense ratio.
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.
Dividends
USBOX vs. MOAT - Dividend Comparison
USBOX's dividend yield for the trailing twelve months is around 0.29%, less than MOAT's 0.74% 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% |
MOAT VanEck Vectors Morningstar Wide Moat ETF | 0.74% | 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.
Volatility
USBOX vs. MOAT - Volatility Comparison
Pear Tree Quality Fund (USBOX) has a higher volatility of 3.51% compared to VanEck Vectors Morningstar Wide Moat ETF (MOAT) at 2.70%. 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.