USBOX vs. NEFSX
Compare and contrast key facts about Pear Tree Quality Fund (USBOX) and Natixis Funds Trust I U.S. Equity Opportunities Fund (NEFSX).
USBOX is managed by Pear Tree Funds. It was launched on May 6, 1985. NEFSX is managed by Natixis Funds. It was launched on Jul 7, 1994.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: USBOX or NEFSX.
Key characteristics
| USBOX | NEFSX | |
|---|---|---|
| YTD Return | 21.65% | 26.49% |
| 1Y Return | 26.29% | 32.21% |
| 3Y Return (Ann) | 0.74% | -1.07% |
| 5Y Return (Ann) | 4.43% | 4.46% |
| 10Y Return (Ann) | 3.37% | 2.61% |
| Sharpe Ratio | 2.08 | 2.07 |
| Sortino Ratio | 2.73 | 2.62 |
| Omega Ratio | 1.38 | 1.39 |
| Calmar Ratio | 1.33 | 1.15 |
| Martin Ratio | 13.43 | 9.18 |
| Ulcer Index | 1.90% | 3.37% |
| Daily Std Dev | 12.22% | 14.95% |
| Max Drawdown | -72.83% | -61.82% |
| Current Drawdown | -0.20% | -3.51% |
Correlation
The correlation between USBOX and NEFSX is 0.89, 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. NEFSX - Performance Comparison
In the year-to-date period, USBOX achieves a 21.65% return, which is significantly lower than NEFSX's 26.49% return. Over the past 10 years, USBOX has outperformed NEFSX with an annualized return of 3.37%, while NEFSX has yielded a comparatively lower 2.61% 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. NEFSX - Expense Ratio Comparison
USBOX has a 1.16% expense ratio, which is higher than NEFSX's 1.14% expense ratio.
Risk-Adjusted Performance
USBOX vs. NEFSX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Pear Tree Quality Fund (USBOX) and Natixis Funds Trust I U.S. Equity Opportunities Fund (NEFSX). 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. NEFSX - Dividend Comparison
USBOX's dividend yield for the trailing twelve months is around 0.29%, more than NEFSX's 0.09% 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% |
NEFSX Natixis Funds Trust I U.S. Equity Opportunities Fund | 0.09% | 0.09% | 0.11% | 0.00% | 0.00% | 0.48% | 0.16% | 0.15% | 0.39% | 0.00% | 0.00% | 0.00% |
Drawdowns
USBOX vs. NEFSX - Drawdown Comparison
The maximum USBOX drawdown since its inception was -72.83%, which is greater than NEFSX's maximum drawdown of -61.82%. Use the drawdown chart below to compare losses from any high point for USBOX and NEFSX. For additional features, visit the drawdowns tool.
Volatility
USBOX vs. NEFSX - Volatility Comparison
The current volatility for Pear Tree Quality Fund (USBOX) is 3.59%, while Natixis Funds Trust I U.S. Equity Opportunities Fund (NEFSX) has a volatility of 4.76%. This indicates that USBOX experiences smaller price fluctuations and is considered to be less risky than NEFSX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.